Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: - ay T90 Day Return: 2 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 ostoneriow | sason_| Avg. Realized cana neaes | 322 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. [UU BEEBE 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 RY RY AY RR RD nD DD RD nD DD SY SY SY SY.” 8 SY oY oY” 6” io” oo” is 0 .0¥ AAA UREN GRETNA TULANE ONL SPE HAD PE APE APE Gh AP GP AM APE ah gh” T T T T T T EFTA00288447

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Atorus, LLC 6/5/2014 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 | 25.98%] IBM US Equity (6,942) 0.11% PSI20 Index 5,568 0.29% TGT US Equity (8,574) 0.14% NVS US Equity 5,572 0.29% CO1 Comdty (9,568) 0.15% AZN US Equity 5,589 0.29% ZA_TSY CREDIT (9,667) 0.15% AZN LN Equity 5,796 0.30% IBOV Index (11,198) 0.18% SENSEX Index 6,026 0.32% SPGSCITR Index (15,778) 0.25% XLF US Equity 6,185 0.32% INDEXCF Index (15,953) 0.25% JNJ US Equity 6,393 0.33% XAG Curncy (16,948) 0.27% HON US Equity 6,583 0.34% XAU Comdty (26,763) 0.43% UTX US Equity 6,641 0.35% SHCOMP Index (34,398) 0.55% AEX Index 6,699 0.35% SE_TSY CREDIT (44,333) 0.71% XLI US Equity 6,999 0.37% JP_TSY CREDIT (45,369) 0.72% ROG VX Equity 7,081 0.37% IE_TSY CREDIT 78,270 1.25% NOVN VX Equity 7,118 0.37% BE_TSY CREDIT 79,771 1.27% ACA FP Equity 7,260 0.38% AU_TSY CREDIT 81,398 1.30% DAI GR Equity 7,449 0.39% AT_TSY CREDIT 81,569 1.30% FTSEMIB Index 7,449 0.39% FR_TSY CREDIT 82,246 1.31% SXXP Index 7,603 0.40% NL_TSY CREDIT 82,865 1.32% SX6P Index 7,864 0.41% DE_TSY CREDIT 84,524 1.35% SMI Index 7,879 0.41% FI_TSY CREDIT 85,645 1.37% MAERSKB DC Equity 7,980 0.42% MX_TSY CREDIT 87,928 1.40% SXSE Index 8,088 0.42% GB_TSY CREDIT 89,647 1.43% BEL20 Index 8,388 0.44% US_TSY CREDIT 100,443 1.60% PRU LN Equity 8,510 0.45% MY_TSY CREDIT 103,107 1.64% TMO US Equity 8,868 0.46% IT_TSY CREDIT 8,891 0.47% MDT US Equity 9,063 0.47% HEX Index 9,581 0.50% MMM US Equity 10,200 0.53% INAV Impact of MTM by Category & Exposure DAX Index 10,216 0.53% SKAP Index 11,015 0.58% ES_TSY CREDIT 11,269 0.59% lEquityComtong | (77%) IBEX Index 11,284 0.59% JEquityCom Short S006 LUXXX Index 11,302 0.59% c20Ratestong T1949 SXOP Index 12,045 0.63% KFX Index 12,057 0.63% TYC US Equity 12,154 0.64% SXIP Index 12,298 0.64% NDX Index 12,476 0.65% lequitycom STH XLV US Equity 13,375 0.70% ISEQ Index 18,927 0.99% EFTA00288448

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SPX Index 20,737 1.09% SXTP Index 24,291 1.27% SXDP Index 26,852 1.41% 1E_TSY CREDIT 32,589 1.71% STBCNZL Index 36,084 1.89% : Pe 3 PS P73 EE ey | 182 | PAMER Short a) -eneycer tong |S | G20 Rates Long | 20 es P3871 | CT Current Exposure by Geography (Listed $2,500,000) @ APAC Long $2,000,000 mt APAC Short @ EMEA Long ieanaaaid 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) EFTA00288449

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Atorus, LLC 6/5/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 T T T T st SP SP SP Naas s FP HP NS Ss aor” STP PT PE ao (2,000,000) + (2,000,000) f (2,000,000) 6,000,000 5,000,000 4,000,000 —APAC — EMEA 2,000,000 __ amen —= EquityCom G20 Rates 1,000,000 ° ome NexEposure RHS (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 ee AP AC ——— EMEA 1,000,000 rr AMER —— EquityCom rrr G20 Rates 500,000 ——— ap ap ap ap a a se Yb ob Oh oD oD > > bab or” oy AS 0” 0” Ao” oY oY oY oY OY Wo” WW” WS” CU SaPN Camm CaM Can COO COOI CaOEN (MIN (SOIR COOK (OEIC (OEIC COR IIR PEPE HAE GP PH WEP PE A’ oP Ph a gm EFTA00288450

