Atorus, LLC Current Date: hange on Day: Total Return since 1/1/12: MSCI World Change on 712M Return: . ay T90 Day Return: . 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: 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: No. of Profitable Postonsrio | saaex | Avg. Realized cana ented | 297 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. [HU BEBE 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 + T T T T T T T T T T T T T T VY AY A A A AD WD WD A a A aD SSH SH SPP PSP SPP Oy RCIA ai Ca Ca aC a aC Ua SVE AE VE AVE OPE SPE PE GPE ART GT SV SV a" gh EFTA00288431

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Atorus, LLC Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MT) | Security Notional _ {9% of Total Notional 6/3/2014 Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) 24 Positions DISCA US Equity (6,841) DUK US Equity (6,884) TGT US Equity (8,574) CO1 Comdty (9,568) IBOV Index (11,198) XAG Curncy (15,640) SPGSCITR Index (15,778) INDEXCF Index (21,271) XAU Comdty (26,688) SHCOMP Index (34,398) JP_TSY CREDIT (40,109) SE_TSY CREDIT (44,333) BE_TSY CREDIT 79,771 AU_TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 CA_TSY CREDIT 87,647 MX_TSY CREDIT 87,928 GB_TSY CREDIT 89,647 US_TSY CREDIT 100,443 MyY_TSY CREDIT 103,107 lstedqutylong «| sted Equty short | 0.000 Eautycomshor «Yat 20 Rates tong +d ara G20 Rates Short 0.010% fEquitycom 46.035 lsaorates 7.70% 0.11% 0.11% 0.14% 0.15% 0.18% 0.25% 0.25% 0.34% 0.43% 0.55% 0.65% 0.71% 1.28% 1.31% 1.31% 1.32% 1.33% 1.36% 1.38% 141% 1.41% 1.44% 1.62% 1.66% 45 Positions AGN US Equity CMCSK US Equity NVS US Equity AZN US Equity AZN LN Equity XLE US Equity JNJ US Equity AEX Index HON US Equity UTX US Equity ROG VX Equity XLI US Equity ACA FP Equity FTSEMIB Index NOVN VX Equity DAI GR Equity SXXP Index SXSE Index SMI Index SX6P Index MAERSKB DC Equity BEL20 Index TMO US Equity MDT US Equity PRU LN Equity IT_TSY CREDIT HEX Index MMM US Equity DAX Index SXAP Index IBEX Index SXOP Index ES_TSY CREDIT KFX Index LUXXX Index NDX Index TYC US Equity SXIP Index XLV US Equity ISEQ Index 5,298 5,317 5,649 5,807 5,862 5,923 6,104 6,253 6,293 6,482 6,761 6,797 6,864 7,118 7,185 7,211 7,445 7,640 7,773 7,946 8,327 8,360 8,496 8,526 8,651 8,722 9,454 10,019 10,080 10,529 10,878 11,003 11,083 11,592 11,652 11,896 12,014 12,019 13,155 18,404 0.28% 0.28% 0.30% 0.31% 0.31% 0.31% 0.32% 0.33% 0.33% 0.34% 0.36% 0.36% 0.36% 0.38% 0.38% 0.38% 0.39% 0.40% 0.41% 0.42% 0.44% 0.44% 0.45% 0.45% 0.46% 0.46% 0.50% 0.53% 0.53% 0.56% 0.57% 0.58% 0.59% 0.61% 0.62% 0.63% 0.63% 0.64% 0.70% 0.97% EFTA00288432

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SPX Index 20,074 1.06% SXTP Index 23,943 1.27% SXDP Index 26,487 1.40% 1E_TSY CREDIT 32,471 1.72% STBCNZL Index 36,571 1.93% EE ey | 182 | PAMER Short | 28 -eneycer Leng |S G20 Rates Long P| PI | 369 | | CT Current Exposure by Geography (Listed $2,500,000» @ APAC Long $2,000,000 lm APAC Short @ EMEA Long seanaaaid m= EMEA Short m AMER Long $1,000,000 mw AMER Short $500,000 ® EquityCom Long ® EquityCom Short $- © G20 Rates Long 1 @ G20 Rates Short $(500,000) EFTA00288433

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Atorus, LLC 6/3/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 st YP PSP P| vs POPP > >“ “S moors YP A My x (2,000,000) 6,000,000 5,000,000 7} 4,000,000 2,000,000 1,000,000 + (2,000,000) } (2,000,000) (3,000,000) APAC —_— EMEA mre AMER, — EquityCom G20 Rates owen NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 T T T T T T T T T T T T ah Sy SP DP PO PVP MP YP SS POP PE PhP PP Ph PP” VP” PPP” VP” v8 Pr A” go » PP WY” RY RVers a EFTA00288434

