Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 130 Day Return: 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: 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: [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: Sharpe Since 1/1/12: 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. 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. }-—_. Aa ere CNG ENG CNG NG NC NC NC NC Sh SH PP PPP PP RAI al RL CA PPT AP yh PEW HAP’ SHH PW gh T T T T T T EFTA00288415

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Atorus, LLC 5/30/2014 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 21.00% 45 Positions | 25.725] DISCA US Equity (6,841) 0.11% MDY US Equity 5,184 0.27% DUK US Equity (6,884) 0.11% BE_TSY CREDIT 5,474 0.29% TGT US Equity (8,574) 0.14% AZN US Equity 5,538 0.29% IBOV Index (8,977) 0.15% AZN LN Equity 5,630 0.30% CO1 Comdty (9,568) 0.15% XLE US Equity 5,870 0.31% XAG Curncy (15,640) 0.25% NVS US Equity 5,913 0.31% SPGSCITR Index (15,645) 0.25% JNJ US Equity 5,938 0.31% INDEXCF Index (21,271) 0.34% HON US Equity 6,218 0.33% XAU Comdty (25,211) 0.41% AEX Index 6,230 0.33% JP_TSY CREDIT (32,078) 0.52% UTX US Equity 6,337 0.34% SHCOMP Index (34,398) 0.56% ROG VX Equity 6,604 0.35% SE_TSY CREDIT (44,333) 0.72% XLI US Equity 6,699 0.35% BE_TSY CREDIT 79,771 1.29% ACA FP Equity 6,919 0.37% AU_TSY CREDIT 81,398 1.32% FTSEMIB Index 6,979 0.37% AT_TSY CREDIT 81,569 1.32% DAI GR Equity 7,380 0.39% FR_TSY CREDIT 82,246 1.33% NOVN VX Equity 7,471 0.39% NL_TSY CREDIT 82,865 1.34% SXXP Index 7,497 0.40% DE_TSY CREDIT 84,524 1.37% SXSE Index 7,757 0.41% FI_TSY CREDIT 85,645 1.39% SX6P Index 7,866 0.42% MX_TSY CREDIT 87,928 1.42% SMI Index 7,985 0.42% GB_TSY CREDIT 89,647 1.45% MAERSKB DC Equity 8,223 0.43% US_TSY CREDIT 100,443 1.63% MDT US Equity 8,505 0.45% MY_TSY CREDIT 103,107 1.67% BEL20 Index 8,523 0.45% CA_TSY CREDIT 109,559 1.77% TMO US Equity 8,578 0.45% PRU LN Equity 8,653 0.46% IT_TSY CREDIT 8,882 0.47% HEX Index 9,264 0.49% MMM US Equity 10,007 0.53% INAV impact of MTM by Category & Exposure DAX Index 10,206 0.54% SXAP Index 10,716 0.57% Listed Equity short | _0.020% IBEX Index 10,916 0.58% lEquityComtone | 0.0420 SXOP index 10,955 0.58% ES_TSY CREDIT 11,200 0.59% lszoRatestong |B KFX index 11,483 0.61% TYC US Equity 11,946 0.63% NOX Index 11,947 0.63% LUXXX Index 12,053 0.64% Listed Equities SXIP Index 12,067 0.64% XLV US Equity 13,105 0.69% ISEQ Index 18,404 0.97% EFTA00288416

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APAC Long APAC Short EMEA Long PEMEAShort AMER Long P| | «180 | PAMERShort 8 | EquityComtong CEC EquityCom Short |G20Ratestong G20 Rates Short a. | 369 | LT otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 20,014 23,824 26,518 32,489 36,586 1.06% 1.26% 1.40% 1.72% 1.93% $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 EFTA00288417

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Atorus, LLC 5/30/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 VL > oD wD a aS) Hh A A A AN NN AY aN ae EA (1,000,000) 6,000,000 5,000,000 7} 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 ommeee 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 Y ab VY ab ob > > or” oY AS” Ao” AS” oY Ao” 0” oY So AUAETA ARTA UN URN LEN UREN AEN UN UC PET SPA’ yh Ph PE Ph gh av Re) T T > > oy oY Ao MAY x” er a> 7 a “a _) ey Rc x T b® EFTA00288418

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Atorus, LLC 5/30/2014 Current Gross Notional Risk by Category 255,444 639,451 m APAC m EMEA m= AMER @ EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 Series 115 —— Series2 o7s + - - - - r : 7 7 SS OO OS OP YP MP PY SP HH? HH” RO os s a x » A os Aw a a RS 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series1 EFTA00288419

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Atorus, LLC 5/30/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00288420