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Atorus, LLC 6/5/2014 Current Gross Notional Risk by Category 260,612 m APAC m EMEA = AMER ® EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 Series 115 —— Series2 a SM SSP PP Pt gh PP A PP eh Ph” ah a” ah” ah ah ah” a SE OEE ir Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series} EFTA00288451

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Atorus, LLC 6/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 90.00 80.00 70.00 60.00 50.00 —— P/L Vol Days by Position 40.00 30.00 20.00 10.00 T T T T T T T T ’ a000 SEP AP" AAP" 2" 9" OP" oo" E" H8E" HP" HH" op" MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288452

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Atorus, LLC 6/5/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MTM Gain/(Loss) | Exp. ee Cost (in USD) 000270 KS an (12) 57.96 55.78 -4.02 0.97% 005380 KS Equity (73) 3,149 224.27 219.21 -2.40 0.96% 005490 KS Equity 125 (3,177) 294.09 282.50 4.43 0.89% 005930 KS Equity 118 4,464 1,399.47 1,436.60 2.75 0.97% 012330 KS Equity 789 5,584 247.00 281.89 16.29 0.87% 1 HK Equity 1,314 12,607 16.18 17.87 10.90 0.96% (60.05) 1299 HK Equity 318 6,719 4.82 5.05 6.63 0.71% (31.65) 13 HK Equity 948 6,181 11.80 13.61 15.47 0.99% 30.52 16 HK Equity 13.90 Cc 27 HK Equity (39) 1,632 7.85 7.67 “1.34 1.77% 18.50 2914 JP Equity 1 4,760 34.07 34.08 0.03 0.87% 5.78 3382 JP Equity 187 2,925 38.87 41.35 7.42 0.86% 54.11 4063 JP Equity 42 4,400 59.83 60.39 1.16 0.81% 23.79 4502 JP Equity 125 4,914 44.83 45.97 3.44 0.74% 57.89 4689 JP Equity 266 3,532 4.58 4.92 4.02 1.87% 90.30 5 HK Equity (118) (4,127) 10.15 10.44 4.55 0.63% 20.40 5108 JP Equity 23 4,359 35.90 36.09 0.55 0.97% 26.73 5401 JP Equity (337) (5,599) 2.81 2.98 6.65 0.91% (107.16) 6301 JP Equity 0 1,502 22.09 22.09 0.01 0.88% 3.73 6752 JP Equity 11.06 c 6902 JP Equity 47.38 : 6954 JP Equity 677 7,571 160.05 174.35 10.99 0.81% 74.83 7201 JP Equity (35) (750) 8.86 9.27 -4.96 0.94% (8.61) 7203 JP Equity (80) (4,207) 56.09 57.16 -2.50 0.76% (6.99) 7267 JP Equity 65 (4,675) 35.34 34.84 1.24 1.13% (1.12) 762 HK Equity 18 (2,034) 1.48 147 0.49 1.87% (55.14) 7751 JP Equity 35 5,733 32.67 32.87 1.06 0.58% (4.50) 8031 JP Equity (95) (2,279) 14.69 15.30 4.46 0.93% 41.04 8058 JP Equity 172 8,319 19.43 19.83 2.95 0.70% 19.79 8306 JP Equity (124) (3,668) 5.63 5.82 -3.40 0.99% (5.21) 8316 JP Equity (115) (3,372) 39.96 41.32 -2.80 1.22% = 8411 JP Equity 198 (4.25) 8604 JP Equity (96) (3,335) 6.47 6.66 2.25 1.28% 15.84 8801 JP Equity 190 4,655 31.26 32.54 2.94 1.39% 8802 JP Equity 35 (4,927) 24.35 24.17 0.52 1.36% 48.90 9020 JP Equity (37) (1,345) 75.21 77.28 -3.76 0.73% 0.18 941 HK Equity 130 (3,782) 10.19 9.84 3.71 0.93% (5.77) 9432 JP Equity 984 9,492 54.98 60.68 12.53 0.83% (23.61) 9433 JP Equity 266 6,343 56.96 59.35 4.12 1.02% 4.79 9437 JP Equity 16.88 : 9983 JP Equity (112) (2,292) 322.77 338.48 4.58 1.06% (18.82) EFTA00288453