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Atorus, LLC 6/3/2014 Current Gross Notional Risk by Category 255,444 639,451 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 1s5 135 Series 115 —— Series2 0.75 + T T T T Yh gh FFP $F gh oF Rolling 30 Day Realized Volatility - Atorus PO" AvP a RS T Nd T Sf Rien T > v s oO T T > D> ys i x T “ed SY cP” ve oY T y RR > » & Ye Oy Fe 8 x Sf 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series} EFTA00288435

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Atorus, LLC 6/3/2014 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™ EFTA00288436

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Atorus, LLC 6/3/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MTM Gain/(Loss) | Exp. ec Cost (in USD) 000270 KS naa (20) 56.98 55.78 221 0.98% (16.34) (005380 KS Equity (49) 3,149 223.71 220.27 1.62 0.97% (8.59) 005490 KS Equity 75 (3,277) 288.33 281.49 2.69 0.88% 63.66 005930 KS Equity 47 4464 1,427.20 1,482.22 117 0.80% 89.42 012330 KS Equity 752 5,584 246.07 279.23 15.49 0.87% (23.96) 1 HK Equity 1,367 12,607 16.32 18.09 12.34 0.88% 1299 HK Equity 289 5,954 4.83 5.06 674 0.72% 13 HK Equity 895 4,897 11.51 13.62 19.32 0.95% 16 HK Equity 13.87 27 HK Equity (14) 1,384 7.87 7.79 058 1.69% 2914 JP Equity 9 1,879 34.03 34.18 050 0.91% 0.57 3382 JP Equity 115 2,476 38.77 40.57 583 0.80% 15.73 4063 JP Equity 30 3,520 60.02 60.53 1.01 0.84% 21.84 4502 JP Equity 61 4914 45.16 45.72 181 0.68% 36.91 4689 JP Equity 102 2,453 4.47 4.66 243 1.72% (9.40) 5 HK Equity (156) (4,227) 10.12 10.50 5.88 0.64% 5108 JP Equity (3) 1,739 35.90 35.84 0.17 1.00% 191 5401 JP Equity (19) (5,599) 2.83 2.84 0.43 0.80% (42.72) 6301 JP Equity (8) 835 22.28 22.07 1.03 (0.91% 7.02 6752 JP Equity 11.04 : 6902 JP Equity 47.17 : 6954 JP Equity 500 6,864 16080 17251 885 0.82% 92.68 7201 5P Equity (64) (2,999) 8.91 9.11 248 0.87% (19.07) 7203 JP Equity (55) (4,207) 56.57 57.31 1.77 (0.74% (35.45) 7267 JP Equity 27 (4,675) 35.35 35.14 050 1.16% (0.78) 762 HK Equity (8) (2,034) 1.49 1.50 0.21 1.80% 77514? Equity 26 5,733 32.79 32.94 0.74 = 0.62% (4.80) 8031 JP Equity (62) (1,384) 14.41 15.06 514 0.87% (21.82) 8058 JP Equity 134 7,826 19.56 19.89 240 O.71% (28.70) 8306 JP Equity (40) (3,668) 5.72 5.78 1.08 1.02% (52.43) 8316 JP Equity (64) (3,372) 40.72 41.50 1.70 1.12% (37.23) 8411 JP Equity (4) (4,973) 1.98 1.99 1.07 0.50% (59.16) 8604 JP Equity (69) (3,335) 6.56 6.70 163 127% 65.13 8801 JP Equity 169 4,655 31.84 32.99 270 1.38% 8802 JP Equity (85) (4,927) 24.58 25.00 138 1.26% (45.88) 9020 JP Equity (75) (5,379) 76.05 77.11 1.88 0.74% (59.09) 941 HK Equity 143 (3,782) 10.28 9.89 4.08 0.93% 9432 JP Equity 813 8,614 55.52 60.76 12.62 0.75%) 8371 9433 JP Equity 275 5,790 56.65 59.34 464 1.02% (9.12) 9437 JP Equity (231) (3,689) 15.68 16.66 9.23 0.68% (19.21) 9983 JP Equity (95) (2,292) 327.38 340.97 411 1.01% (31.33) EFTA00288437

