Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: ; ay T90 Day Return: J 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 [HU BEEBE 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 — a eG EG CNG NG NG NC NS NN SS SPP SPP PPP Oy RAIA a ar a al aa LN NU PE GAP PPE PEE HAP’ GP WM PP oh EFTA00288383

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Atorus, LLC 5/23/2014 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 45 Positions | 25.325] 9437 JP Equity (6,149) 0.10% EDF FP Equity 5,369 0.29% TSCO LN Equity (6,286) 0.11% FTSEMIB Index 5,632 0.30% KMI US Equity (6,775) 0.12% AZN LN Equity 5,645 0.31% DISCA US Equity (6,841) 0.12% XLF US Equity 5,652 0.31% TGT US Equity (8,574) 0.15% AZN US Equity 5,661 0.31% ATX Index (12,313) 0.21% JNJ US Equity 5,896 0.32% XAG Curncy (15,640) 0.27% AEX Index 5,921 0.32% JP_TSY CREDIT (16,070) 0.27% NVS US Equity 5,990 0.32% INDEXCF Index (21,271) 0.36% SENSEX Index 6,008 0.32% XAU Comdty (23,727) 0.40% HON US Equity 6,020 0.33% SHCOMP Index (34,398) 0.58% UTX US Equity 6,195 0.33% SE_TSY CREDIT (44,333) 0.75% XLI US Equity 6,488 0.35% MX_TSY CREDIT 77,867 1.32% DAI GR Equity 6,804 0.37% IE_TSY CREDIT 78,270 1.33% ROG VX Equity 6,921 0.37% BE_TSY CREDIT 79,771 1.36% ACA FP Equity 6,984 0.38% AU_TSY CREDIT 81,398 1.38% SXXP Index 7,057 0.38% AT_TSY CREDIT 81,569 1.39% SXSE Index 7,096 0.38% FR_TSY CREDIT 82,246 1.40% SX6P Index 7,299 0.39% NL_TSY CREDIT 82,865 1.41% NOVN VX Equity 7,523 0.41% DE_TSY CREDIT 84,524 1.44% MAERSKB DC Equity 7,790 0.42% FI_TSY CREDIT 85,645 1.45% BEL20 Index 7,955 0.43% GB_TSY CREDIT 89,647 1.52% MDT US Equity 8,028 0.43% CA_TSY CREDIT 91,863 1.56% SMI Index 8,066 0.44% US_TSY CREDIT 100,443 1.71% IT_TSY CREDIT 8,133 0.44% TMO US Equity 8,404 0.45% PRU LN Equity 8,679 0.47% HEX Index 9,012 0.49% DAX Index 9,336 0.50% INAV Impact of MTM by Category & Exposure MMM US Equity 9,693 0.52% Listed Equitytong | (236%) IBEX Index 9,703 0.52% Listed Equity Short | -.042%) SKAP Index 10,014 0.54% LUXXX Index 10,370 0.56% lEquityCom Short |= .022%) SXOP Index 10,632 0.57% c2oRatestong |= 0.003%| ES_TSY CREDIT 10,701 0.58% NOX Index 11,162 0.60% KFX Index 11,257 0.61% SXIP Index 11,411 0.62% TYC US Equity 11,558 0.62% XLV US Equity 12,617 0.68% ISEQ Index 17,714 0.96% EFTA00288384

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PEMEAShort AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short otal Short SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 19,029 22,614 26,827 31,381 36,076 1.03% 1.22% 1.45% 1.70% 1.95% 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 EFTA00288385

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Atorus, LLC 5/23/2014 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 Avs v “ 7 ) Rt » T T T T T T T T T T T T T T YS Po Sr o_o” ew” o_O” Hr ww” PEPE PE WE PEPE HH APE gh PE WT Wo EFTA00288386

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Atorus, LLC 5/23/2014 Current Gross Notional Risk by Category 245,530 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 135 Series 115 —— Series2 0.75 + SP PRP PP Pm Mm PP oP a Pr gh PP ah eh” oh eh” SO A A gh ge Gah seh Sh A ot Rolling 30 Day Realized Volatility - Atorus T a T vv T T T T > T T “ &® ® 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% SYS? SP? SP? s o y PP” VP” XP LP Kg © ow —— Series1 EFTA00288387

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Atorus, LLC 5/23/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) em P/L Vol Days by Position 0.00 T T T T T T T ’ te 9" 97 O° 9" 9°97 9° 9" 9° 9" O° 9" 9° 9" OF 9" 9° 9° 10.09 SPP AP AP" AP? AO? LO? PDH” OSV PH" HH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.09% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 43.28%) EFTA00288388