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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 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 107 1,669 366 133 137 645 141 572 547 7,260 714 595 144 16 4,772 (451) 710 161 (9) 13 121 1,897 (131) 513 344 114 3,047 5,796 5,168 5,589 565 29 (78) 1,444 785 478 (2) (319) (322) 67 1,708 336 (104) 170 3,443 8,681 (1,965) 5,311 (5,039) (4,300) 9,538 7,169 (5,037) (4,849) 5,408 11,217 8,563 6,767 5,843 9,909 12,864 9,279 3,660 7,052 5,730 5,813 12,212 (2,898) 12,947 8,740 5,575 11,180 12,676 12,119 12,812 10,148 3,742 5,219 8,075 8,182 4,842 10,263 (2,360) 5,475 5,427 (4,248) 6,261 10,241 5,457 4,282 73.98 541.78 23.68 51.46 7.26 7.34 103.61 39.29 18.17 18.17 6.83 97.97 77.97 76.95 61.61 111.35 137.70 50.92 69.52 169.21 168.62 115.77 77.36 306.51 29.78 89.57 99.54 72.72 49.80 50.82 50.30 129.56 15.25 4.11 98.72 54.39 73.52 137.07 10.26 14.57 14.59 64.02 10.26 45.03 16.46 53.70 76.27 645.93 23.51 23.59 55.00 7.07 7.11 110.61 40.06 16.11 16.12 16.01 104.21 83.38 78.60 61.77 164.97 133.03 54.81 72.58 169.00 168.99 118.18 89.38 320.38 30.95 93.09 101.57 92.54 72.57 72.49 72.24 136.77 15.37 4.05 116.37 59.60 73.62 143.46 10.27 13.77 13.77 63.01 13.06 46.51 16.15 55.84 2.42 23.44 0.46 9.65 2.62 3.27 10.25 3.75 11.27 11.43 111.35 18.04 11.59 3.85 0.42 39.88 4.74 9.91 4.32 0.20 0.37 3.02 27.06 2.84 5.85 6.22 2.70 43.71 23.39 21.01 23.19 8.55 0.84 1.15 30.13 12.58 0.29 7.24 0.06 5.05 §.23 1.83 38.17 8.22 1.56 4.21 1.28% 0.82% 0.80% 0.71% 1.01% 0.97% 0.66% 0.52% 1.01% 0.99% 1.21% 0.35% 0.60% 0.55% 0.65% 1.21% 0.74% 0.77% 1.02% 0.61% 0.60% 0.69% 0.57% 1.59% 0.68% 0.63% 0.76% 0.62% 1.96% 2.03% 1.88% 0.65% 0.93% 1.29% 0.59% 0.76% 0.49% 0.64% 1.44% 1.15% 1.13% 0.86% 0.71% 0.40% 1.21% 0.94% 53.44 38.00 (10.61) 65.31 (20.79) (9.39) 44.81 66.88 (57.94) (59.22) 317.06 30.12 60.76 13.42 (24.68) (101.23) 84.23 (33.80) 66.32 29.82 24.92 (30.46) 98.70 (117.61) (37.29) 56.33 (17.03) 124.66 (91.13) (145.31) (132.94) 134.66 37.47 6.87 55.16 (24.89) 47.39 (10.02) (42.32) 45.62 32.61 (7.04) 194.49 2.84 (21.00) 25.57 EFTA00288454

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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 (406) (197) (51) 318 159 517 125 11 684 1,401 (28) 82 1,154 767 865 65 582 125 85 262 2,592 1,393 12 677 337 471 2,893 562 265 5,300 2,334 1,419 2,273 1,124 393 288 1,022 (26) 81 11 1,644 2,684 2,049 (3,788) 9,507 7,278 1,066 (4,833) 8,609 3,931 (4,374) 14,492 5,212 555 2,823 (4,695) 13,275 11,064 15,201 3,680 9,379 2,814 3,768 3,932 14,645 17,559 4,156 6,257 4,560 9,275 22,469 12,827 7,922 12,610 13,822 10,769 13,771 8,423 9,807 9,550 7,300 998 4,786 6,415 9,870 12,539 (4,572) 13,256 18.76 34.47 67.99 245.93 32.51 32.86 299.70 32.33 66.99 99.22 49.39 74.51 71.94 59.11 7.83 120.96 6.71 103.84 31.12 47.33 34.37 90.43 69.92 60.01 36.20 149.74 98.59 60.24 84.55 50.83 36.71 $1.91 36.73 52.04 70.22 76.84 114.02 64.32 $2.71 24.65 24.58 25.43 64.62 123.45 60.80 20.78 33.77 67.52 319.30 31.44 34.84 309.25 31.51 70.15 125.89 47.03 74.55 70.68 64.25 8.37 127.84 6.83 110.29 32.50 48.40 36.66 106.44 75.47 60.18 40.12 160.80 103.60 67.99 88.25 52.53 52.14 60.68 41.57 60.63 79.59 79.92 117.45 AN/AN/A 73.32 51.38 25.07 24.62 29.66 29.67 78.45 123.37 70.19 9.60 2.16 0.77 24.19 4.90 7.92 5.80 3.12 11.92 35.93 4.79 0.08 1.94 19.76 13.15 14.30 1.57 9.56 3.19 3.63 7.77 25.65 16.16 0.29 14.35 7.59 7.39 27.08 9.11 6.40 84.76 41.73 15.37 43.05 20.86 7.58 4.96 22.06 1.30 1.82 0.23 26.79 37.78 0.12 24.22 1.12% 0.96% 0.91% 1.23% 0.67% 0.76% 0.55% 0.81% 0.40% 0.75% 1.05% 0.72% 0.90% 0.44% 0.53% 0.40% 1.13% 0.65% 1.40% 0.62% 0.86% 0.69% 0.49% 0.97% 0.75% 0.97% 0.69% 0.48% 0.48% 0.52% 0.50% 0.40% 0.86% 0.38% 0.64% 0.53% 0.61% 0.63% 1.99% 0.93% 0.75% 0.62% 0.57% 0.50% 0.64% (45.30) 63.95 21.82 2.22 24.89 43.85 (2.38) 3.44 (7.91) 104.93 (6.75) 19.12 (65.66) 10.70 35.28 78.31 56.63 2.75 71.35 36.32 107.95 296.08 12.67 26.39 (3.13) 91.01 (19.16) 185.79 11.66 45.73 66.16 25.20 42.57 20.08 71.86 16.91 117.64 12.49 5.93 125.11 29.92 195.54 86.72 (35.84) 73.52 EFTA00288455

