Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: 939, 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 oatonsrio | caasx_| Avg. Realized cana ented | a2 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. 2,200,000.00 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— Series1 1,000,000.00 800,000.00 600,000.00. }——. —$ > —— or ot Vb A db nh WD SY AO” AS AO” AO” AO” HM A Ah ah SEM PE A ah yy T T T T T T CR BCC CN SPP SP SP SP SP EF Hh Ph Ph SVE VE GPE APE VV SV" a” oh EFTA00288463

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Atorus, LLC 6/6/2014 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 | 22 Positions 44 Positions | 26.1256] TGT US Equity (8,574) 0.13% BE_TSY CREDIT 5,749 0.30% CO1 Comdty (9,568) 0.15% AZN LN Equity 5,793 0.30% INDEXCF Index (10,636) 0.17% PSI20 Index 6,026 0.31% IBOV Index (11,198) 0.18% XLF US Equity 6,316 0.33% SPGSCITR Index (15,778) 0.25% JNJ US Equity 6,396 0.33% XAG Curncy (17,389) 0.27% HON US Equity 6,663 0.34% XAU Comdty (26,763) 0.42% UTX US Equity 6,782 0.35% SHCOMP Index (35,555) 0.56% ROG VX Equity 6,891 0.36% ZA_TSY CREDIT (42,842) 0.67% SENSEX Index 6,896 0.36% SE_TSY CREDIT (44,333) 0.70% AEX Index 7,004 0.36% JP_TSY CREDIT (45,369) 0.71% NOVN VX Equity 7,139 0.37% BE_TSY CREDIT 79,771 1.25% XLI US Equity 7,232 0.37% AU_TSY CREDIT 81,398 1.28% ACA FP Equity 7,417 0.38% AT_TSY CREDIT 81,569 1.28% DAI GR Equity 7,551 0.39% FR_TSY CREDIT 82,246 1.29% SMI Index 7,919 0.41% NL_TSY CREDIT 82,865 1.30% FTSEMIB Index 7,959 0.41% DE_TSY CREDIT 84,524 1.33% SXXP Index 7,987 0.41% FI_TSY CREDIT 85,645 1.34% SX6P Index 8,278 0.43% MX_TSY CREDIT 87,928 1.38% SXSE Index 8,514 0.44% GB_TSY CREDIT 89,647 1.41% PRU LN Equity 8,607 0.44% US_TSY CREDIT 100,443 1.57% MAERSKB DC Equity 8,634 0.45% MY_TSY CREDIT 103,107 1.62% BEL20 Index 8,739 0.45% TMO US Equity 9,016 0.46% MDT US Equity 9,272 0.48% IT_TSY CREDIT 9,677 0.50% HEX Index 10,039 0.52% DAX Index 10,411 0.54% MMM US Equity 10,440 0.54% INAV impact of MTM by Category & Exposure SXAP Index 11,257 0.58% LUXXX Index 11,960 0.62% lListedEquityShot —sts~é—i‘i*Y:*SCS*s*~*~*«~ 076%) ES_TSY CREDIT 12,037 0.62% IBEX Index 12,219 0.63% lEquityCom Short _—0.023%| TYC US Equity 12,523 0.65% JszoRatestong | 0.237% KFX Index 12,601 0.65% Js2RatesShort |S -0.077% SXIP Index 12,632 0.65% NOX Index 12,709 0.66% SXOP Index 12,981 0.67% Listed Equities | 45.35%) XLV US Equity 13,337 0.69% lequitycom || ISEQ Index 19,568 1.01% szorates CT C889 SPX Index 21,122 1.09% EFTA00288464

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SXTP Index 24,904 1.28% SXDP Index 27,098 1.40% 1E_TSY CREDIT 33,688 1.74% STBCNZL Index 36,670 1.89% | 83 Po P73 | EE ey | 182 | PAMER Shot a) -eneycer tong |S | G20 Rates Long | 20 ee) | 373 | | Current Exposure by Geography (Listed $2,500,000 nnn @ APAC Long $2,000,000 im 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) EFTA00288465