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Atorus, LLC 5/30/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MTM Senor Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS a 1,240 58.05 57.73 -0.60 0.93% (9.32) 005380 KS Equity me 3,149 224.35 221.35 “1.36 1.00% (67.32) 005490 KS Equity 103 (3,177) 294.09 284.52 3.58 0.91% 50.71 005930 KS Equity 92 4,464 1,399.47 1,428.33 2.28 0.90% (7.42) 012330 KS Equity 813 5,584 247.00 282.97 16.78 0.87% (21.82) 1 HK Equity 1,367 12,607 16.18 17.93 12.34 0.88% 280.17 1299 HK Equity 289 5,954 4.79 5.02 6.74 0.72% 61.65 13 HK Equity 895 4,897 11.40 13.49 19.32 0.95% 47.59 16 HK Equity 13.63 c 27 HK Equity (14) 1,384 7.95 7.87 0.58 1.69% 26.04 2914 JP Equity - 985 33.86 33.86 0.00 0.89% 0.98 3382 JP Equity 105 2,327 38.42 40.16 5.45 0.83% 0.67 4063 JP Equity 1 2,640 59.49 59.51 0.04 0.82% (3.75) 4502 JP Equity 49 4,914 44.83 45.28 141 0.71% (33.95) 4689 JP Equity 34 2,453 4.49 4.55 0.79 1.76% 46.76 5 HK Equity (156) (4,127) 10.15 10.53 5.88 0.64% 4.56 5108 JP Equity . 880 35.92 35.92 0.00 0.99% 9.93 5401 JP Equity 8 (5,599) 2.81 2.81 0.18 0.83% (4.00) 6301 JP Equity (22) 1,669 22.09 21.80 1.39 0.95% (2.96) 6752 JP Equity 10.78 c 6902 JP Equity 46.13 : 6954 JP Equity 514 6,864 158.80 170.70 9.16 0.82% (21.29) 7201 JP Equity (61) (2,999) 8.86 9.04 -2.33 0.87% 22.21 7203 JP Equity (16) (4,207) 56.09 56.31 0.53 0.73% (50.82) 7267 JP Equity 54 (4,675) 35.34 34.93 0.99 1.17% (12.15) 762 HK Equity (8) (2,034) 1.48 149 0.21 1.80% 49.83 7751 JP Equity 19 5,733 32.67 32.78 0.53 0.63% (2.40) 8031 JP Equity (72) (917) 14.10 15.20 9.18 0.85% (69.89) 8058 JP Equity 152 7,333 19.38 19.78 2.92 0.71% 5.13 8306 JP Equity (27) (3,668) 5.63 5.67 0.69 1.06% (10.51) 8316 JP Equity (35) (3,372) 39.96 40.38 -0.94 1.10% (7.18) 8411 JP Equity 4 (2,628) 1.94 1.94 0.28 0.49% 1.51 8604 JP Equity (73) (3,335) 6.47 6.61 “1.68 1.30% (31.01) 8801 JP Equity 58 4,655 31.26 31.64 0.92 1.34% 8802 JP Equity 7 (4,927) 24.35 24.31 0.12 1.24% 38.05 9020 JP Equity (53) (5,379) 75.21 75.95 “1.32 0.74% (54.57) 941 HK Equity 143 (3,782) 10.19 9.81 4.08 0.93% 17.93 9432 JP Equity 755 8,321 54.29 59.21 11.87 0.76% 50.75 9433 JP Equity 233 5,238 56.47 58.98 4.23 1.05% 66.41 9437 JP Equity (304) (4,919) 15.59 16.56 -8.96 0.69% 12.26 9983 JP Equity (64) (2,292) 322.77 331.85 2.75 1.02% 9.87 EFTA00288421