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Atorus, LLC 5/23/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol (in USD) 000270 KS Equity (16) (297) 55.84 58.79 5.12 1.03% (1.13) 005380 KS Equity 56 3,149 224.39 228.38 1.79 0.99% 20.31 005490 KS Equity (39) (961) 290.53 302.20 4.59 0.88% 5.52 005930 KS Equity (47) 4,464 1,399.31 1,384.87 1.27 0.82% (51.72) 012330 KS Equity 971 5,584 247.00 289.98 18.28 0.95% 57.33 1 HK Equity 871 12,607 16.18 17.30 (73.62) 1299 HK Equity 158 5,954 4.79 4.92 (6.21) 13 HK Equity 686 4,897 11.40 13.00 (36.99) 16 HK Equity 13.15 : 27 HK Equity 8.03 : 2914 JP Equity (6) (690) 32.49 32.78 0.85 1.04% (6.10) 3382 JP Equity 96 2,327 38.42 40.00 4.30 0.95% 54.45 4063 JP Equity u 2,640 59.21 59.47 0.46 0.94% (5.70) 4502 JP Equity 44 4,914 44.83 45.22 121 0.73% 110.39 4689 JP Equity 4.44 : 5 HK Equity (95) (4,127) 10.15 10.39 3.20 0.72% 23.73 5108 JP Equity (8) (579) 33.84 34.32 1.36 1.05% (8.20) 5401 JP Equity 115 (5,599) 281 2.75 2.24 0.92% (81.66) 6301 JP Equity (19) 3,338 22.10 21.97 0.52 1.11% 65.89 6752 JP Equity 10.60 : 6902 JP Equity 44.20 : 6954 JP Equity 512 6,629 6,392.98 170.58 8.10 0.95% 102.95 7201 JP Equity (42) ——(2,999)—(3,742.97) 8.98 1.38 1.00% (14.30) 7203 JP Equity 103 (4,207) (5,259.85) 54.72 2.65 0.92% (40.01) 7267 JP Equity 126 (4,675) (4,885.01) 34.39 2.31 1.16% (50.67) 762 HK Equity . 503 (5,161.69) 148 0.00 1.76% (11.18) 7751 JP Equity (0) 5,921 (6,865.02) 32.67 0.00 0.75% 7.08 8031 JP Equity (179) (2,292)——«(4,775.88) 15.20 8.50 0.92% (20.50) 8058 JP Equity 123 5,854 (4,383.01) 19.68 2.49 0.84% 14.74 8306 JP Equity 24 (3,668) (4,603.66) 5.59 0.51 1.28% (85.52) 8316 JP Equity 87 (3,090) (2,000.57) 38.93 2.39 117% (65.71) 8411 JP Equity (53) 2,190 1.93 4.13 0.58% 7.67 8604 JP Equity 24 (3,335) (3,504.39) 6.43 0.51 1.44% (60.37) 8801 JP Equity 186 4,655 31.26 32.50 291 137% 142.73 8802 JP Equity (2) (4,920) 24.34 24.35 0.03 138% (185.19) 9020 JP Equity 27 (5,379) 75.21 74.84 0.62 0.80% (39.04) 941 HK Equity 92 (3,782) 10.19 9.95 2.49 0.98% 47.89 9432 JP Equity 659 8,028 54.13 58.57 9.34 0.88% 196.64 9433 JP Equity 62 3,581 55.66 56.62 131 1.32% 92.99 9437 JP Equity (288) (6,149) 15.59 16.32 5.83 0.80% (7.44) 9983 JP Equity (0) (2,292) 322.77 322.81 0.01 1.42% (41.67) EFTA00288389