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Atorus, LLC 6/6/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 6,000,000 5,000,000 2,000,000 4,000,000 1,500,000 3,000,000 APAC —_—— EMEA 1,000,000 2,000,000 mre AMER —= EquityCom st yh > > & b/w? or gh gh ST os RN atone gO APH OF PP Dr HW Wh (1,000,000) 1,000,000 + (2,000,000) (2,000,000) (3,000,000) G20 Rates omer NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 T T T T T T T T T T T r T Vv Vv a7 47 Vv Vv ~) ~) ~) > ‘) > “I > » SS SSS OM OM BP OM OM BP OM OM Ov SO PP PE PE PPE PP ah SPE NV AE NNN VP NAVE ON VV oh EFTA00288466

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Atorus, LLC 6/6/2014 Current Gross Notional Risk by Category 262,730 649,528 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 135 —— Seriest 115 —— Series2 0.95 0.75 + T T T T T T T T T T T T T T Vv v Vv Vv Vv Vv “ > > > > > b® &® “J Sw OW i OY SY OY OY UY Oy a A hh a Oh a a Wo? SHE EAM MH MME MH AM HH Sh HH tt Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series1 EFTA00288467

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Atorus, LLC 6/6/2014 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 0.00 7 T T T T T T T T v 2000 bE AP" A APA" BOD" OY" APP" gh" Pp" MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288468

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Atorus, LLC 6/6/2014 Current Portfolio -Listed Equity Portfolio Current Price ee in Vol |30P Mealzed Change on Day MTM Gain/(Loss) | Exp. s Cost {in USD) (in USD) 000270 KS = (12) #N/AN/A -3.97 0.99% 005380 KS Equity (73) 3,149 #N/AN/A -2.46 0.94% 005490 KS Equity 125 (3,177) #N/AN/A 4.18 0.94% 005930 KS Equity 118 4,464 #N/AN/A 2.82 0.94% 012330 KS Equity 789 5,584 #N/AN/A 16.38 0.86% 1 HK Equity 1,130 12,607 16.18 17.63 9.26 0.97% (181.76) 1299 HK Equity 305 6,719 4.82 5.04 6.53 0.70% (12.39) 13 HK Equity 867 6,181 11.80 13.45 14.09 1.00% (79.58) 16 HK Equity 13.92 c 27 HK Equity (47) 886 7.92 7.53 -2.98 1.78% (15.58) 2914 JP Equity 8 4,760 34.07 34.12 0.19 0.85% 6.35 3382 JP Equity 155 3,074 38.97 40.94 5.84 0.87% (32.47) 4063 JP Equity 20 4,400 59.83 60.09 0.55 0.80% (21.96) 4502 JP Equity 1a 4,914 44.83 45.84 3.11 0.72% (14.39) 4689 JP Equity 218 3,892 4.60 4.86 3.03 1.85% (51.78) 5 HK Equity (125) (4,127) 10.15 10.46 4.94 0.61% (6.55) 5108 JP Equity 6 4,359 35.90 35.95 0.14 0.95% (17.17) 5401 JP Equity (397) (5,599) 2.81 3.01 -7.81 0.91% (52.69) 6301 JP Equity 26 2,337 22.23 22.47 1.23 0.90% 40.75 6752 JP Equity 11.14 c 6902 JP Equity 46.56 : 6954 JP Equity 598 7,571 160.05 172.70 9.66 0.82% (77.54) 7201 JP Equity 9.15 : 7203 JP Equity (86) (4,207) 56.09 57.24 2.77 0.74% (6.08) 7267 JP Equity 49 (4,675) 35.34 34.97 0.94 1.10% (7.41) 762 HK Equity 21 (2,034) 1.48 147 0.57 1.81% (7.03) 7751 JP Equity 9 5,733 32.67 32.72 0.28 0.57% 9.81 8031 JP Equity (82) (2,279) 14.69 15.22 “3.91 0.92% (46.29) 8058 JP Equity 237 8,319 19.43 19.98 4.04 0.70% (26.84) 8306 JP Equity (143) (3,668) 5.63 5.85 -3.97 0.98% (15.60) 8316 JP Equity (142) (3,372) 39.96 41.64 -3.50 1.20% 7.58 8411 JP Equity (0) 980 2.00 2.00 0.00 0.55% (24.00) 8604 JP Equity (118) (3,335) 6.47 6.70 -2.82 1.26% 31.43 8801 JP Equity 212 4,655 31.26 32.68 3.34 1.36% 8802 JP Equity 25 (4,927) 24.35 24.22 0.39 1.32% (9.94) 9020 JP Equity (20) (2,152) 75.21 75.93 “1.24 0.77% 37.41 941 HK Equity 150 (3,782) 10.19 9.79 4.33 0.91% 21.01 9432 JP Equity 846 9,492 54.98 59.88 10.56 0.84% (136.69) 9433 JP Equity 206 6,343 56.96 58.81 3.20 1.02% (59.71) 9437 JP Equity - 980 16.84 16.84 0.00 0.68% (2.30) 9983 JP Equity (116) (2,292) 322.77 339.10 -4.90 1.03% (3.99) EFTA00288469