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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 EP 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 10 1,394 285 119 124 623 595 6,864 647 372 214 5,298 (463) 597 151 26 42 1,768 (21) 605 305 177 2,935 5,862 5,254 5,807 474 1,344 841 47 566 35 (309) (312) 56 1,549 235 15 128 1,425 8,145 (878) 5,311 (3,634) (3,012) 8,888 5,326 (5,037) (4,456) 5,408 11,217 8,563 6,767 2,337 9,698 12,864 8,376 3,660 7,052 5,730 5,046 12,212 (2,898) 12,947 7,242 5,575 10,696 12,676 12,119 12,812 8,591 947 5,219 7,790 7,532 4,842 9,764 (1,887) 4,539 4,490 (3,656) 6,233 9,622 5,457 3,548 73.56 542.57 23.72 $1.51 7.38 7.48 103.39 39.13 18.10 18.34 6.86 97.31 78.34 76.41 61.29 109.36 137.08 50.59 69.11 169.16 168.55 116.20 77.45 304.28 29.84 88.23 98.79 71.89 49.95 50.98 50.09 128.92 15.21 4.06 98.39 53.69 73.25 136.20 10.29 14.74 14.77 63.52 10.24 45.16 16.29 53.31 74.09 635.42 23.47 23.58 54.28 7.14 7.17 109.72 39.84 15.86 15.89 15.57 102.92 81.74 78.84 61.45 169.11 132.32 54.19 71.96 169.31 169.33 117.16 88.67 306.45 31.24 91.95 101.93 91.61 73.05 73.09 72.80 136.03 15.21 4.08 115.36 59.69 73.96 144.10 10.10 13.80 13.81 62.55 12.79 46.26 16.33 $5.24 0.60 17.72 0.75 6.64 3.37 4.16 8.88 3.61 10.95 11.98 106.55 17.68 7.38 6.17 0.41 30.14 4.46 8.93 4.20 0.14 0.68 1.02 25.32 0.45 6.95 6.31 4.18 44.38 20.56 19.49 21.18 8.66 0.00 0.42 24.58 14.04 2.26 7.61 1.25 5.79 6.13 1.83 36.89 6.56 0.23 3.93 1.19% 0.97% 0.81% 0.81% 0.97% 0.99% 0.69% 0.50% 1.13% 1.12% 1.19% 0.33% 0.59% 0.51% 0.63% 1.81% 0.81% 0.80% 0.98% 0.68% 0.67% 0.81% 0.57% 1.59% 0.67% 0.67% 0.76% 0.62% 2.25% 2.22% 2.14% 0.64% 0.93% 1.37% 0.70% 0.80% 0.43% 0.76% 1.48% 1.17% 1.13% 0.84% 0.67% 0.37% 1.17% 0.92% 20.73 109.89 3.18 6.30 (24.02) (20.77) 22.66 5.54 21.05 17.96 48.27 (80.67) 42.47 (48.79) (3.57) (163.04) (54.83) 6.18 (22.60) (2.03) (2.27) 34,51 17.40 20.94 31.05 (67.76) (43.44) (28.21) 55.59 56.83 (75.70) 31.68 0.42 (60.72) 18.50 (43.69) (18.18) (39.72) 1.75 (2.76) (1.36) 36.93 (8.75) 48.63 (58.44) (4.49) EFTA00288438

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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 (353) (218) 16 305 164 446 79 105 634 1,320 (12) (12) 183 1,073 868 861 39 522 32 218 2,091 1,522 664 125 542 3,021 546 264 5,317 2,385 1,197 2,326 1,004 348 144 948 (28) (5) 41 1,586 2,668 41 1,886 (3,788) 9,507 7,278 1,066 (4,833) 8,609 3,418 (4,374) 14,492 5,212 925 3,971 (4,695) 13,275 10,304 14,978 3,680 9,049 2,814 3,768 3,932 14,645 17,559 3,321 6,257 4,560 9,275 22,469 12,827 7,922 12,610 13,535 10,769 13,557 7,903 8,399 9,550 7,190 1,371 1,866 6,415 9,665 12,539 (4,572) 13,256 18.82 34.66 67.13 246.08 32.28 32.85 301.56 32.07 67.31 99.71 49.57 74.29 72.37 59.53 7.78 120.05 6.72 103.87 31.07 47.59 34.13 91.07 69.83 59.76 36.24 151.00 98.34 59.33 84.57 50.64 36.59 51.64 37.12 51.83 69.91 76.46 113.97 64.52 52.32 24.61 24.50 24.99 64.26 123.46 61.12 20.57 33.88 67.28 316.52 31.18 34.55 308.53 31.30 70.26 124.97 48.93 74.07 69.55 64.34 8.43 126.95 6.79 109.86 31.14 47.99 36.02 104.07 75.89 59.82 40.08 155.12 104.09 67.31 88.17 $2.33 52.02 60.74 41.24 60.73 78.80 79.63 115.68 AN/AN/A 73.02 51.27 24.55 24.65 29.10 29.74 77.93 122.34 69.82 8.48 2.56 0.25 20.01 5.13 6.54 417 3.03 11.15 31.05 1.28 0.43 4.33 19.84 14.96 16.03 0.98 8.58 0.15 141 6.33 20.22 17.55 0.10 13.37 2.65 8.12 30.33 8.62 5.41 71.24 35.63 13.41 36.87 21.30 7.62 2.59 20.91 1.01 0.27 0.84 29.48 39.94 1.80 22.90 1.10% (9.33) 0.90% 51.52 0.88% (92.60) 1.43% 0.79 0.66% 35.79 0.79% (3.33) 0.55% 37.97 0.79% 34.96 0.39% 73.53 0.82% 32.37 1.03% 1.25 0.72% (5.51) 0.90% (29.78) 0.41% 102.70 0.56% (26.18) 0.36% (107.78) 1.08% 7.46 0.67% 22.78 1.39% (4.29) 0.60% 20.95 0.87% (28.01) 0.71% 417.08 0.49% (23.73) 1.01% (16.54) 0.79% 6.45 1.03% 39.13 0.72% (24.92) 0.44% 0.49% 2.52 0.62% (30.97) 0.59% (58.84) 0.49% (34.92) 0.83% 0.47% (27.28) 0.60% 25.45 0.54% 10.75 0.58% (4.23) 0.63% 40.54 2.03% (25.16) 0.90% 1.13 0.76% (21.01) 0.56% (161.34) 0.53% (85.63) 0.50% (0.37) 0.62% 80.32 EFTA00288439