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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 1,518 285 119 128 577 113 580 592 6,919 646 343 239 4,902 (520) 574 117 16 14 1,918 (40) 616 329 192 2,880 5,630 4,985 5,538 35 1,355 892 59 553 19 (234) (242) 1,550 188 17 118 637 7,877 1,091 5,052 (3,165) (3,012) 8,888 4,711 (5,037) (4,324) 5,408 11,217 8,563 6,767 1,165 9,698 12,864 7,924 3,660 7,052 5,730 5,046 12,212 (2,898) 12,947 6,493 5,312 10,534 12,676 12,119 12,812 8,072 5,219 7,675 7,532 4,842 9,264 (1,410) 4,539 4,490 (2,804) 6,204 9,622 5,457 3,181 71.96 533.74 23.81 51.32 7.37 7.43 103.14 39.00 18.17 18.49 6.83 97.97 77.97 76.95 61.23 110.56 137.64 50.36 69.52 169.21 168.62 115.42 77.36 306.51 29.78 88.62 99.39 71.80 49.80 50.82 50.30 128.04 4.11 97.98 53.98 73.52 136.33 10.34 14.78 14.80 64.60 10.24 44.94 16.46 53.16 71.96 636.61 23.73 23.81 54.22 7.09 7.12 109.84 39.94 16.08 15.96 15.58 103.62 81.09 79.67 61.23 166.45 132.30 54.01 71.74 169.59 169.62 115.73 89.50 310.75 31.19 93.11 102.99 91.43 71.92 71.72 72.04 135.08 15.14 4.14 115.27 60.37 74.42 144.46 10.20 14.06 14.04 62.76 12.80 45.82 16.51 $5.12 0.00 20.10 0.00 6.79 3.86 4.12 9.13 444 10.10 11.85 105.25 17.56 6.66 6.54 0.00 27.93 4.97 8.71 3.13 0.33 0.88 0.33 28.47 0.85 6.89 7.56 474 42.30 19.84 18.85 20.50 8.09 0.49 24.41 15.17 2.68 7.80 0.93 4.54 4.71 3.47 35.54 5.26 0.24 3.81 1.37% 0.96% 0.80% 0.83% 0.97% 1.03% 0.71% 0.54% 1.14% 1.15% 1.22% 0.33% 0.60% 0.54% 0.64% 1.81% 0.81% 0.83% 1.02% 0.69% 0.67% 0.81% 0.55% 1.63% 0.69% 0.67% 0.76% 0.65% 2.24% 2.18% 2.11% 0.68% 1.37% 0.72% 0.78% 0.46% 0.76% 1.45% 1.13% 1.14% 0.82% 0.70% 0.37% 1.30% 0.97% 10.12 70.45 21.23 56.99 63.66 19.82 37.12 (82.62) (40.87) (451.37) 18.42 98.70 33.59 (0.98) 8.11 6.29 0.70 6.45 (4.06) 59.34 22.35 (58.57) 27.71 7.18 61.39 57.55 157.48 13.04 37.35 15.12 75.65 0.76 85.15 38.27 (126.03) (140.19) 84.30 58.40 28.04 22.87 (10.30) EFTA00288422

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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 (355) 18 (14) 319 163 420 72 108 680 1,386 201 1,105 856 913 23 547 (20) 13 238 1,879 1,531 (17) 659 98 641 2,832 603 191 5,147 2,274 1,123 2,237 1,046 375 139 995 (10) 15 1,542 2,640 31 1,745 (3,788) 9,507 7,278 1,066 (4,833) 8,609 3,418 (3,724) 14,492 5,212 1,938 2,870 (4,695) 13,275 10,051 14,754 3,373 9,049 2,814 3,768 3,932 14,645 17,559 2,487 6,257 4,174 9,275 22,469 12,827 7,922 12,610 13,430 10,769 13,453 7,643 7,930 9,550 7,190 933 947 6,415 9,563 12,458 (4,572) 13,256 18.76 34.49 67.99 245.93 32.51 32.86 298.32 32.47 66.99 99.22 49.59 74.49 71.94 59.11 7.78 120.77 6.70 103.62 31.12 47.33 34.37 90.43 69.92 60.04 36.20 149.38 98.59 60.16 84.55 50.83 36.71 51.69 36.73 51.87 69.45 76.19 114.02 64.20 53.87 24.66 24.58 25.32 64.55 123.45 60.80 20.52 34.55 67.87 319.46 31.41 34.47 304.59 31.53 70.13 125.60 49.72 74.59 68.86 64.03 8.44 128.25 6.75 109.88 30.89 47.48 36.45 102.04 76.02 59.62 40.02 152.87 105.40 67.75 88.52 52.06 51.69 60.44 40.57 60.49 78.96 79.79 115.68 AN/AN/A 73.09 53.29 24.66 24.63 29.40 29.60 78.23 122.62 68.80 8.24 0.22 0.22 21.12 4.37 5.99 3.80 3.57 11.97 32.42 0.25 0.18 4.78 20.07 14.58 16.11 0.62 9.09 0.49 0.55 6.85 19.11 17.07 -0.70 12.26 2.29 9.88 28.86 9.47 4.01 70.97 33.24 12.35 34.62 23.32 8.25 2.48 22.40 0.54 0.00 0.31 26.88 40.09 1.25 21.89 1.14% 0.83% 0.88% 142% 0.68% 0.81% 0.55% 0.81% 0.39% 0.82% 1.00% 0.74% 0.89% 0.41% 0.58% 0.38% 1.10% 0.67% 1.45% 0.61% 0.88% 0.67% 0.51% 1.00% 0.86% 1.02% 0.70% (6.91) (66.57) (204.19) 5.81 145.85 (1.41) 7.70 94.85 9.85 33.49 14.62 12.62 186.56 87.19 (31.44) 67.73 3.37 (4.57) (26.66) 16.49 (22.18) (187.30) (40.32) (19.33) 66.43 2.04 04% 398.29 0.50% 0.60% 0.58% 0.51% 0.84% 0.48% 0.59% 0.57% 0.59% 0.62% 1.99% 0.92% 0.76% 0.60% 0.53% 0.54% 0.60% (201.46) 11.91 47.74 27.20 21.03 47.35 42.60 46.64 115.74 68.59 (18.86) 7.30 (9.36) (52.85) 141.54 (18.77) 85.05 EFTA00288423