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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 7,449 561 3,344 4,314 514 4,589 85 402 2,406 (378) 631 3,065 175 956 3,541 (83) 2,027 15 384 4,485 458 70 423 2,561 670 164 2,767 2,444 (118) 12 1,165 214 412 398 361 1,654 118 2,556 297 2,258 (130) 3,749 291 13,908 (5,592) 13,534 8,377 10,094 10,090 2,332 8,786 11,729 (6,841) 7,379 7,396 660 7,575 10,622 (6,884) 12,433 (3,131) 10,890 9,189 10,986 8,739 12,532 8,902 11,929 4,560 5,841 13,689 7,934 5,382 5,260 3,188 2,630 6,027 5,760 6,139 5,663 14,528 5,340 13,140 4,745 25,052 (2,955) 12,136 5,588 62.20 41.95 55.43 63.20 86.88 51.66 30.86 75.80 70.28 75.84 17.75 37.11 29.41 15.16 61.97 70.75 64.30 50.61 105.79 23.45 25.35 66.80 45.66 4.48 24.33 18.88 72.84 64.08 12.51 70.60 72.48 16.68 44.06 33.55 133.48 32.72 33.68 62.63 22.35 22.32 78.09 50.85 5.22 16.41 34.67 95.52 37.75 69.12 95.75 91.31 #N/AN/A 75.15 31.99 79.27 84.69 80.03 19.26 52.49 37.22 17.07 82.63 71.60 74.78 50.37 109.52 34.89 26.41 67.33 47.20 5.77 25.70 19.56 107.35 75.52 12.32 70.75 73.70 16.71 63.58 34.74 143.03 34.84 35.83 69.76 22.85 26.66 82.99 55.43 58.86 5.45 21.48 36.47 63.76 9.74 50.08 56.69 10.47 90.55 5.89 7.30 31.87 5.18 11.89 50.10 30.29 13.24 31.30 “2.41 21.71 0.52 9.43 44.56 8.61 1.37 7.25 29.70 7.67 3.86 41.53 33.27 -2.40 0.27 2.74 0.25 26.16 4.10 12.62 7.04 6.82 16.35 2.83 49.47 641 22.56 6.05 50.57 5.98 0.84% 1.03% 401.66 0.49% 0.91% 0.49% 0.50% 0.62% 0.63% 0.64% 1.07% 0.72% 0.83% 0.88% 0.95% 1.06% 0.50% 0.75% 0.92% 0.37% 1.10% 0.48% 0.58% 0.47% 0.97% 0.73% 0.93% 1.14% 0.54% 0.62% 0.79% 0.61% 0.74% 1.69% 0.86% 0.57% 0.92% 0.94% 0.70% 0.78% 0.39% 0.98% 0.40% 0.73% 0.61% 0.87% (26.77) 206.37 49.34 180.51 (1.72) 102.51 113.76 (133.92) 94.41 11.93 8.95 120.63 23.68 (79.85) (9.95) (0.68) (15.65) 98.61 7.07 69.80 (30.31) 218.13 125.73 22.35 86.69 (5.51) (22.83) 33.90 19.10 (2.94) 28.55 50.93 2.12 65.37 57.08 170.44 66.33 30.85 (0.10) 38.38 (8.10) 71.08 17.36 EFTA00288456