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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 71 1,697 375 36 52 616 138 605 585 7,417 783 616 222 83 4,792 (357) 790 196 (3) 19 95 2,037 (209) 673 462 146 3,331 5,793 5,168 5,719 661 79 (52) 1,475 750 24 500 (129) (131) (121) 36 1,919 258 (37) 238 3,994 8,882 (1,310) 5,504 (5,506) (4,728) 9,863 7,169 (5,037) (4,849) 5,408 11,217 8,563 6,767 5,843 10,014 12,864 9,279 3,660 7,052 5,730 6,579 12,212 (2,898) 12,947 8,740 5,575 11,180 12,676 12,119 12,812 10,667 4,689 5,219 8,139 8,398 4,842 10,263 (2,360) 5,475 5,427 (4,248) 6,299 10,241 5,457 4,282 74.19 77.68 23.68 51.57 7.24 7.32 103.81 39.29 18.17 18.17 6.83 97.97 77.97 76.95 61.61 111.73 137.76 50.92 69.52 169.21 168.62 115.99 77.36 306.51 29.78 89.57 99.54 72.72 49.80 50.30 129.95 15.31 4.11 98.84 54.51 73.52 137.07 10.26 14.61 14.63 64.02 10.28 45.03 16.46 53.70 75.52 92.52 23.67 23.61 55.09 7.20 7.24 110.30 40.05 15.99 15.98 16.21 104.81 83.58 79.47 62.48 165.20 134.04 55.26 73.24 169.14 169.18 117.66 90.26 328.64 31.32 94.30 102.15 94.39 72.56 #N/AN/A 72.75 138.00 15.57 4.07 116.75 59.37 73.88 143.76 10.82 14.27 14.31 63.49 13.41 46.16 16.35 56.69 141 23.83 0.41 9.79 0.64 1.11 9.65 3.80 12.03 12.26 113.65 19.38 12.25 5.72 2.15 40.83 3.74 11.02 5.28 0.06 0.57 2.12 28.37 AAd 7.49 8.08 3.50 44.52 24.17 21.62 24.23 9.40 1.79 -0.80 31.00 11.91 1.00 7.75 3.48 1.94 1.82 0.97 39.10 6.12 0.56 5.76 1.27% (40.34) 080% (9,068.18) 0.78% 0.70% 1.03% 1.00% 0.65% 0.51% 1.00% 0.98% 1.21% 0.36% 0.59% 0.57% 0.66% 1.17% 0.74% 0.77% 1.01% 0.60% 0.59% 0.68% 0.59% 1.63% 0.69% 0.65% 0.75% 0.67% 1.89% 1.97% 1.84% 0.66% 0.94% 1.26% 0.58% 0.75% 0.49% 0.63% 1.57% 1.23% 1.23% 0.86% 0.78% 0.41% 1.21% 0.96% (0.63) 9.30 (100.02) (87.87) (29.45) (2.66) 42.21 47.09 158.69 69.90 21.38 78.01 68.17 20.65 95.37 81.23 35.08 5.97 6.39 (29.33) 141.17 (69.33) 162.13 119.76 32.46 289.07 (3.28) 130.00 101.47 62.93 25.14 31.68 (35.33) 16.79 22.41 (119.60) 193.91 208.17 (32.32) 217.81 (78.12) 67.49 68.30 EFTA00288470