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DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL US Equity DG FP Equity DGE LN Equity DHR US Equity DIS US Equity DISCA US Equity DNB NO Equity DOW US Equity DPW GR Equity DTE GR Equity DTV US Equity DUK US Equity DVN US Equity EBAY US Equity ECL US Equity EDF FP Equity EMC US Equity EMR US Equity ENB CN Equity ENEL IM Equity ENI IM Equity EOAN GR Equity EOG US Equity EPD US Equity ERICB SS Equity ESRX US Equity ETN US Equity F US Equity FB US Equity FCX US Equity FOX US Equity FOX US Equity FOXA US Equity FP EP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 7,211 212 3,384 4,119 523 4,367 85 311 2,333 (136) 532 3,065 173 856 3,521 (9) 1,866 (0) 333 4,588 509 2,317 583 131 2,619 2,450 (73) (59) 75 1,119 101 468 335 302 1,693 77 2,611 207 2,014 (150) 3,651 42 13,908 (5,592) 13,534 8,377 10,094 10,090 2,332 8,786 11,429 (6,841) 6,302 7,396 660 7,575 10,622 (6,884) 11,659 (2,849) 10,218 9,189 10,986 8,739 12,532 8,902 11,929 4,560 5,841 13,689 7,934 5,382 5,260 2,630 6,027 4,920 6,139 5,663 14,528 5,340 13,140 4,205 23,967 (2,955) 12,039 4,859 62.40 41.73 55.15 63.65 86.40 51.79 30.88 75.99 69.69 76.08 17.63 37.20 29.25 15.14 62.01 70.52 64.38 50.54 105.74 23.04 25.17 66.74 45.79 4.48 24.50 19.05 73.34 64.25 12.42 70.49 72.42 44.13 33.41 130.92 32.68 33.62 62.62 22.53 22.33 78.55 50.72 5.20 16.40 34.87 94.76 40.15 68.94 94.95 90.88 #N/AN/A 74.21 32.00 78.68 83.92 77.60 19.12 52.61 36.91 16.85 82.57 70.62 74.68 50.54 109.18 34.55 26.41 66.97 47.65 5.65 25.70 19.60 106.23 75.76 12.30 69.73 73.46 16.58 62.91 33.97 143.38 34.46 35.42 69.92 22.85 26.76 82.42 54.98 57.28 5.46 21.37 35.17 56.49 453 53.06 56.15 11.01 85.39 4.18 5.48 32.00 -2.06 11.25 46.76 28.53 11.56 30.50 0.29 21.19 0.01 8.48 48.02 7.54 0.58 9.28 28.05 7.29 3.09 39.23 29.83 -1.10 1.33 2.27 23.10 1.88 16.25 5.88 5.69 17.80 1.91 51.43 4.21 21.78 7.13 48.29 1.20 0.92% 67.70 0.84% 31.09 0.47% (84.41) 0.88% 89.49 0.47% (58.50) 0.51% 37.66 0.87% 1.34 0.64% 23.11 0.64% (55.73) 0.96% (21.80) 0.75% 38.80 0.89% 24.61 0.92% (4.32) 0.98% (8.55) 1.09% 9.19 0.46% 21.79 0.76% 143.30 0.93% 4.18 0.38% 17.41 Loa% (237.07) 0.66% (83.33) 0.59% (7.13) 0.44% 37.22 0.93% 3.97 0.67% 88.55 0.93% 40.69 1.14% 58.35 0.60% 44.61 0.84% (56.57) 0.82% (7.78) 0.63% (4.33) 1.84% 6.57 0.89% (25.87) 0.59% (42.42) 0.93% (9.10) 0.94% (10.02) 0.65% (2.48) 0.75% 43.55 0.39% 7.24 1.17% 59.38 0.39% 29.05 0.71% 14.41 0.63% 14.11 0.73% 65.13 EFTA00288440