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DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL US Equity DG FP Equity DGE LN Equity DHR US Equity DIS US Equity DISCA US Equity DNB NO Equity DOW US Equity DPW GR Equity DTE GR Equity DTV US Equity DUK US Equity DVN US Equity EBAY US Equity ECL US Equity EDF FP Equity EMC US Equity EMR US Equity ENB CN Equity ENEL IM Equity ENI IM Equity EOAN GR Equity EOG US Equity EPD US Equity ERICB SS Equity ESRX US Equity ETN US Equity F US Equity FB US Equity FCX US Equity FOX US Equity FOX US Equity FOXA US Equity FP FP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 7,380 185 3,364 4,241 495 4,386 297 2,290 (118) 449 2,985 173 828 3,482 (9) 1,850 cl 339 4,586 533 (13) 474 2,407 621 138 2,640 2,223 (16) 53 81 (80) 1,144 65 459 322 292 1,808 2,603 199 1,959 (118) 3,625 13 13,908 (5,592) 13,534 8,377 10,094 10,090 2,332 8,786 11,329 (6,841) 5,943 7,396 660 7,575 10,622 (6,884) 11,401 (2,223) 9,882 9,189 10,986 8,739 12,532 8,902 11,929 4,560 5,841 13,548 7,934 5,382 5,260 (724) 2,630 6,027 4,639 6,139 5,663 14,528 5,340 13,140 4,205 23,606 (2,955) 11,991 4,841 62.20 41.95 55.43 63.20 86.88 51.66 30.86 75.80 69.87 75.84 17.45 37.11 29.41 15.16 61.97 70.75 63.51 50.67 105.45 23.45 25.35 66.79 45.66 4.48 24.33 18.88 72.84 63.98 12.51 70.60 72.48 14.82 44.06 33.55 131.27 32.72 33.68 62.63 22.35 22.32 77.50 50.60 5.22 16.37 34.41 95.21 40.56 69.20 95.20 91.14 #N/AN/A 74.11 32.17 78.36 83.99 77.15 18.76 52.09 37.09 16.81 82.29 70.84 73.81 50.41 109.07 35.15 26.58 66.70 47.38 5.70 25.60 19.45 105.76 74.47 12.48 71.29 73.59 16.46 63.22 33.91 144.27 34.44 35.42 70.42 22.69 26.74 81.18 54.80 57.64 5.43 21.32 34.50 58.87 4.01 50.54 52.71 10.36 76.97 4.91 5.09 30.06 1.81 9.93 45.14 27.35 10.91 30.24 0.29 20.69 0.54 8.43 47.09 7.24 0.24 8.55 28.03 7.46 3.25 38.59 29.19 0.24 1.26 2.26 15.24 23.52 1.22 15.76 5.47 5.31 19.67 1.91 42.83 3.92 21.47 5.83 45.80 0.38 0.90% 143.14 0.82% 64.33 0.49% 131.38 0.96% 77.06 0.47% 33.39 0.56% 5.28 0.87% 26.00 0.66% 0.01 0.67% 17.75 0.96% 73.02 0.76% 0.89% 3.01 0.96% 3.84 1.00% 112.54 1.08% (10.64) 0.47% (12.74) 0.78% 14.22 0.94% (12.22) 0.41% 60.98 1.06% (462.51) 0.67% (63.26) 0.62% 15.22 0.44% 55.27 0.96% 90.47 0.70% (4.95) 0.93% 48.06 1.17% (16.71) 0.56% 126.24 0.82% 0.78% 15.76 0.68% (26.80) 0.73% 2.32 1.85% (39.68) 0.88% (52.44) 0.63% 10.35 0.96% 14.85 0.97% 15.75 0.63% (0.97) 0.78% 25.47 0.46% 40.79 1.21% (52.86) 0.39% 131.94 0.68% 29.57 0.66% (44.93) 0.73% 12.88 EFTA00288424