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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 (37) 60 7 1,351 2,134 615 (8) 6,583 2,432 83 2,287 104 2,842 1,688 4,382 (739) (549) 4,044 93 6,393 81 318 (70) (8) 115 167 571 254 42 716 393 55 (36) 1,544 129 7,980 369 161 323 4,534 9,063 1,724 1,353 10,200 1,428 4,908 4,854 5,707 11,763 7,468 12,190 7,694 11,930 7,791 8,008 7,531 (6,942) 13,953 12,982 5,699 5,715 4,601 14,011 (3,652) 4,214 19,276 5,790 10,674 (3,388) (1,333) 5,724 7,489 10,686 1,914 4,953 2,016 (2,461) 4,313 3,105 2,297 3,998 14,377 6,787 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,034 555.18 160.66 26.22 25.40 $1.19 76.64 42.69 61.10 25.76 10.34 5.56 188.29 37.12 24.39 1.93 15.61 15.56 67.84 146.45 48.47 77.38 55.51 107.77 33.81 40.65 43.92 41.91 200.99 1.16 59.03 122.48 183.83 46.77 76.20 59.29 74.30 187.84 100.64 164.92 28.74 43.22 44.37 12.38 96.89 37.23 551.00 162.65 26.57 28.32 65.82 80.50 42.65 94.81 33.81 10.44 7.25 185.48 44.68 27.56 3.41 13.83 13.90 87.41 144.68 49.54 103.04 56.28 110.99 34.50 40.90 44.81 42.84 211.73 1.32 59.53 165.96 154.49 47.37 75.33 99.14 76.71 HN/AN/A 198.05 102.32 189.32 38.21 62.05 54.49 18.91 HN/AN/A 143.23 4131 0.70 141 2.29 14.00 38.79 8.04 0.16 93.86 33.46 1.74 57.40 2.38 31.92 23.11 62.27 10.62 9.87 65.60 2.14 2.19 89.26 2.05 7.86 -3.00 1.92 2.16 2.90 7.46 13.47 1.46 78.29 7.28 1.31 0.86 121.41 3.45 62.23 10.44 3.65 18.53 51.47 60.52 19.56 64.70 117.66 22.41 1.08% 58.47 0.88% 16.36 0.59% 23.23 0.82% 171.72 0.74% 73.76 0.63% (19.30) 0.62% (15.79) 0.59% 232.35 0.93% 18.75 0.60% 0.77 0.53% 98.76 0.63% (33.17) 0.64% (75.33) 0.56% (52.30) 1.23% 299.55 1.22% 1.21% 0.44% 69.06 0.56% (34.66) 1.00% 49.65 0.37% 134.75 0.68% 74.01 0.38% (7.57) 0.69% (39.39) 0.32% (3.57) 0.93% 67.50 0.77% 33.81 0.72% 33.80 0.99% 28.81 0.58% 27.68 0.45% 32.75 2.19% 36.76 0.98% 16.19 1.35% (18.93) 0.55% (38.81) 0.94% 23.94 0.89% 0.52% 28.54 0.46% 11.72 0.80% (5.81) 0.64% 85.97 1.17% (20.88) 0.82% 12.39 0.41% 163.44 0.49% 35.83 EFTA00288457

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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 1771 1,876 1,291 676 (231) 5,080 533 1,224 2,227 317 4,567 (175) 7,118 598 2,373 5,572 4,029 407 1,768 2,000 427 93 110 337 361 629 154 155 (1) 120 120 1,143 (113) (193) 8,510 983 1,792 2,826 2,407 2,791 1,360 595 499 11,917 12,269 2,280 8,724 6,116 13,313 15,275 (2,652) 11,809 13,478 5,145 4,498 8,643 21,137 9,444 10,615 17,813 (4,107) 8,826 8,559 8,963 9,397 (2,059) (2,072) 5,110 5,302 12,677 (2,348) (2,200) 4,821 11,013 9,885 9,400 6,886 7,998 10,521 13,406 6,569 16,725 12,615 11,448 10,977 11,546 11,427 106.02 50.46 30.40 35.67 197.70 31.51 73.39 28.72 70.94 12.00 71.37 3.96 77.98 66.38 81.93 67.43 4.39 167.38 13.80 34.40 96.04 14.43 15.40 1,174.29 250.92 83.59 7.36 7.83 29.65 79.25 86.84 76.94 36.03 36.31 12.76 162.12 65.88 113.93 66.89 73.93 53.42 75.02 78.85 121.77 48.73 58.17 31.47 40.94 219.54 30.97 9.02 97.79 22.95 78.30 13.99 75.77 7.99 76.43 88.73 #N/AN/A 100.25 88.53 0.08 175.09 16.65 42.08 100.40 13.78 14.58 1,251.74 268.00 87.74 6.87 7.28 29.64 80.12 31.87 87.90 86.29 35.45 35.45 23.09 174.01 83.85 133.17 79.65 91.95 60.04 78.89 82.29 24.45 19.91 3.15 20.54 14.67 2.46 56.26 16.83 21.99 23.44 8.33 83.36 1.84 69.83 7.51 38.27 86.33 34.23 7.81 18.07 47.38 8.25 2.87 3.25 4.92 7.37 11.83 4.15 431 0.04 2.73 3.26 17.96 2.54 4.10 126.55 13.58 36.25 44.98 44.35 45.64 15.11 8.81 5.48 0.61% 54.92 0.77% 79.50 1.12% 34.63 0.72% 192.82 0.75% 20.84 0.71% (8.99) 0.59% 143.92 1.19% (9.03) 0.47% (1.51) 0.70% 33.99 0.74% (22.31) 1.22% 160.65 1.10% 38.96 0.48% 31.62 0.84% 0.58% 146.63 0.36% 17.40 0.59% 51.29 1.14% 276.44 0.47% 109.28 0.55% 40.80 1.58% (2.57) 1.63% (2.22) 1.34% (5.02) 0.92% 128.86 0.42% 39.87 1.58% 8.92 1.64% 3.29 0.75% 3.01 0.40% 36.70 0.37% (8.18) 0.68% 82.00 0.65% (27.38) 0.59% (39.38) 0.64% 112.78 0.54% 196.47 0.75% (14.67) 0.38% 43.12 0.43% (36.78) 0.53% 93.93 0.82% 157.74 0.58% 67.96 0.80% 36.60 EFTA00288458