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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 1,150 (34) 271 (24) (14) 563 78 460 457 6,984 561 203 156 (54) 4,866 622 526 41 (139) (94) 1,742 (28) 580 164 125 2,464 5,645 5,046 5,661 272 23 1,181 721 63 318 (42) (4) (8) 1,352 250 113 (1,937) 7,342 (2,385) 4,019 (3,165) (3,012) 8,888 4,097 (4,484) (4,194) 5,408 10,752 8,563 6,187 2,479 9,698 12,864 7,022 3,660 7,052 5,730 990 12,212 (2,898) 12,947 4,994 4,258 10,373 12,676 12,119 12,812 8,072 (5,483) 5,219 7,333 7,532 4,842 7,767 629 4,539 4,490 (1,322) 6,081 9,622 5,457 2,814 68.82 527.64 23.46 50.65 7.37 7.43 103.14 38.87 18.45 18.59 6.83 97.76 77.97 76.75 62.62 110.56 137.87 49.93 69.52 169.14 168.57 114.23 77.36 306.51 29.78 87.41 98.70 71.56 49.80 50.82 50.30 128.04 14.81 4.11 97.30 53.98 73.52 135.04 10.82 14.82 14.84 64.96 10.20 44.94 16.46 52.91 68.55 610.32 23.77 23.80 54.06 7.42 7.47 109.68 39.61 16.56 16.56 15.66 102.86 79.82 78.68 61.29 166.03 144.53 53.67 70.30 165.87 165.85 114.23 88.39 309.45 31.11 90.28 101.60 88.56 71.98 71.98 72.52 132.35 14.75 4.13 112.97 59.14 74.47 140.57 10.14 14.84 14.83 65.36 12.47 46.11 16.58 55.03 0.27 17.56 -1.69 6.59 0.82 0.44 8.53 3.02 10.56 10.76 107.84 15.35 3.68 3.84 -2.83 27.80 8.24 8.58 1.00 2.62 2.22 0.00 23.74 0.53 5.66 4.83 3.77 34.24 19.38 18.41 20.53 448 0.42 0.41 19.91 12.12 2.58 5.41 4.20 0.13 0.07 0.75 29.92 7.08 0.52 3.81 1.50% (3.20) 0.89% 47.45 0.85% (11.87) 1.02% 19.90 0.91% 26.23 1.05% 21.17 0.74% (86.83) 0.63% (0.82) 0.97% 29.14 1.01% 26.78 120% 293.97, 0.34% (21.69) 0.65% 47.52 0.66% 51.64 0.77% (15.14) 1.80% 189.24 0.59% (24.78) 0.87% 21.10 1.12% 53.34 0.75% (28.66) 0.74% (24.52) 0.89% (5.02) 0.60% (26.03) 1.81% (32.91) 0.79% 136.99 0.68% (8.04) 0.78% (4.96) 0.69% 73.06 2.30% 2.26% 2.15% (38.69) 0.75% 17.89 1.01% (27.96) 1.41% 40.32 0.81% (14.58) 0.79% 0.50% (2.78) 0.76% 4.50 1.60% 2.06 1.14% (11.00) 1.33% (12.22) 0.83% (2.71) 0.74% 46.96 0.37% (22.94) 1.40% 56.05 1.05% 2.37 EFTA00288390

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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 (347) 71 198 235 (3) 426 29 (8) 687 1,213 (10) (48) 79 788 954 738 13 527 278 2,184 1,275 (39) 645 58 598 2,520 963 178 5,084 2,095 1,283 2,049 847 252 71 782 (12) 1,562 2,439 1,923 (3,788) 9,507 7,278 1,066 (2,398) 8,609 3,418 (4,661) 13,003 5,212 469 2,677 (5,869) 11,902 9,797 14,233 2,143 9,049 546 3,015 3,932 14,645 16,830 (700) 6,257 2,632 7,922 21,496 12,138 5,206 12,096 12,873 10,769 12,795 7,124 7,461 9,550 7,080 (565) (3,180) 3,110 9,460 12,136 (1,805) 13,256 18.76 34.49 68.00 245.93 32.61 32.86 298.32 32.52 66.63 99.22 49.84 74.67 71.94 58.65 7.76 120.53 6.67 103.62 31.27 47.18 34.37 90.43 69.70 57.39 36.20 147.09 97.57 59.78 84.21 50.25 36.26 51.38 36.73 51.50 68.86 75.97 114.02 64.09 52.04 24.03 24.42 25.28 64.26 123.85 60.80 20.48 34.74 69.84 300.15 32.65 34.49 300.81 32.57 70.14 122.32 48.84 73.35 70.97 62.54 8.52 126.78 6.71 109.66 31.27 47.30 36.79 103.92 74.98 60.61 39.93 150.34 104.94 66.79 90.89 $1.97 51.50 59.74 41.11 59.75 77.04 78.53 114.87 AN/AN/A 71.17 53.12 23.98 24.48 29.46 29.32 77.18 123.61 69.62 8.10 0.85 3.10 15.22 0.19 5.77 1.23 0.22 13.04 29.37 1.91 2.49 1.47 15.76 14.03 10.95 0.53 8.10 0.00 0.34 7.52 21.61 13.07 5.07 10.91 2.05 9.48 27.16 18.81 4.77 63.40 28.04 14.02 27.41 19.62 5.34 1.29 18.05 1.03 0.24 0.30 24.56 34.72 0.32 23.31 1.13% 0.87% 0.88% 1.45% 0.71% 0.86% 0.68% 0.77% 0.40% 0.79% 1.08% 0.72% 0.92% 0.42% 0.69% 0.47% 1.14% 0.72% 1.62% 0.74% 0.94% 0.69% 0.58% 1.11% 0.94% 1.08% 0.80% 0.43% 0.42% 0.72% 0.66% 0.58% 0.85% 0.58% 0.61% 0.63% 0.58% 0.61% 2.00% 0.92% 0.76% 0.67% 0.58% 0.61% 0.62% 70.19 24.60 5.84 2.90 7.49 (8.11) 3.26 6.05 69.85 22.70 (0.32) (21.74) (72.50) 42.27 (53.50) (18.05) 6.77 (69.15) (0.73) 16.99 33.99 99.73 163.25 (17.95) 41.83 (3.72) 56.28 91.71 91.97 36.74 137.72 16.40 113.90 22.07 23.69 3.06 12.93 (6.25) (3.67) (24.92) 13.12 (33.24) 6.50 3.61 (13.35) EFTA00288391