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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 5 (27) 150 1171 1,915 572 (53) 6,218 2,355 160 2,203 163 3,006 1,507 4,217 (105) (41) 3,875 26 (8) 5,938 (1) 415 85 (13) 158 187 433 230 674 306 14 (1) 1,561 125 8,223 396 49 317 4,219 8,505 1,108 1,227 10,007 1,483 3,422 4,854 5,707 11,763 7,135 7,619 7,694 11,930 7,711 7,322 7,531 (5,775) 13,847 12,606 5,699 5,715 4,601 14,011 (3,652) 3,124 18,676 2,294 9,903 (6,775) (3,333) 5,724 7,049 9,647 1,914 4,953 2,016 (2,461) 4,313 1,243 2,297 3,476 14,320 6,459 9,603 2,181 13,702 20,811 7,556 2,561 21,331 13,034 558.07 160.65 26.22 25.40 50.67 74.42 42.69 61.10 25.70 10.32 5.56 189.05 37.07 24.31 1.93 15.87 15.79 67.84 146.45 48.45 76.77 55.57 107.52 33.81 40.65 43.92 41.83 199.93 1.16 59.03 122.48 183.83 46.77 76.55 59.29 73.94 187.39 100.64 164.92 28.71 43.22 44.37 12.38 96.89 37.23 558.96 159.76 26.91 27.93 64.27 80.01 42.40 92.94 33.56 10.55 7.19 183.72 45.12 27.21 3.36 15.59 15.65 86.60 145.40 48.33 101.18 55.55 112.03 33.38 40.81 45.14 42.94 208.91 1.30 59.79 163.41 160.99 46.92 76.48 99.59 76.59 HN/AN/A 198.88 101.15 188.89 37.55 60.89 50.87 18.30 HN/AN/A 142.35 41.47 0.15 0.61 3.37 12.53 29.45 9.89 -1.09 97.13 31.60 3.24 53.21 3.90 33.96 22.92 60.54 -1.88 0.87 59.15 1.40 0.22 87.13 ~0.05 9.07 1.98 1.25 3.24 3.59 5.79 11.71 1.96 61.15 5.52 0.30 0.06 108.72 3.66 58.93 12.08 1.16 18.98 48.85 70.17 14.60 62.66 94.58 22.88 1.08% 0.91% 0.78% 0.79% 0.91% 0.76% 0.63% 0.54% 0.97% 0.67% 0.55% 0.72% 0.64% 0.52% 1.22% 0.98% 1.02% 0.47% 0.51% 1.14% 0.36% 0.67% 0.46% 0.64% 0.30% 0.85% 0.74% 0.78% 1.03% 0.65% 0.55% 2.25% 1.08% 1.41% 0.63% 0.98% 0.97% 0.51% 0.44% 0.77% 0.63% 0.58% 1.00% 0.76% 0.50% 0.50% (11.20) (28.83) (30.14) 99.96 79.04 21.49 54.21 (26.30) 21.27 120.09 (21.54) 95.53 164.63 125.01 (185.06) (155.42) (4.89) (14.12) 0.01 151.90 (1.63) 81.23 39.12 (9.93) (18.24) (25.28) 51.83 14.73 19.68 15.07 27.33 5.20 (2.20) (4.70) (10.83) 100.62 (3.49) 25.46 68.07 190.65 18.57 3.09 93.38 128.19 EFTA00288425

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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 1,753 1,813 33 1,248 751 (180) 4,941 551 1,256 3,272 381 4,657 (477) 7,471 458 2,424 5,913 4,018 389 1,838 1,976 348 45 52 443 70 685 86 83 (2) 191 174 1,010 41 (15) 8,653 828 1,880 2,682 2,515 2,683 1,299 554 412 11,917 11,769 2,280 8,630 6,116 13,313 15,275 (2,318) 11,809 13,331 4,263 4,498 8,643 20,816 9,444 10,420 17,474 (4,107) 8,826 8,559 8,805 8,172 (1,244) (1,262) 3,796 4,610 12,677 (1,892) (1,774) 2,897 11,013 6,496 9,010 6,886 7,998 10,521 13,406 6,461 16,431 12,547 9,597 10,690 11,546 11,427 106.02 50.18 30.40 35.62 197.70 31.51 73.39 29.86 70.94 11.98 70.43 3.96 77.77 66.12 81.65 67.12 4.39 167.38 13.80 34.29 95.47 14.72 15.75 1,146.24 248.55 83.59 7.43 7.91 29.64 79.25 86.22 76.60 36.04 36.33 12.76 162.12 65.64 113.63 66.83 71.29 53.26 75.02 78.85 121.61 49.91 57.91 30.84 40.77 221.99 31.09 9.14 97.13 22.77 78.49 14.92 76.73 8.07 73.70 89.85 #N/AN/A 100.65 89.83 0.10 174.76 16.77 41.99 99.54 14.19 15.10 1,279.90 252.34 88.11 7.09 7.54 29.62 80.63 31.60 88.53 85.19 36.26 36.26 23.26 172.13 84.74 132.18 80.22 91.22 59.73 78.62 81.69 24.71 18.38 1.25 23.20 14.27 1.93 55.81 16.07 22.36 43.04 11.65 83.44 5.46 64.26 5.13 36.39 73.16 40.97 7.58 20.52 43.90 7.69 2.26 2.53 8.67 1.86 12.69 2.99 2.92 -0.08 3.88 6.23 16.84 0.89 0.31 111.15 12.53 38.14 43.12 35.75 48.23 15.31 8.85 4.78 0.60% 0.84% 1.17% 0.62% 0.86% 0.70% 0.58% 1.48% 0.48% 0.57% 0.77% 1.24% 45.84 126.16 (14.05) 158.45 10.21 14.21 172.38 2.08 83.12 27.52 223.80 0.56% 0.95% 0.64% 0.46% 2.39% 0.58% 1.05% 0.51% 0.55% 1.59% 1.65% 1.34% 0.82% 0.43% 1.53% 1.59% 0.88% 0.45% 0.43% 0.67% 0.67% 0.60% 0.74% 0.49% 0.76% 0.38% 0.56% 0.58% 0.79% 0.54% 0.75% (22.78) (65.58) (18.25) (7.93) (2.39) 8.38 46.92 57.50 (4.85) (0.11) 79.61 83.51 82.72 (0.34) 45.86 37.00 73.22 12.44 10.10 (78.16) 163.34 76.97 84.62 15.60 11.52 136.77 (37.83) (70.62) EFTA00288426