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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 692 494 538 159 (40) (73) (68) 7,081 366 1,227 (64) 1,855 1,479 (12) (4) 205 2,529 897 2,024 179 (14) (18) (17) 1,706 101 550 873 526 134 (344) 49 1,027 317 299 819 (78) 815 (263) 38 8,868 1,118 15 1,180 780 971 9,744 11,195 10,889 6,240 1,747 2,754 3,158 17,035 11,337 11,420 (3,397) 9,661 7,980 4,564 1,871 10,127 8,054 5,345 9,906 7,952 11,861 12,778 2,014 11,476 3,883 11,105 8,613 10,267 4,735 (4,132) (4,595) 12,877 7,580 6,344 (8,574) (3,039) 13,319 (5,268) (5,774) 10,218 7,801 (2,710) 12,867 (6,286) 5,234 36.73 37.76 39.07 302.78 56.93 54.08 54.02 212.78 66.05 49.47 105.52 8.70 8.73 75.84 75.63 73.24 44.36 114.81 86.15 697.29 44.11 168.98 22.52 26.77 64.77 36.96 86.36 36.90 25.97 359.52 35.35 46.28 16.07 15.95 63.57 54.42 4.66 7.02 115.16 63.59 61.19 46.22 86.72 5.60 120.22 39.35 39.42 41.00 310.51 55.65 52.69 52.88 301.24 68.18 54.79 107.50 10.37 10.35 75.64 75.48 74.72 58.29 AN/AN/A 134.09 103.75 713.02 44.06 168.74 88.50 22.32 30.75 66.45 38.79 95.12 38.79 26.70 389.48 34.98 49.98 16.74 16.70 57.50 55.81 4.94 7.37 114.41 118.78 69.96 45.97 94.67 4.90 142.52 11.85 7.39 6.69 1.84 1.93 2.89 1.92 77.28 7.59 14.32 -3.06 31.83 24.63 ~0.36 0.24 3.06 47.98 21.26 41.08 2.43 ~0.20 0.26 1.40 17.45 2.79 6.74 12.13 6.94 4.28 20.56 2.05 16.40 5.67 5.62 11.00 2.73 12.74 9.13 1.10 123.96 18.89 1.26 18.66 13.45 35.30 0.60% 0.60% 0.74% 1.38% 1.20% 0.92% 1.12% 0.54% 0.43% 0.75% 0.62% 0.60% 0.75% 0.75% 0.81% 0.66% 0.65% 0.79% 0.50% 0.93% 0.60% 0.53% 0.62% 0.85% 0.93% 0.73% 0.84% 0.74% 0.66% 0.41% 0.52% 0.49% 0.74% 0.84% 0.87% 0.94% 0.48% 0.55% 0.60% 0.70% 0.76% 0.43% 0.49% 0.92% 0.53% 9.77 47.24 (0.75) (12.71) 17.07 11.86 22.90 150.19 (17.89) 61.49 (25.87) 172.38 161.07 8.97 0.25 47.27 212.87 67.42 28.64 (4.30) 115.42 183.84 (5.84) 232.94 21.88 15.19 144.58 (5.12) (4.03) (16.86) 4.89 42.00 104.36 88.13 (71.92) (40.78) 18.89 (23.06) (12.60) 141.26 141.69 (5.15) 38.22 78.01 28.52 EFTA00288459