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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 6,804 137 3,065 3,921 352 4,213 83 296 2,149 (191) 386 2,667 163 864 3,770 29 1,663 (19) 229 5,369 519 (42) 695 1,977 408 69 2,534 2,161 (147) (2) 76 (232) 1,008 161 355 210 192 1,986 2,464 209 1,516 (179) 3,635 (34) 13,908 (3,216) 13,319 8,377 10,094 10,090 2,332 5,774 10,796 (6,841) 5,584 7,396 660 7,575 10,622 (5,553) 11,143 (1,212) 9,210 9,189 10,986 8,739 12,532 8,902 11,929 2,606 5,841 13,127 7,934 2,120 5,260 (2,897) 2,630 6,027 4,359 6,139 5,663 14,528 1,181 13,140 4,205 23,244 (2,955) 11,764 954 62.20 42.62 55.25 63.20 86.88 51.66 30.86 74.45 69.30 75.84 17.37 37.11 29.41 15.16 61.97 70.80 63.30 51.01 105.22 23.45 25.35 66.79 45.66 4.48 24.33 18.59 72.84 63.70 12.50 70.17 72.48 14.82 44.06 33.55 130.52 32.72 33.68 62.63 21.66 22.32 77.50 50.54 5.22 16.29 34.76 92.63 40.80 67.97 92.79 89.91 #N/AN/A 73.22 31.95 78.26 83.09 77.95 18.57 50.49 36.67 16.88 83.97 70.43 72.75 51.83 107.83 37.14 26.55 66.47 48.19 5.48 25.16 19.08 104.44 74.18 12.28 70.10 73.53 16.00 60.94 34.44 141.14 33.84 34.82 71.19 21.66 26.50 81.36 53.84 57.71 5.54 21.33 33.56 44.74 4.89 42.67 42.65 6.98 64.67 3.98 6.74 26.44 -2.65 7.60 37.99 25.61 11.65 29.43 1.05 16.72 1.72 5.16 65.15 6.85 0.66 12.78 24.40 4.80 2.88 36.15 26.57 -1.90 0.13 1.84 “11.45 20.23 2.92 13.14 3.24 3.16 19.03 0.00 35.41 4.02 15.99 8.40 41.56 -3.97 1.09% 129.62 0.87% 44.94 0.54% 101.90 1.10% 86.39 0.50% (29.30) 0.65% 5.24 0.89% (36.57) 0.76% 30.13 0.75% 89.19 1.05% || (218.28) 0.91% 40.43 0.95% 125.13 0.96% 4.49 0.98% (26.90) 1.21% (3.03) 0.50% (3.08) 0.89% (65.31) 0.93% (7.89) 0.48% 17.23 0.90% (473.64) 0.69% 38.30 0.73% 39.80 0.43% (58.83) 0.91% 108.09 0.71% 5.89 0.92% 25.84 1.20% 11.70 0.62% 63.95 0.98% (81.96) 0.81% (4.75) 0.78% 2.93 0.70% (7.75) 1.90% 1.83 0.91% 12.44 0.62% 66.54 1.06% 30.20 1.07% 40.16 0.72% 54.93 0.75% 9.57 0.53% 9.19 1.24% (91.57) 0.41% 95.51 0.72% 7.65 0.74% 35.32 0.90% 3.74 EFTA00288392