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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 (42) (46) 99 1,141 2,028 653 9 6,293 2,296 137 2,224 100 2,891 1,513 4,243 (176) (104) 3,966 43 5 6,104 (9) 422 38 (8) 195 257 483 219 21 682 381 10 1,581 138 8,327 327 137 327 4,319 8,526 1,235 1,237 10,019 1,452 4,165 4,854 5,707 11,763 7,135 8,762 7,694 11,930 7,791 8,008 7,531 (6,355) 13,847 12,794 5,699 5,715 4,601 14,011 (3,652) 3,669 18,676 3,459 9,903 (6,775) (2,222) 5,724 7,489 9,647 1,914 4,953 2,016 (2,461) 4,313 1,864 2,297 3,998 14,377 6,646 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,034 551.65 162.54 26.09 25.75 50.73 75.07 42.61 60.95 25.99 10.28 5.57 187.59 36.88 24.62 1.92 15.87 15.79 67.68 146.92 48.48 77.10 55.62 106.72 33.94 40.77 43.58 41.58 200.39 1.16 59.09 122.50 184.34 46.83 74.67 59.36 73.90 1,640.92 188.52 100.19 166.29 28.81 43.14 45.30 12.58 97.17 37.11 546.20 161.02 26.54 28.25 65.15 80.67 42.66 93.11 33.65 10.45 7.22 184.63 44.58 27.54 3.36 15.40 15.44 86.84 145.18 48.55 102.29 55.47 111.27 33.75 40.92 45.06 43.00 210.42 1.29 59.34 163.91 155.81 47.19 75.05 100.22 76.44 2,591.26 197.80 101.61 191.22 37.86 60.82 52.70 18.66 HN/AN/A 142.80 41.25 0.92 -1.08 2.23 12.61 30.64 9.86 0.18 98.41 32.20 2.52 54.90 2.45 32.42 23.23 62.18 -3.10 2.22 62.57 2.27 0.13 86.42 0.41 9.29 0.91 1.26 4.00 4.67 6.36 11.08 0.63 64.03 6.81 0.72 0.37 110.56 3.62 64.15 9.39 3.09 19.80 48.88 73.56 16.42 67.45 103.42 22.43 1.09% (38.09) 0.87% 56.75 0.78% (28.84) 0.93% 9.52 0.76% (15.19) 0.65% (15.05) 0.54% (43.31) 0.92% 88.63 0.68% (46.25) 0.54% 20.72 0.64% 32.68 0.64% (82.70) osi%| 168.75 1.20% (28.06) 0.99% 2.52 1.02% 1.75 0.45% (40.23) 0.52% (11.98) 1.14% 1.47 0.38% 105.43 0.67% 8.19 0.46% (77.16) 0.62% (27.14) 0.30% (6.47) 0.85% (46.74) 0.73% (62.07) 0.79% 23.48 1.03% (9.37) 0.66% 5.53 0.53% 0.31 2.27% (7.87) 1.09% 4.89 1.39% (50.68) 0.62% 4.41 0.95% (22.71) 0.90% (147.37) 0.52% 32.64 0.46% (43.65) 0.76% 20.84 0.64% 45.11 0.56% (55.66) 0.72% 63.44 0.45% 88.04 0.50% (45.96) EFTA00288441

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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 1,837 1,787 29 1,271 701 (105) 4,987 565 1,204 3,332 379 4,627 (426) 7,185 420 2,440 5,649 4,025 306 1,602 1,949 376 85 425 147 661 143 145 166 163 1,036 (28) (101) 8,651 834 1,916 2,897 2,542 2,666 1,163 593 479 11,917 11,769 2,280 8,724 6,116 13,313 15,275 (2,485) 11,809 13,405 4,704 4,498 8,643 20,816 9,444 10,479 17,610 (4,107) 8,826 8,559 8,853 8,580 (1,657) (1,673) 4,234 4,610 12,677 (2,348) (2,200) 3,859 11,013 7,343 9,010 6,886 7,998 10,521 13,406 6,461 16,521 12,547 9,597 10,690 11,546 11,427 105.13 50.17 30.33 35.24 196.78 31.48 73.26 29.21 71.22 11.84 70.17 3.94 79.06 66.14 40.90 80.35 67.26 4.35 168.36 13.81 34.21 95.97 14.72 15.73 1,148.16 250.90 83.62 7.43 7.91 29.56 78.74 86.03 76.63 35.73 36.03 12.68 161.34 65.38 113.72 66.85 71.30 53.31 75.37 79.32 121.34 49.00 57.79 30.71 40.37 219.35 31.23 9.02 97.18 22.57 78.48 14.78 75.82 7.98 75.34 88.97 42.72 99.06 88.83 0.09 174.19 16.40 41.74 100.18 13.96 14.80 1,263.51 258.89 87.98 6.98 7.39 29.62 79.93 31.85 87.94 85.45 35.58 35.58 23.12 171.38 84.77 133.66 80.40 91.11 59.11 79.24 82.65 25.75 18.31 1.21 23.82 12.99 1.13 56.96 15.25 21.61 45.32 11.11 85.58 4.97 60.88 5.15 40.71 65.44 38.23 5.85 16.82 42.60 8.14 3.23 3.57 7.68 3.91 12.76 3.87 3.94 0.23 3.33 5.98 17.22 -0.60 -2.04 115.90 12.59 39.02 44.17 38.67 49.32 13.15 9.86 5.58 0.60% (115.10) 0.83% (4.57) 1.04% (5.27) 0.61% (120.42) 0.88% (31.41) 0.70% (16.68) 0.57% (34.01) 1.49% 4.12 0.47% 50.01 0.55% (209.85) 0.73% (57.39) 1.20% (64.91) 0.99% 0.57% 10.61 0.86% 135.67 0.57% (219.85) 0.49% 3.30 2.56% 83.17 0.59% 53.36 1.11% 6.08 0.52% (35.88) 0.54% 28.49 1.59% (16.62) 1.66% (16.43) 1.31% (40.83) 0.81% 45.02 0.41% 4.06 1.58% (26.21) 1.67% (22.81) 0.87% (13.26) 0.45% (71.23) 0.37% (37.49) 0.67% 3.96 0.69% (59.09) 0.62% (62.37) 0.71% (116.07) 0.49% (68.09) 0.76% (33.44) 0.40% (0.35) 0.52% 5.69 0.56% 1.29 0.83% 10.48 0.52% 56.75 0.75% 71.81 EFTA00288442