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TWX US Equity 477 9,814 67.77 71.06 6.35 0.77% 92.45 TXN US Equity 4,300 12,205 34.93 47.23 42.51 0.83% 130.95 TYC US Equity 12,154 24,080 29.17 43.89 65.26 0.77% 209.00 UBS US Equity 26 2,373 19.76 19.98 1.75 0.63% 8.09 UBSN VX Equity 28 2,230 19.78 20.03 1.80 0.69% 10.82 UCG IM Equity 3,360 5,500 5.62 9.06 45.46 1.34% 328.02 ULVR LN Equity 313 6,329 42.99 45.11 9.13 0.54% 4.52 UNA NA Equity 278 8,550 42.33 43.70 5.68 0.57% 43.77 UNH US Equity 2,503 10,423 64.56 80.07 41.68 0.58% (28.49) UNP US Equity 2,572 13,724 168.62 200.22 34.48 0.54% 205.88 UPS US Equity 4,377 14,806 79.87 103.48 49.24 0.60% 105.14 USB US Equity 3,164 14,625 34.87 42.42 53.34 0.41% 45.87 UTX US Equity 6,641 15,190 82.05 117.92 71.16 0.61% 152.06 V US Equity 286 7,840 204.38 211.85 481 0.76% 52.63 VALE US Equity 378 (2,664) 14.92 12.80 10.97 1.29% (26.32) VALE3 BZ Equity 444 (2,939) 15.07 12.79 10.75 1.41% (27.74) VIAB US Equity 4,119 9,746 61.33 87.25 65.75 0.64% 39.13 VIV EP Equity 26.36 : VMW US Equity 396 4,785 89.16 96.54 7.34 1.13% 0.98 VOD LN Equity 401 (3,948) 3.82 3.43 11.82 0.86% 0.51 VOD US Equity 372 (3,669) 38.18 34.31 11.50 0.88% (7.74) VOW3 GR Equity 61 3,208 259.69 264.62 3.32 0.57% 31.10 VRX CN Equity 457 2,771 109.70 127.81 13.37 1.23% (27.73) VRX US Equity 699 1,880 93.20 127.85 31.65 1.17% (25.20) VTIUS Equity 801 5,134 86.91 100.47 37.03 0.42% 39.85 VWO US Equity 41 3,794 42.42 42.87 1.69 0.64% 40.65 VZ US Equity (28) 5,633 49.55 49.30 0.91 0.55% 15.06 WBC AU Equity 388 11,844 30.87 31.88 4.93 0.66% 22.10 WES AU Equity 154 13,490 39.08 39.53 1.65 0.69% (47.43) WEC US Equity 3,862 12,761 39.49 51.44 57.72 0.52% 143.22 WLP US Equity 4,688 10,741 75.13 107.91 57.59 0.76% (88.47) WMT US Equity 114 9,262 76.31 77.25 2.52 0.49% 21.29 WOW AU Equity (57) 4,724 34.83 34.41 “1.70 0.71% (4.76) XOM US Equity 1,425 16,573 92.53 100.49 22.62 0.38% 60.28 XTA LN Equity #N/AN/A YHOO US Equity 12 2,439 34.57 34.74 0.45 1.09% 3.95 YUM US Equity 527 8,536 74.44 79.04 11.35 0.54% 59.80 ZURN VX Equity 86 8,429 294.36 297.35 2.86 0.36% 27.63 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 20,737 62,272 1,455.70 1,940.46 82.71 0.40% NDX Index 12,476 37,348 2,831.19 3,776.95 57.82 0.58% RTY Index 502 10,580 1,101.66 1,153.94 5.56 0.85% 222.61 EFTA00288460