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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 241 1,038 1,874 476 (47) 6,020 2,357 37 2,071 119 2,901 1,015 3,517 114 3,821 101 5,896 (8) 288 26 176 239 290 177 57 659 382 (9) 1,517 115 7,790 262 146 251 4,095 8,028 1,082 1,255 9,693 1,216 729 918 5,707 11,150 7,135 7,619 5,375 11,930 7,473 6,635 7,531 (4,032) 13,847 12,041 5,699 5,715 4,601 14,011 (3,652) 715 17,676 (2,007) 9,903 (6,775) (1,661) 4,019 5,290 9,647 1,914 4,953 2,016 (2,461) 2,416 (313) 2,297 3,476 14,263 5,711 9,603 2,181 13,641 20,811 7,556 2,561 21,331 12,846 549.04 160.03 26.22 25.29 50.67 74.42 42.69 61.10 25.51 10.30 5.56 191.43 37.07 24.19 1.93 15.88 15.79 67.84 146.45 48.20 75.75 54.24 107.52 33.81 40.68 43.39 41.41 199.93 1.16 59.03 122.48 183.83 46.45 72.72 59.29 73.94 1,646.82 186.24 100.64 164.92 28.68 43.22 44.37 12.38 96.89 37.19 549.04 160.03 27.33 27.64 63.98 79.07 42.32 91.93 33.56 10.36 7.09 185.80 44.83 26.23 3.12 16.13 16.18 86.33 142.40 48.20 101.02 54.46 110.65 33.68 40.60 45.29 43.28 205.94 1.27 59.70 162.52 155.32 47.03 74.81 98.43 76.37 2,546.27 194.79 102.17 183.94 37.29 59.90 50.72 18.44 HN/AN/A 140.92 40.71 0.00 0.00 5.05 11.45 25.64 7.57 1.34 80.38 30.59 0.80 44.31 3.93 30.58 16.55 50.58 1.60 2.05 48.88 5.09 0.00 79.25 0.52 5.60 0.52 0.41 4.40 5.15 3.98 7.82 1.59 50.32 6.99 1.14 1.76 89.95 2.73 57.31 7.25 3.53 13.87 41.38 53.53 13.78 58.51 77.06 18.25 1.21% 6.67 0.96% 0.74 0.84% (36.80) 0.81% (22.01) 1.02% 57.59 0.83% 41.90 0.65% (54.75) 0.63% 94.45 0.69% (20.43) 0.62% 14.38 0.75% 0.78 0.69% (146.63) 0.51% 32.33 1.22% (33.25) 0.99% (45.85) 1.20% (29.33) 0.56% 68.29 0.54% 21.68 1.24% 4.99 0.42% 71.71 0.79% 0.42 0.52% 52.00 0.74% 5.93 0.47% 0.88 1.00% (23.93) 0.88% 8.46 0.76% (109.66) 1.18% 22.26 0.72% 5.87 0.65% 10.53 2.22% 7.75 1.09% 15.15 1.62% 0.03 0.73% 16.85 1.21% 28.92 0.63% (38.79) 0.43% (29.42) 0.83% (4.04) 0.73% (40.43) 0.72% 50.02 1.04% 29.24 0.84% 10.58 0.59% 87.31 0.52% 13.59 EFTA00288393

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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 1,557 1,558 1,095 599 (164) 4,856 517 1,193 3,124 337 4,387 569 7,523 519 2,283 5,990 4,039 357 1,610 1,977 167 (10) (6) 200 19 331 (10) (6) (13) 186 49 918 32 (34) 8,679 742 1,634 2,487 2,428 2,465 1,008 673 11,917 11,769 2,280 8,132 6,116 13,313 15,032 (1,819) 11,639 13,258 2,940 4,498 10,804 20,070 9,444 10,109 17,033 (4,107) 8,826 8,559 8,622 7,355 400 370 2,920 2,766 12,677 548 358 (831) 11,013 5,649 9,010 6,886 7,998 10,521 13,406 6,461 16,340 12,547 9,597 10,690 11,546 11,427 106.02 50.18 30.40 35.37 197.70 31.52 73.10 32.73 70.85 11.96 68.03 3.96 78.01 65.47 40.35 81.19 66.68 4.39 167.38 13.80 34.16 95.04 15.35 16.20 1,111.26 246.74 83.59 7.62 8.10 29.08 79.25 85.88 76.60 36.04 36.33 12.76 162.12 65.64 113.54 66.83 71.29 53.26 75.02 78.85 119.86 49.44 56.83 30.45 40.13 217.06 31.13 9.49 96.71 23.42 78.11 14.78 75.83 7.83 82.12 90.01 42.57 99.52 90.13 0.07 174.14 16.40 41.99 97.19 14.98 15.96 1,187.42 248.44 85.77 7.49 7.96 29.52 80.59 31.82 86.63 84.41 36.21 36.17 23.29 171.09 82.24 130.83 79.76 89.60 58.29 79.39 82.30 18.72 15.86 0.14 19.65 10.94 1.54 55.07 18.68 19.91 38.87 14.13 68.37 6.56 58.81 5.81 32.45 63.24 64.21 5.88 17.90 39.74 3.91 1.53 0.91 5.14 0.73 6.27 -1.08 -1.03 1.54 3.56 1.94 12.83 0.57 0.54 101.22 11.60 31.42 33.16 31.71 40.26 11.02 10.78 5.74 0.70% 113.03 0.83% 84.77 1.28% 9.04 0.69% 15.78 0.90% 18.64 0.80% 120.19 0.59% 12.84 1.52% 1.17 0.51% (79.70) 0.61% (70.73) 0.81% 50.88 1.43% 81.54 0.80% (39.94) 0.64% 118.87 0.95% (67.14) 0.70% 48.24 0.56% 76.50 1.53% (78.76) 0.69% (42.66) 1.05% (102.02) 0.58% 85.00 0.58% (22.71) 1.60% 2.40 1.64% 2.50 1.33% 20.47 0.95% 21.30 0.42% 18.47 1.64% 1.70 1.71% 1.84 0.98% 5.74 0.47% 16.49 0.45% 19.57 0.79% 57.29 0.83% (90.95) 0.79% (99.44) 0.48% 76.79 0.80% (11.52) 0.46% 39.85 0.61% 3.34 0.64% 56.55 0.86% (93.71) 0.54% (47.07) 0.76% (78.46) EFTA00288394