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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 714 489 525 123 (178) (145) (127) 6,761 419 1,245 (32) 1,703 1,349 95 2,303 863 2,048 127 (116) (186) (13) 1,629 16 470 796 458 110 (294) (10) 896 339 295 927 10 893 (261) 69 8,496 1,127 1,050 636 952 9,744 11,195 10,889 6,240 2,620 2,891 3,947 17,035 11,337 11,420 (4,530) 9,483 7,733 1,076 1,113 7,471 7,956 5,345 9,464 7,952 11,861 12,778 5,034 11,476 3,883 11,105 8,613 9,658 4,735 (4,132) (3,663) 12,877 7,580 6,344 (8,574) (2,968) 13,319 (5,268) (5,774) 10,218 7,801 1,151 12,867 (6,286) 5,234 36.92 38.01 39.36 304.01 59.13 54.71 53.77 213.79 65.92 49.52 105.53 8.68 8.70 76.23 76.23 73.24 44.33 114.64 85.11 703.74 44.13 168.42 22.49 26.82 65.28 37.10 86.77 36.93 25.94 359.69 35.20 46.60 15.96 15.86 63.60 54.27 4.65 6.96 115.95 64.11 60.95 46.27 86.17 5.54 119.83 39.62 39.67 41.26 310.00 55.36 §2.11 52.09 298.63 68.36 54.92 106.27 10.24 10.21 76.23 76.23 74.17 57.16 HN/AN/A 133.15 103.52 714.95 43.70 166.00 88.37 22.43 30.63 65.55 38.67 94.79 38.68 26.55 385.28 35.29 49.84 16.67 16.59 56.73 54.09 4.96 7.30 114.56 117.42 69.76 46.27 93.20 4.98 141.63 12.66 7.95 6.87 1.23 -6.10 5.40 -2.90 71.96 7.89 14.37 1.03 31.93 24.79 0.00 0.00 1.88 43.86 19.92 39.12 1.61 1.69 -3.04 0.40 16.89 0.45 5.29 9.65 6.06 3.41 16.19 0.41 15.16 6.40 5.94 12.18 0.36 13.45 -7.92 1.97 105.15 20.69 0.00 16.04 10.18 30.60 0.58% 51.80 0.55% 7741 0.70% 83.68 1.61% 25.78 1.12% 44.53 0.93% 0.82 1.11% (15.43) 055% A423 0.47% (23.17) 0.76% 11.77 0.68% (0.54) 0.56% 13.67 0.70% 4.80 0.80% 2.92 0.78% 5.98 0.68% 42.49 0.66% 20.68 0.81% (9.12) 0.55% (50.06) 0.99% 74.73 0.58% 5.32 0.48% (39.43) 0.67% (6.62) 0.84% 24.73 0.90% 30.75 0.80% 43.96 0.96% 44.28 0.78% 40.96 0.68% (4.87) 0.44% (1.79) 0.64% 13.97 0.46% 93.98 0.70% (54.21) 0.78% (37.44) 0.89% (4.05) 0.91% 11.96 0.50% (23.44) 0.62% 45.33 0.61% (40.26) 0.70% (34.88) 0.54% (6.43) 0.51% (88.34) 0.99% 64.28 0.59% (20.38) EFTA00288443