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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 1,573 31 321 1,225 4,474 10,216 2,114 11,284 7,879 7,449 5,568 18,927 1,196 6,699 8,388 11,302 12,057 9,581 2,075 123 385 5,228 (1,108) 1,886 6,026 520 693 1,757 1,752 851 36,084 13 473 5,541 25 6,185 1,061 3,015 6,999 868 1,521 1,041 4,736 13,375 7,603 11,015 4,970 41,166 10,158 (11,198) 20,801 45,737 37,388 28,516 42,372 52,325 25,266 24,476 32,079 14,393 46,670 47,922 41,632 40,494 43,030 24,553 15,629 8,511 28,238 (15,953) 36,288 43,256 17,250 29,992 (34,398) 45,441 33,715 73,207 3,774 12,786 14,269 10,785 13,610 10,859 12,932 16,147 12,093 9,522 12,908 15,233 24,346 48,422 28,869 37,626 13,034.03 3,263.18 23,409.59 910.80 10,427.28 10,654.66 5,774.93 11,712.90 8,415.08 23,118.94 8,041.34 4,246.25 6.89 490.09 3,658.46 1,672.08 8,590.01 192.37 3,440.68 1,677.74 86.80 39.64 3,996.66 371.48 142.88 2,913.59 343.81 1.88 4,948.24 444.47 42.98 70.30 184.03 41.31 15.57 39.38 30.83 38.20 42.09 57.37 88.86 37.75 38.87 406.61 521.95 366.14 13,532.21 3,273.26 22,738.17 964.45 11,447.34 13,565.86 6,203.10 14,832.15 9,682.18 29,934.68 9,870.53 6,751.62 7.46 560.44 4,298.85 2,126.02 #N/AN/A 10,502.66 208.63 3,467.86 1,753.68 102.87 42.39 4,204.34 423.23 147.19 2,980.89 326.24 1.96 5,073.16 663.55 43.13 72.90 255.49 41.41 22.65 43.23 38.02 54.76 45.11 66.53 96.02 49.48 60.22 470.46 721.11 414.50 11.96 0.49 2.81 4.92 26.79 55.48 17.21 42.67 54.19 26.72 25.60 78.93 15.42 32.89 47.97 39.27 54.77 42.40 18.21 1.14 2.61 32.86 5.54 7.30 16.03 3.86 3.81 8.89 8.31 477 114.72 0.53 9.25 69.65 2.02 88.19 15.00 46.02 90.55 17.87 27.64 19.94 65.10 113.81 50.39 55.42 27.36 0.32% 0.63% 1.02% 1.20% 0.37% 0.49% 0.43% 0.62% 0.28% 1.10% 0.89% 0.75% 0.54% 0.44% 0.36% 0.69% 0.54% 0.53% 0.46% 0.70% 1.73% 0.56% 1.25% 0.71% 0.87% 0.78% 0.61% 0.57% 0.46% 0.53% 0.43% 0.64% 0.40% 0.56% 0.12% 0.52% 0.65% 0.51% 0.48% 0.40% 0.58% 0.40% 0.48% 0.48% 0.31% 0.69% 0.48% ll. al BRESESS 25.42 102.65 (12.34) (22.38) é (187.45) 217.00 (90.84) 190.65 55.12 (54.15) 191.68 39.92 206.90 199.71 23.55 185.25 100.10 105.55 51.93 71.84 80.36 93.26 43.90 EFTA00288461

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXSE Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 7,864 4,247 12,298 5,272 1,697 26,852 4,340 570 12,045 1,606 (95) 1,417 24,291 3,943 8,088 126 1,620 62 956 3,281 (337) 3,853 185 (120) 701 1,080 322 39 61 3,750 5,135 3,249 4,253 2,646 32,589 8,891 3,481 11,269 2,564 1,918 (14) 376 2,951 1,785 39,028 51,146 28,923 29,888 31,675 61,074 28,685 10,159 44,807 45,829 16,765 14,407 39,247 12,087 42,127 (15,778) (16,948) (9,568) 30,849 15,160 (26,763) 53,418 100,443 21,912 87,928 81,398 (45,369) 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 (9,667) (44,333) 69,857 89,647 359.86 456.85 222.31 486.42 679.66 609.16 930.09 367.89 388.56 807.20 431.84 309.67 172.05 159.85 3,737.66 5,016.60 21.06 109.50 99.40 3.86 85.58 220.12 765.33 1,216.49 221.30 1,506.03 817.18 170.18 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.46 1,330.92 392.28 729.23 347.92 429.04 82.67 464.03 1,008.64 1,507.67 432.37 494.79 316.83 572.22 716.08 876.98 1,070.83 388.55 493.00 835.50 429.42 340.13 278.54 211.99 4,455.28 4,976.56 19.05 108.79 102.48 4.70 86.66 236.00 766.74 1,209.88 223.06 1,526.00 811.39 170.24 221.69 374.88 508.51 362.91 1,771.61 1,286.61 477.21 1,877.83 1,386.83 480.37 756.97 345.61 452.45 82.79 460.10 1,051.24 1,537.69 41.97 14.18 100.59 43.16 13.37 123.57 36.97 9.84 49.45 9.73 1.39 20.70 91.40 37.06 42.33 2.23 13.42 1.35 5.19 14.65 ~0.02 143.58 1.59 -2.04 2.11 5.12 3.08 0.18 0.45 20.31 26.75 18.29 22.84 14.66 199.73 57.83 19.30 89.42 16.18 -2.56 22.40 0.18 2.74 19.82 8.70 0.48% 0.59% 0.42% 0.41% 0.40% 0.36% 0.41% 0.57% 0.54% 0.36% 0.41% 0.48% 0.68% 0.88% 0.45% 0.36% 0.71% 0.48% 0.60% 1.48% 50.71% 0.05% 0.12% 0.27% 0.38% 0.26% 0.23% 0.22% 0.21% 0.23% 0.24% 0.21% 0.23% 0.21% 0.21% 0.28% 0.22% 0.25% 0.24% 0.26% 0.24% 0.78% 0.31% 0.21% 0.23% 229.27 39.31 49.32 32.69 (109.79) 74.35 32.45 166.60 249.90 (15.87) (34.65) (49.58) 242.43 55.29 86.69 (7.38) (43.40) 334,32 20.87 139.06 236.08 142.30 216.35 90.20 321.51 258.89 143.44 177.06 (14.78) (32.08) 42.65 (62.20) 140.46 79.04 327.61 EFTA00288462