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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 777 578 559 (107) (167) (41) 56 6,921 562 1,520 (4) 1,466 1,199 2,324 747 1,780 (26) (262) 457 1,517 (7) 623 529 593 27 (325) (8) 793 199 201 1,050 7 (308) 278 8,404 1,280 910 543 919 9,744 11,195 10,889 6,240 4,367 4,819 4,934 17,035 10,940 11,420 (4,530) 9,215 7,569 (718) (1,498) 2,158 7,836 5,345 8,679 4,757 11,861 12,778 1,922 11,476 3,014 11,105 8,613 9,658 4,735 (4,132) 1,124 10,892 7,580 6,344 (8,574) 629 13,319 (5,268) (5,442) 10,218 7,801 4,433 12,867 (6,286) 5,234 36.73 37.76 39.07 302.70 58.26 54.83 54.04 212.78 65.94 49.47 105.52 8.63 8.66 74.41 74.84 71.76 44.08 114.81 84.17 696.61 44.09 168.98 22.53 26.77 64.65 36.96 86.36 36.78 25.97 359.52 35.61 45.74 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 47.14 86.72 5.60 120.22 39.66 39.71 41.08 297.60 56.11 $4.37 54.66 299.23 69.32 56.06 105.61 10.01 10.04 74.29 74.41 72.06 57.16 AN/AN/A 130.85 101.42 692.78 43.14 175.03 88.23 22.53 30.31 64.50 39.03 91.67 39.04 26.12 387.78 35.37 49.07 16.49 16.45 55.79 55.39 4.98 7.43 109.58 115.89 71.23 47.22 92.85 §.11 141.34 13.07 8.59 6.88 0.98 3.41 0.94 1.10 60.40 10.71 17.38 0.13 24.24 20.96 0.19 0.65 0.56 35.09 15.49 32.75 0.57 3.41 9.59 0.03 15.22 0.22 6.32 5.51 6.99 0.72 14.49 -1.02 13.44 3.40 3.78 13.38 12.58 13.85 8.79 7.79 94.13 23.33 0.33 13.99 8.13 27.27 0.61% (105.15) 0.60% (110.29) 0.75% 1.75% (8.95) 1.12% 14.03 0.90% (9.28) 1.04% 21.65 0.67% 139.55 0.48% (12.23) 0.77% (462.47) 0.74% (16.88) 0.66% 15.82 0.76% 42.23 0.86% 1.16 0.87% 0.12 0.74% 19.77 0.85% 63.01 0.90% 58.60 0.63% (24.64) 0.97% 1.66 0.65% (2.47) 0.37% 50.39 0.85% 0.92 0.87% 14.33 1.02% (8.14) 0.89% 17.79 1.11% 100.18 0.88% 18.04 0.80% (32.63) 0.54% 7.16 0.69% (0.40) 0.54% 76.43 0.77% (2.26) 0.84% (6.80) 0.92% 47.31 0.98% (6.34) 0.49% 77.62 0.67% 53.02 0.66% 3.23 0.87% 2.68 0.70% 24.85 0.53% (11.02) 0.51% (7.43) 1.06% (4.14) 0.64% 40.06 EFTA00288395