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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 (446) (196) (5) 307 98 603 181 661 1,447 (17) (16) coe 1,195 891 947 145 628 200 130 240 2,850 1,573 32 712 341 392 2,900 625 291 5,328 2,497 1,545 2,444 1,243 507 336 1,055 (16) 173 67 1,868 2,795 (33) 2,026 (3,788) 9,507 7,278 1,066 (4,833) 8,609 4,444 (4,374) 14,492 5,212 370 1,378 (4,695) 13,275 11,064 15,201 3,680 9,710 3,223 3,768 3,932 14,645 17,559 4,156 6,586 4,849 9,275 22,469 12,827 7,922 12,610 13,901 10,769 13,829 8,423 9,807 9,550 7,410 1,436 4,786 6,415 9,870 12,539 (4,572) 13,256 18.76 34.47 68.00 245.93 32.51 32.86 301.23 32.33 66.99 99.22 49.40 74.48 71.94 59.11 7.83 120.96 6.71 104.06 31.38 47.33 34.37 90.43 69.92 60.01 36.39 150.37 98.59 60.23 84.55 50.83 36.71 51.95 36.73 52.07 70.22 76.84 114.02 64.44 52.48 24.65 24.58 25.43 64.62 123.45 60.80 20.97 33.77 67.95 316.84 31.85 35.16 313.48 31.71 70.04 126.76 47.18 73.60 70.23 64.43 8.46 128.49 6.97 110.79 33.33 48.96 36.46 108.03 76.18 60.47 40.32 160.96 102.75 68.01 88.67 52.70 52.22 61.29 42.00 61.28 80.58 80.81 118.02 AN/AN/A 73.61 51.89 25.54 24.83 30.24 29.64 79.02 124.33 70.09 -10.59 2.22 ~0.07 23.67 2.91 9.16 7.05 2.39 11.75 37.20 4.60 1.61 2.67 20.71 14.78 15.51 3.38 10.06 4.33 5.40 7.19 27.14 17.70 0.81 14.49 747 6.11 28.05 10.13 7.12 87.20 42.29 16.62 43.51 22.36 9.42 5.82 22.72 0.58 3.76 1.38 28.42 38.97 “141 24.57 1.11% 0.93% 0.90% 1.22% 0.70% 0.76% 0.58% 0.80% 0.39% 0.75% 1.02% 0.74% 0.89% 0.43% 0.54% 0.40% 1.17% 0.64% 1.43% 0.64% 0.85% 0.72% 0.51% 0.95% 0.75% 0.94% 0.69% 0.46% 0.48% 0.52% 0.48% 0.42% 0.86% 0.41% 0.66% 0.55% 0.60% 0.63% 1.96% 0.96% 0.75% 0.67% 0.57% 0.51% 0.62% (31.79) 0.88 46.32 (10.61) (65.16) 86.47 63.15 (27.87) (23.61) 46.49 1.14 (17.36) 30.83 41.40 124.77 81.73 81.28 47.62 87.37 45.68 (22.55) 262.07 180.98 20.36 37.02 5.01 (78.94) 3.99 63.32 26.19 28.01 165.48 127.51 174.34 120.64 114.98 47.77 33.56 14.19 93.31 56.24 228.34 111.21 (35.08) (23.38) EFTA00288471