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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 709 489 499 70 (186) (219) (189) 6,604 466 1,405 (51) 1,703 1,357 27 2,313 855 2,038 130 (124) (232) (3) 1,680 26 452 763 445 110 (302) (11) 334 311 942 931 (295) 102 8,578 1,075 (10) 1,014 565 901 9,744 11,195 10,889 6,240 3,494 3,855 3,947 17,035 11,337 11,420 (4,530) 9,429 7,651 6,585 7,923 5,345 9,268 7,267 11,861 12,778 5,034 11,476 3,883 11,105 8,613 9,658 4,735 (4,132) (2,731) 12,877 7,580 6,344 (8,574) (2,423) 13,319 (5,268) (5,774) 10,218 7,801 887 12,867 (6,286) 5,234 36.73 37.76 39.07 302.78 58.18 54.65 53.92 212.78 66.05 49.47 105.52 8.66 8.68 72.70 44.20 114.81 85.16 696.26 44.11 168.93 22.52 26.77 64.77 36.96 86.36 36.78 25.97 359.52 35.30 46.28 16.07 15.95 63.57 54.50 4.66 7.02 115.16 63.59 61.19 47.13 86.72 5.60 120.22 39.41 39.40 40.87 306.17 55.24 $1.71 51.46 295.27 68.76 55.56 106.71 10.23 10.22 76.66 76.49 73.01 57.10 HN/AN/A 133.19 103.89 708.76 43.65 165.92 89.08 22.51 30.69 65.20 38.46 94.01 38.48 26.57 385.81 35.44 49.53 16.77 16.73 56.59 54.45 4.98 7.41 113.12 116.97 69.62 46.61 93.56 5.09 140.92 11.85 7.76 6.45 0.70 5.00 6.28 4.51 68.73 8.94 15.45 1.65 30.22 24.62 0.63 40.19 19.12 38.61 1.77 1.74 -3.70 0.07 16.88 0.72 495 8.65 5.66 3.28 15.80 -0.59 15.12 5.97 6.19 12.39 0.11 13.56 9.27 2.99 106.76 19.83 2.10 15.64 8.59 30.12 0.61% 0.56% 0.71% 1.59% 1.06% 0.91% 1.06% 0.56% 0.46% 0.80% 0.69% 0.60% 0.72% 0.66% 0.73% 0.84% 0.57% 1.01% 0.60% 0.49% 0.69% 0.87% 0.93% 0.82% 1.02% 0.81% 0.71% 0.46% 0.66% 0.46% 0.74% 0.79% 0.89% 0.91% 0.52% 0.60% 0.59% 0.79% 0.69% 0.53% 0.50% 1.04% 0.57% (24.77) (24.82) (56.15) 9.11 (40.02) (97.35) (132.32) (3.90) 95.13 (23.87) 64.69 62.86 4.79 (11.46) 3.13 58.11 (28.14) 68.32 61.54 (4.27) 8.45 2.16 32.80 7.51 (9.07) 29.14 43.31 22.44 (144.03) (3.96) (13.14) (93.40) 53.63 (2.66) (2.27) (69.40) (0.13) 8.66 EFTA00288427