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TWX US Equity 404 7,427 66.94 70.58 6.60 0.82% 68.97 TXN US Equity 3,931 12,205 34.93 46.18 29.69 1.08% 8.95 TYC US Equity 11,558 24,080 29.17 43.17 58.65 0.82% 242.63 UBS US Equity 38 2,047 19.69 20.06 2.49 0.74% 11.49 UBSN VX Equity 26 1,924 19.72 19.99 157 0.86% 2.59 UCG IM Equity 2,429 5,500 5.62 8.11 35.22 1.25% 61.21 ULVR LN Equity 254 6,329 42.99 44.71 6.20 0.65% (54.76) UNA NA Equity 175 7,481 42.16 43.15 3.67 0.64% (46.51) UNH US Equity 2,299 10,191 64.28 78.78 30.13 0.75% 80.71 UNP US Equity 2,269 12,951 167.13 196.41 25.21 0.69% 85.38 UPS US Equity 4,208 14,806 79.87 102.57 42.69 0.67% 184.14 USB US Equity 2,753 14,315 34.74 41.42 41.73 0.46% 40.89 UTX US Equity 6,195 15,190 82.05 115.52 58.94 0.69% 84.64 V US Equity 281 5,407 201.03 211.47 5.52 0.94% 54.74 VALE US Equity 309 (2,664) 14.92 13.19 7.72 1.50% 17.12 VALE3 BZ Equity 367 (2,939) 15.07 13.19 7.83 1.59% 21.25 VIAB US Equity 3,790 9,272 60.42 85.11 58.75 0.70% 46.64 VIV EP Equity 25.92 : VMW US Equity 380 4,785 89.16 96.24 5.53 1.44% (1.75) VOD LN Equity 360 (3,581) 3.85 3.46 10.56 0.95% (21.61) VOD US Equity 341 (3,458) 38.42 34.63 9.72 1.01% (26.43) VOW3 GR Equity 30 3,208 259.69 262.09 1.10 0.84% 11.83 VRX CN Equity 588 2771 109.70 132.99 15.55 1.36% 56.68 VRX US Equity 802 1,880 93.20 132.99 32.57 1.31% 42.39 VTIUS Equity 676 5,134 86.91 98.35 26.20 0.50% 18.97 VWO US Equity 93 5,559 42.23 42.94 2.49 0.68% 13.25 VZUS Equity 2 2,023 49.51 49.57 0.18 0.67% 5.98 WBC AU Equity 265 11,844 30.87 31.56 2.79 0.80% 126.47 WES AU Equity 346 13,490 39.08 40.09 3.32 0.77% 115.34 WFC US Equity 3,423 12,761 39.49 50.08 52.69 0.51% 54.21 WLP US Equity 4,810 10,369 74.31 108.78 45.17 1.03% 211.98 WMT US Equity (84) 9,262 76.31 75.62 “1.74 0.52% 24.13 WOW AU Equity 7 1,701 34.64 34.79 0.45 0.93% 9.22 XOM US Equity 1,596 15,723 92.14 101.49 22.19 0.46% (26.53) XTA LN Equity #N/AN/A YHOO US Equity 18 2,049 34.50 34.81 0.60 1.50% 10.53 YUM US Equity 86 7,151 73.86 74.75 2.04 0.59% (13.52) ZURN VX Equity 58 7,208 293.77 296.12 1.83 0.44% (20.24) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 19,029 62,272 1,455.70 1,900.53 65.00 0.47% NDX Index 11,162 37,348 2,831.19 3,677.33 44.40 0.67% RTY Index 293 5,660 1,070.74 1,126.19 6.17 0.84% 65.84 EFTA00288396