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TWX US Equity 445 9,814 67.54 70.60 5.95 0.76% (34.68) TXN US Equity 4,202 12,205 34.98 47.02 35.79 0.96% 23.90 TYC US Equity 12,014 24,080 28.90 43.32 68.20 0.73% (328.84) UBS US Equity a3 2,373 19.61 19.96 285 0.63% (18.23) UBSN VX Equity 38 2,230 19.66 19.99 2.23 0.75% (13.86) UCG IM Equity 3,063 5,500 5.64 8.77 43.51 1.28% 18.68 ULVR LN Equity 274 6,329 43.10 44.97 742 0.58% 17.73 UNA NA Equity 211 7,481 42.32 43.51 435 (0.65% 28.69 UNH US Equity 2422 10,249 64.61 79.88 39.48 0.60% 51.43 UNP US Equity 2470 13,372 166.77 197.58 32.16 0.57% (112.29) UPS US Equity 4488 14,806 79.44 103.52 5058 0.60% (104.03) USB US Equity 3,037 14,509 34.92 42.24 48.03 0.44% 51.12 UTX US Equity 6482 15,190 82.63 117.90 73.66 0.58% 153.89 VUS Equity 346 7,029 201.52 211.45 693 0.71% (77.21) VALE US Equity 366 (2,664) 14.72 12.69 10.15 1.36% 40.56 VALE3 BZ Equity 432 (2,939) 14.87 12.69 10.24 1.44% 44.08 VIAB US Equity 3,988 9,272 60.86 87.03 69.72 0.62% 96.66 VIV FP Equity 26.37 : VMW US Equity 397 4,785 88.53 95.87 5.67 1.46% (36.86) VOD LN Equity 320 (3,874) 3.80 3.48 9.69 0.85% 27.40 VOD US Equity 312 (3,458) 38.13 34.68 10.26 0.88% 28.57 VOWS GR Equity 80 3,208 259.95 266.44 424 059% 3.28 VRX CN Equity 578 271 109.59 132.45 14.73 1.42% (3.47) VRX US Equity 786 1,880 93.22 132.21 31.05 1.35% 0.61 VTIUS Equity 749 5,134 86.89 99.58 34.68 0.42% (0.98) VWO US Equity 18 3,335 42.43 42.66 091 0.59% 16.02 VZUS Equity 56 5,565 48.92 49.41 162 0.62% (79.15) WAC AU Equity 429 —«11,844 30.85 31.96 531 0.68% (8.67) WES AU Equity 380 13,490 38.79 39.89 422 067% (102.20) WEC US Equity 3,730 12,761 39.50 51.04 56.79 0.51% 3.78 WLP US Equity 4,747 10,592 74.87 107.99 5283 0.85% (48.64) WMT US Equity 66 9,262 76.20 76.74 151 0.47% (13.76) WOW AU Equity 28 4,724 34.64 34.84 0.69 0.85% (25.93) XOM US Equity 1,369 16,063 92.46 100.34 22.74 0.37% 29.67 XTA LN Equity HN/AN/A YHOO US Equity 11 2,439 34.58 34.73 0.37 1.17% 0.37 YUM US Equity 398 8,158 74.99 78.54 8.00 0.61% 74.20 ZURN VX Equity 94 8,429 293.42 296.69 285 0.39% (27.09) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) Days Vol (in USD) SPX Index 20,074 62,272 1,455.15 1,924.24 80.75 0.40% (31.23) NDX Index 11,896 37,348 2,828.99 3,730.07 50.84 0.63% (38.11) RTY Index 262 10,580 1,098.98 1,126.15 3.02 0.82% (26.39) EFTA00288444

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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 1,365 (33) 320 899 4,655 10,080 1,807 10,878 7,773 7,118 5,155 18,404 1,037 6,253 8,360 11,652 11,592 9,454 2,161 76 4,900 (1,244) 1,879 5,293 392 654 1,740 1,728 1,061 36,571 (18) 282 5,247 (1) 5,923 923 2,906 6,797 816 1,425 923 4,655 13,155 7,445 10,529 4,911 41,166 8,931 (11,198) 20,801 44,458 36,878 25,792 41,799 51,684 25,266 24,476 32,079 14,393 45,813 47,540 41,632 40,166 42,314 23,477 4,006 5,085 27,594 (21,271) 36,288 43,256 13,269 29,992 (34,398) 45,441 33,715 73,207 3,287 10,928 14,269 10,785 13,610 10,859 12,860 16,147 12,093 7,073 12,309 15,233 24,346 47,827 28,641 37,626 13,067.53 3,263.99 23,555.34 913.21 10,369.23 10,620.60 5,737.94 11,657.92 8,403.69 23,035.16 8,025.00 4,240.92 6.90 490.16 3,643.56 1,657.83 102.16 8,526.95 191.30 3,429.69 1,658.29 86.64 39.70 3,981.77 373.50 142.47 2,940.06 343.31 1.89 4,916.12 443.20 43.16 69.91 184.08 41.29 15.59 39.53 30.75 38.16 41.94 54.75 88.86 37.66 38.94 405.19 522.17 364.23 13,500.72 3,251.95 22,881.43 952.69 11,454.90 13,523.58 6,139.88 14,691.87 9,667.60 29,524.51 9,715.08 6,674.03 7.40 557.06 4,284.28 2,121.82 131.65 10,432.12 208.91 3,429.69 1,683.16 102.03 42.02 4,187.92 419.20 146.68 3,004.21 325.95 1.96 5,070.90 664.61 42.92 7171 251.78 41.29 22.38 42.89 37.70 54.22 44.77 65.78 95.52 49.17 59.98 468.27 714.14 411.77 10.35 0.60 2.83 3.30 24.49 48.17 15.24 43.32 48.06 25.66 22.87 69.76 13.53 35.11 45.82 38.44 45.77 39.01 16.88 0.00 0.88 31.15 44l 6.59 14.20 3.75 3.64 8.81 8.10 6.37 104.15 0.92 6.89 69.43 -0.08 89.07 13.69 41.49 92.54 18.11 34.39 18.52 66.26 99.10 43.25 47.60 25.07 0.62% 13.89 1.01% (71.71) 1.31% 57.59 0.43% (149.24) 0.57% (12.52) 0.46% 2.37 0.60% (100.12) 0.31% 15.12 1.10% (117.36) 0.92% (60.17) 0.82% 0.53% 29.23 0.39% 125.09. 0.38% (162.65) 0.73% (asa) 0.63% 60.34 0.57% (224.97) 0.55% (48.13) 0.71% (18.05) 1.71% (29.34) 0.57% 56.76 1.33% (27.91) 0.79% (142.18) 0.79% 73.84 0.60% 0.57% 0.47% 137.79 0.49% (225.71) o.ag% (312.94) 0.61% 18.38 0.37% (14.05) 0.53% 6.20 0.11% (5.22) 0.49% 26.22 0.62% 44.12 0.54% (25.05) 0.45% (25.36) 0.37% (45.97) 0.59% (15.48) 0.40% 45.87 0.46% (44.39) 0.55% 68.90 0.36% (102.50) 0.77% 99.74 0.52% (221.54) EFTA00288445