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TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV FP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTI US Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity 313 4,176 11,946 37 39 2,985 290 217 2,394 2,434 4,452 3,069 6,337 370 393 459 3,832 413 312 305 83 518 761 744 11 31 434 447 3,604 4,727 37 17 1,442 (4) 317 151 Current Portfolio - Global Macro Portfolio 9,336 12,205 24,080 2,373 2,230 5,500 6,329 7,481 10,191 13,232 14,806 14,451 15,190 6,218 (2,664) (2,939) 9,272 4,785 (3,800) (3,458) 3,208 2771 1,880 5,134 4,447 5,565 11,844 13,490 12,761 10,369 9,262 4,006 15,893 2,439 7,906 8,022 67.62 34.93 29.17 19.76 19.78 5.62 42.99 42.16 64.28 167.68 79.87 34.80 82.05 202.38 14.92 15.07 60.42 89.16 3.83 38.42 259.69 109.70 93.20 86.91 42.23 49.62 30.87 39.08 39.49 74.31 76.31 34.79 92.22 34.57 74.14 294.19 69.89 46.88 43.64 20.07 20.12 8.67 44.96 43.38 79.38 198.53 103.89 42.19 116.28 214.43 12.72 12.71 85.38 26.25 96.85 3.51 35.03 266.37 130.21 130.94 99.50 42.33 49.90 32.00 40.38 50.64 108.19 76.61 34.94 100.59 AN/AN/A 34.52 77.11 299.74 Current Price (in USD) 4.34 33.86 62.95 2.26 2.25 41.15 7.62 4.44 33.16 31.48 47.64 47.65 69.89 8.23 10.99 10.94 67.96 5.89 9.45 9.63 4.12 13.79 30.26 33.09 0.39 0.87 5.14 4.80 56.97 46.86 0.83 0.48 23.55 0.13 6.90 4.81 0.77% 1.01% 0.79% 0.69% 0.77% 1.32% 0.60% 0.65% 0.71% 0.58% 0.63% 0.45% 0.60% 0.72% 1.34% 1.43% 0.61% 1.46% 0.87% 0.92% 0.62% 1.36% 1.34% 0.44% 0.62% 0.64% 0.71% 0.69% 0.50% 0.97% 0.48% 0.88% 0.39% 1.17% 0.58% 0.39% (53.56) 119.21 73.63 (19.53) 71.51 22.96 18.04 63.91 89.10 8.46 89.28 6.85 8.69 89.01 110.85 (32.91) (89.47) (3.63) (0.90) 11.04 45.37 54.76 10.63 (46.27) 27.50 (16.63) 33.11 121.73 (14.96) 76.46 12.38 (118.20) (26.32) 40.95 Change on Day {in USD) SPX Index NDX Index RTY Index 20,014 11,947 315 62,272 37,348 10,580 1,455.70 2,831.19 1,101.66 1,923.57 3,736.82 1,134.50 P/Lin Vol |30P Realized Days Vol 80.09 $1.23 3.63 0.40% 0.62% 0.82% 151.71 14.52 (53.24) EFTA00288428

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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 1,342 (152) 254 991 4,603 10,206 1,919 10,916 7,985 6,979 5,057 18,404 954 6,230 8,523 12,053 11,483 9,264 2,203 28 4,694 (749) 2,048 4,321 193 654 1,740 1717 1,096 36,586 (38) 263 5,184 5,870 926 2,931 6,699 848 1,400 939 4,574 13,105 7,497 10,716 4,985 40,109 11,908 (8,977) 19,018 43,993 36,674 24,884 41,628 51,399 25,266 24,476 32,079 14,393 45,555 47,350 41,632 39,946 41,995 23,118 3,372 27,379 (21,271) 36,288 43,256 13,269 29,992 (34,398) 45,441 33,715 73,207 4,383 10,308 14,269 10,259 13,610 10,859 12,860 16,147 12,093 6,257 12,042 15,233 24,346 47,629 28,526 37,626 13,023.03 3,258.41 23,544.78 907.27 10,390.42 10,610.77 5,723.77 11,670.18 8,395.47 23,118.94 8,041.34 4,246.25 6.89 488.65 3,652.00 1,672.08 8,552.31 191.41 1,655.35 86.39 39.64 3,996.66 371.48 141.70 2,913.59 343.81 1.88 4,948.24 444.47 42.92 69.89 184.03 41.31 15.57 39.38 30.80 38.20 42.09 53.67 88.41 37.75 38.87 405.72 520.28 366.14 13,458.81 3,217.32 22,878.79 954.53 11,477.56 13,563.61 6,165.15 14,730.51 9,699.79 29,505.09 9,702.72 6,682.41 7.35 555.48 4,309.33 2,156.15 #N/AN/A 10,438.94 209.65 3,450.26 1,668.95 101.20 41.04 4,222.18 408.59 143.76 2,977.16 326.42 1.95 5,109.17 666.60 42.55 71.67 250.88 41.53 22.29 42.74 37.82 54.05 45.04 65.68 95.31 49.08 59.79 469.58 715.73 414.65 10.15 -2.00 2.71 3.89 23.40 45.34 15.58 40.00 49.06 22.99 20.99 69.76 12.86 32.68 41.53 40.71 43.32 37.11 15.91 0.47 30.95 -2.70 7.28 12.31 1.78 3.64 8.81 7.68 6.21 104.07 1.38 6.75 69.14 5.50 88.80 12.89 41.89 88.88 19.20 38.64 18.10 65.54 99.42 42.53 45.69 24.61 0.33% 8.80 0.64% (192.69) 1.04% 258.36 1.34% (277.32) 0.45% (38.82) 0.61% 130.89 0.50% (1.85) 0.66% 437.06 0.32% 1.20% 253.66 0.98% 234.20 0.82% (13.68) 0.52% 0.42% 92.46 0.43% 78.42 0.71% 0.66% 0.59% 0.60% 1.75% 56.78 0.55% 0.78% 0.81% (316.96) 0.81% (68.97) 0.60% 94.84 0.57% 80.56 0.9% (497.12) 0.52% (128.82) 0.48% (123.39) 0.63% (59.43) 0.38% 51.88 0.53% (50.27) 0.10% 4.97 0.49% 43.80 0.66% 77.72 0.54% 16.72 0.47% (16.89) 0.37% 101.35 0.58% 7.00 0.43% (9.53) 0.46% (4.03) 0.54% 100.49 0.37% 86.31 0.82% 150.84 0.54% 129.72 EFTA00288429