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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 1,552 554 4,547 9,336 1,737 9,709 8,066 5,632 4,219 17,714 1,851 5,921 7,955 10,370 11,257 9,012 2,183 (227) (36) 4,622 (1,340) 3,206 6,008 41 499 1,762 2,035 862 36,076 28 182 5,068 5,652 656 2,731 6,488 630 1,337 789 4,374 12,617 7,057 10,014 4,513 35,883 5,846 1,883 11,886 43,063 36,674 24,884 41,170 50,070 25,266 24,476 32,079 17,922 44,526 47,159 41,632 39,508 41,358 23,118 (12,313) (1,321) 26,592 (21,271) 33,820 43,256 10,301 29,992 (34,398) 38,430 33,715 73,207 5,479 9,689 14,269 8,156 13,610 10,859 12,860 16,147 12,093 5,441 11,154 14,991 24,346 46,109 28,526 37,626 12,970.96 3,256.13 23,590.66 882.16 10,369.13 10,610.77 5,723.77 11,643.70 8,365.44 23,118.94 8,041.34 4,246.25 6.63 487.32 3,649.75 1,672.08 101.67 8,528.98 191.41 3,293.92 1,553.16 86.02 39.64 3,975.21 371.48 141.25 2,913.59 343.81 1.87 4,948.24 444.47 42.92 69.78 184.03 41.27 15.57 39.38 30.80 38.20 42.09 52.24 87.93 37.61 38.87 403.93 520.28 366.14 13,532.16 3,256.37 23,683.19 923.29 11,464.09 13,311.84 6,123.26 14,389.67 9,713.02 28,272.60 9,427.48 6,591.02 7.31 $52.12 4,265.37 2,088.57 130.63 10,387.44 209.49 3,354.59 1,596.04 100.97 42.14 4,352.04 423.07 141.81 2,962.08 326.20 197 5,074.79 663.50 43.14 71.09 249.39 41.44 22.04 41.76 37.34 53.55 44.28 65.08 94.15 48.58 59.01 465.75 702.93 410.05 11.26 0.01 0.38 3.81 20.89 38.38 12.92 33.85 43.77 19.37 17.39 60.31 19.12 28.48 35.68 35.37 41.06 35.25 14.88 2.34 “1.51 25.27 4.52 11.74 16.84 0.42 2.35 8.31 10.70 4.14 103.27 0.82 457 61.28 3.49 74.14 8.91 35.17 72.09 13.57 37.00 13.48 52.22 89.27 33.28 34.34 18.49 0.38% 0.66% 1.04% 1.22% 0.51% 0.66% 0.54% 0.70% 0.37% 1.15% 0.99% 0.92% 0.54% 0.47% 0.47% 118.16 0.86 (11.69) 117.01 148.41 45.76 102.93 (25.00) 43.32 (60.68) 0.62% 0.63% 0.79% 1.82% 0.69% 114.54 (126.54) (20.42) 95.41 0.95% 0.71% 69.26 17.64 0.49% 0.62% 0.48% 0.62% 0.41% 0.58% 0.12% 0.56% 0.68% 0.60% 0.56% 0.38% 0.66% 0.52% 0.56% 0.58% 0.46% 1.02% 0.65% 33.75 156.30 (10.19) 74.14 129.57 9.89 61.37 (27.51) 130.52 144.63 20.14 53.54 (24.05) 164.82 18.80 29.50 44.24 EFTA00288397

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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 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 7,299 4,293 11,411 4,754 1,670 26,827 3,945 290 10,632 1,497 59 1,406 22,614 3,312 7,096 (60) 1,336 (45) 1,537 2,120 (14) 3,603 373 290 923 370 311 240 3,732 5,010 3,325 4,284 2,756 31,381 8,133 3,498 10,701 2,856 (56) 1,579 338 114 2,806 2,244 38,710 51,146 28,923 28,384 31,675 61,074 27,028 8,940 43,418 41,086 16,765 9,936 39,247 12,087 40,565 (3,846) (15,640) (2,955) 30,849 15,160 (23,727) 53,418 100,443 91,863 77,867 81,398 (16,070) 67,652 66,005 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 10,035 35,151 24,153 (44,333) 69,857 89,647 359.38 456.85 222.31 482.69 679.66 609.16 922.72 366.07 386.09 803.87 432.46 296.53 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 88.17 220.12 765.33 1,215.16 220.85 1,506.03 818.85 169.94 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 349.02 429.04 86.48 464.03 1,008.64 1,507.67 427.14 495.20 310.01 563.53 715.50 876.73 1,057.38 377.96 480.63 833.16 433.98 338.51 271.18 203.64 4,365.43 5,067.11 19.46 110.54 104.35 4.41 88.22 234.97 768.17 1,219.00 223.47 1,512.88 817.09 170.72 222.29 374.80 507.76 363.22 1,772.26 1,288.23 472.01 1,855.12 1,387.11 475.93 760.13 347.07 448.32 87.69 462.84 1,049.15 1,545.41 35.74 13.83 67.06 27.13 13.34 83.17 24.19 4.34 36.55 8.52 0.71 21.92 63.94 24.55 28.99 4.40 12.52 2.62 8.31 9.90 0.13 137.97 3.83 1.49 3.87 1.97 1.02 2.27 1.89 17.53 23.49 16.33 20.70 13.08 188.66 55.65 16.77 85.49 14.40 2.22 18.44 2.24 0.88 17.79 12.67 0.53% 0.61% 0.59% 0.62% 0.40% 0.53% 0.60% 0.75% 0.67% 0.43% 0.49% 0.65% 0.90% 1.12% 0.60% 0.35% 0.68% 0.57% 0.60% 1.41% 0.46% 0.05% 0.10% 0.21% 0.31% 0.23% 0.21% 0.20% 0.21% 0.27% 0.25% 0.25% 0.29% 0.25% 0.24% 0.62% 0.29% 0.23% 0.20% (29.24) 2.37 63.82 15.49 1.18 0.43 106.37 (53.97) 17.39 125.83 156.81 (7.10) 41.69 (4.75) 146.92 (2.23) 114.31 134.21 (67.50) 17.13 23.89 (104.43) 14.87 EFTA00288398