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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 7,551 523 3,455 4,311 616 4,867 55 505 2,386 (420) 750 3,171 178 984 3,645 (75) 2,019 46 474 4,874 512 114 369 2,575 751 178 2,909 2,402 (118) 59 155 48 1,115 213 397 1,872 110 2,798 254 2,210 (134) 3,829 273 13,908 (5,592) 13,534 8,377 10,094 10,090 2,332 8,786 11,829 (6,841) 7,379 7,396 660 7,575 10,622 (6,884) 12,626 (3,131) 11,142 9,189 10,986 8,739 12,532 8,902 11,929 4,560 5,841 13,795 7,934 5,382 5,260 3,670 2,630 6,350 5,760 6,533 5,663 14,528 5,340 13,140 5,014 25,052 (2,955) 12,136 6,317 62.20 41.95 55.43 63.20 86.88 51.66 30.86 75.80 70.38 75.84 17.75 37.11 29.41 15.16 61.97 70.75 64.43 50.61 105.89 23.45 25.35 66.80 45.66 4.48 24.33 18.88 72.84 64.15 70.60 72.48 16.76 44.06 33.61 133.48 32.85 33.68 62.63 22.35 22.32 78.31 50.85 5.22 16.41 34.85 95.98 38.03 69.58 95.73 92.18 #N/AN/A 76.57 31.58 80.16 84.57 80.49 19.55 53.02 37.34 17.12 83.24 7152 74.74 49.87 110.40 35.88 26.53 67.67 47.00 5.78 25.86 19.62 109.12 75.32 #N/AN/A 71.37 74.61 16.98 62.74 34.73 142.88 35.07 36.04 70.70 22.81 27.07 82.27 55.33 60.31 5.46 21.59 36.36 65.57 9.16 51.18 58.54 12.14 87.91 3.65 8.94 32.18 5.84 13.64 51.45 31.42 13.94 32.56 2.24 21.96 1.60 10.96 45.98 9.63 2.25 6.34 30.76 8.63 4.29 43.02 33.01 1.92 1.37 4.64 1.72 25.22 4.02 12.78 7.38 7.58 17.94 2.73 49.34 5.20 22.50 6.39 51.95 5.08 0.83% 1.02% 0.50% 0.88% 0.50% 0.55% 0.64% 0.64% 0.63% 1.05% 0.75% 0.83% 0.86% 0.93% 1.05% 0.49% 0.73% 0.92% 0.39% 1.15% 0.48% 0.58% 0.46% 0.94% 0.73% 0.91% 1.16% 0.53% 0.78% 0.80% 0.63% 0.76% 1.68% 0.83% 0.55% 0.91% 0.92% 0.72% 0.76% 0.43% 0.97% 0.39% 0.71% 0.61% 0.85% 103.28 (46.25) 111.34 (3.11) 102.53 283.51 (30.18) 104.40 (20.04) (37.00) 120.18 106.91 2.67 28.28 105.41 7.46 (8.38) 31.60 92.79 400.30 54.16 44.32 (54.01) 14.12 81.87 14.17 143.93 (42.40) 47.39 67.46 59.63 (49.35) (0.23) (6.14) 44.75 35.82 221.03 (7.42) 246.21 (45.23) (48.35) (3.16) 79.81 (19.55) EFTA00288472