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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 7,946 4,165 12,019 5,138 1,671 26,487 4,307 542 11,003 1,745 (43) 1,619 23,943 3,727 7,640 82 1,848 59 953 2,932 879 3,793 352 221 693 983 146 21 324 3,878 5,220 3,372 4,349 2,809 32,471 8,722 3,584 11,083 2,837 (316) 1,758 293 2,897 1,935 38,710 51,146 28,923 29,211 31,675 61,074 28,017 10,159 44,264 45,829 16,765 12,917 39,247 12,087 41,424 (15,778) (15,640) (9,568) 30,849 15,160 (26,688) 53,418 100,443 87,647 87,928 81,398 (40,109) 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 3,908 (44,333) 69,857 89,647 358.24 457.07 221.57 483.41 681.94 608.62 926.01 368.12 387.05 806.82 429.99 303.25 171.35 159.23 3,730.45 5,009.98 21.33 109.49 99.58 3.88 87.87 220.09 763.64 1,212.65 219.92 1,502.56 815.70 170.21 220.84 357.71 476.72 349.02 1,681.11 1,245.31 336.80 1,615.78 1,328.55 392.77 727.36 346.75 427.73 82.58 463.04 1,007.64 1,502.38 431.77 494.29 313.64 568.44 717.90 872.57 1,068.36 387.76 483.26 837.54 428.89 341.25 275.88 208.33 4,418.51 4,984.02 18.81 108.82 102.66 4.63 84.98 235.72 766.31 1,215.71 221.65 1,520.70 812.74 170.24 221.92 374.71 507.91 362.76 1,770.01 1,286.70 476.52 1,872.09 1,386.02 479.50 757.97 344.60 449.12 82.58 459.98 1,049.42 1,534.80 43.29 14.16 91.70 37.80 13.98 99.47 30.95 7.98 45.43 9.84 0.61 25.47 86.72 32.59 36.29 1.40 16.98 1.16 4.56 13.35 6.88 147.81 3.22 1.02 2.33 4.73 1.65 0.10 2.30 19.54 26.39 17.86 22.54 14.32 203.30 57.01 18.51 87.15 14.53 2.55 21.86 0.00 2.26 17.96 9.84 0.47% (148.60) 0.58% 26.39 0.45% (135.66) 0.47% (97.04) 0.38% 411,63. 0.44% (77.84) 0.50% (41.89) 0.67% 6.57 0.55% (77.50) 0.39% (22.61) 0.42% (95.43) 0.49% (149.61) 0.70% (258.76) 0.95% (60.95) 0.51% 34.73 0.37% 20.94 0.70% (48.01) 0.53% 0.88 0.68% 58.97 1.45% 66.69 0.48% (114.01) 0.05% (7.98) 0.11% (223.11) 0.25% 0.34% 0.26% (189.71) 0.22% 89.94 0.21% 18.18 0.21% (193.71) 0.24% (166.14) 0.25% (185.34) 0.22% (159.22) 0.23% (174.79) 0.23% (157.18) 0.20% (41.82) 0.28% (11.57) 0.23% (153.79) 0.25% 75.48 0.29% (180.22) 0.24% (170.70) 0.23% (113.06) 0.77% (27.25) 0.29% 95.84 0.23% (72.03) 0.22% EFTA00288446