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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 MY_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 7,866 4,092 12,067 5,131 1,814 26,518 4,338 623 10,955 1,975 23 1,605 23,824 3,739 7,757 53 1,805 1,028 2,657 781 3,794 660 902 1,245 1,474 (48) 488 476 4,133 5,474 3,656 4,589 3,088 32,489 8,882 3,853 11,200 3,255 (68) 1,854 (150) 257 3,107 2,365 38,710 51,146 28,923 28,985 31,675 61,074 27,720 10,159 44,082 45,829 16,765 11,427 39,247 12,087 41,190 (15,645) (15,640) (9,568) 30,849 15,160 (25,211) 53,418 100,443 109,559 87,928 81,398 (32,078) 103,107 66,005 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 50,762 35,151 4,831 (44,333) 69,857 89,647 359.38 456.85 222.31 484.22 679.66 609.16 925.89 367.89 387.28 807.20 432.46 302.01 172.05 159.85 3,724.51 5,016.75 21.28 109.50 99.40 3.86 87.78 220.12 765.33 1,216.53 221.30 1,506.03 817.28 170.18 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 347.94 429.04 86.40 464.03 1,008.64 1,507.67 432.41 493.41 315.05 569.93 718.58 873.65 1,070.79 390.46 483.52 841.99 433.05 344.45 276.49 209.29 4,425.96 4,999.62 18.82 109.41 102.71 4.54 85.06 235.75 770.36 1,226.54 224.43 1,533.29 818.51 170.98 223.08 376.56 510.54 364.57 1,778.49 1,293.14 476.78 1,877.11 1,392.81 479.83 764.45 347.47 451.67 83.80 461.34 1,053.50 1,547.45 42.76 13.77 86.07 36.60 15.04 98.67 30.89 9.21 44.96 11.55 0.33 27.70 80.77 32.19 36.57 0.92 16.14 0.16 4.97 12.54 6.61 142.08 6.66 3.47 445 7.62 -0.70 2.32 3.31 21.11 28.04 19.69 24.02 16.00 197.68 58.42 20.20 88.01 17.46 0.57 23.64 4.15 1.93 19.23 12.94 0.48% 318.11 0.58% (86.63) 0.48% 135.56 0.48% 80.22 0.38% 175.89 0.44% (26.46) 0.51% 118.83 0.67% 88.77 0.55% (207.80) 0.37% 266.60 0.41% 7.73 0.51% 33.23 0.75% 226.38 0.96% 38.25 0.51% 114.19 0.37% 111.08 0.71% 200.13 0.52% 48.76 0.67% (267.74) 1.40% (66.44) 0.47% (193.95) 0.05% 50.57 0.10% (49.85) 0.24% (197.77) 0.32% (289.11) 0.24% 127.75 0.21% 71.45 0.20% 133.47 0.22% (110.08) 0.24% 100.26 0.24% 78.55 0.22% 93.18 0.23% 32.24 0.23% 124.84 021% 375.28 0.28% 171.60 0.23% 97.86 0.25% 182.21 0.28% 170.47 0.24% (191.85) 0.22% 95.28 0.75% (118.15) 0.30% 290.95 0.23% 158.25 0.20% 102.39 EFTA00288430