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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) 144 93 1,448 2,276 657 (8) 6,663 2,451 110 2,384 61 2,552 1,955 4,679 (529) (389) 4,254 146 6,396 151 383 (62) (7) 103 164 610 272 47 731 364 (71) 1,544 172 8,634 276 134 314 4,540 9,272 1,772 1,362 10,440 1,447 4,908 4,854 5,707 11,763 7,579 13,333 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 19,476 5,790 10,931 (1,694) (889) 5,724 7,489 10,686 1,914 4,953 2,016 (2,461) 4,313 3,105 2,297 4,519 14,377 6,974 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,034 555.21 160.66 26.22 25.40 51.36 76.98 61.10 25.76 10.34 5.56 188.29 37.12 24.39 1.93 15.74 15.68 67.84 146.45 48.47 77.57 55.51 107.86 33.81 40.65 43.92 41.91 200.99 1.16 59.03 122.48 183.83 46.77 76.17 59.29 74.66 1,651.64 188.04 100.64 164.92 28.74 43.22 44.37 12.38 96.89 37.23 554.60 165.41 26.65 28.53 66.78 80.77 HN/AN/A 95.22 33.87 10.48 7.32 186.64 43.91 28.06 3.51 14.41 14.45 88.43 146.18 50.15 103.05 56.95 111.64 35.05 40.96 44.72 42.83 212.46 1.33 59.59 166.87 156.62 47.73 74.48 99.14 77.50 2,643.53 195.48 102.04 188.66 38.22 62.48 54.77 18.96 HN/AN/A 144.32 41.37 0.10 3.27 2.83 15.05 39.44 7.98 0.17 95.86 34.65 2.34 58.16 1.40 27.12 24.91 63.55 -7.02 6.51 65.42 0.31 3.43 91.34 3.71 9.06 5.12 “2.41 1.99 2.94 8.11 14.50 1.68 79.38 6.83 2.10 -1.69 125.57 4.04 62.57 7.24 3.08 18.38 53.23 61.97 20.48 66.71 117.03 23.27 1.07% 0.91% 0.58% 0.82% 0.76% 0.62% 0.61% 0.58% 0.91% 0.59% 0.54% 0.63% 0.67% 0.60% 1.29% 1.32% 1.30% 0.46% 0.58% 1.01% 0.36% 0.70% 0.39% 0.72% 0.31% 0.91% 0.74% 0.70% 0.98% 0.57% 0.46% 2.17% 0.97% 1.35% 0.54% 0.94% 0.96% 0.55% 0.45% 0.78% 0.62% 0.72% 1.14% 0.80% 0.42% 0.48% 32.02 84.82 16.59 97.65 145.04 46.68 79.71 19.87 26.82 97.51 (43.77) (285.05) 272.10 306.49 218.76 166.32 212.62 (38.04) 54.05 2.76 70.46 66.04 (25.71) (1.26) (11.90) (3.04) 38.82 18.23 4.90 15.01 (38.88) 33.22 (34.27) 0.22 48.12 (94.26) (27.02) (8.70) 5.41 210.77 48.12 9.42 241.79 19.24 EFTA00288473

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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 1,761 1,797 113 1411 680 (99) 5,090 526 1,018 2,448 365 4,493 (109) 7,139 700 2,536 5,702 4,030 323 2,032 2,120 422 (23) (5) 297 433 17 (23) 107 166 1,258 (124) (206) 8,607 896 1,836 3,029 2,521 2,898 1,217 656 593 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 21,257 9,444 10,615 17,890 (4,107) 8,826 8,559 8,999 9,397 (2,059) (2,072) 5,110 5,993 12,677 (2,348) (2,200) 4,821 11,013 9,885 9,400 6,886 7,998 10,521 13,406 6,569 16,792 12,666 12,065 10,977 11,546 11,427 106.02 50.46 30.40 35.67 197.70 31.52 73.39 28.72 70.94 12.00 71.37 3.96 78.00 66.47 40.35 81.93 67.50 4.39 167.38 13.80 34.43 96.04 14.43 15.40 1,174.29 253.13 83.59 7.36 7.83 29.65 79.25 86.84 76.94 36.03 36.30 12.76 162.12 65.88 114.00 66.93 74.70 53.42 75.02 78.85 121.68 48.73 57.85 31.91 41.44 219.67 31.29 9.14 97.84 23.02 77.06 14.18 76.42 7.92 77.02 88.79 43.34 101.50 89.02 0.08 173.49 17.08 42.54 100.35 14.59 15.43 1,242.54 271.43 87.84 7.30 7.73 29.51 80.02 32.19 88.29 87.24 35.39 35.39 23.20 172.95 84.29 134.56 80.26 92.64 59.35 79.28 82.94 25.05 19.24 441 21.97 15.23 1.03 58.15 17.05 16.96 24.94 9.52 82.95 1.16 71.66 8.73 39.40 86.44 34.82 6.08 19.95 47.91 8.41 0.64 0.13 441 7.73 12.42 0.43 0.76 ~0.64 2.47 4.46 19.37 -2.85 4.49 128.86 12.33 37.52 45.35 45.11 44.36 13.34 9.76 6.52 0.59% 0.76% 1.13% 0.74% 0.73% 0.72% 0.57% 1.16% 0.51% 0.73% 0.74% 1.20% 1.09% 0.47% 0.85% 0.61% 0.37% 2.82% 0.60% 1.19% 0.49% 0.53% 1.72% 1.77% 1.32% 0.93% 0.41% 1.74% 1.79% 0.74% 0.39% 0.38% 0.69% 0.63% 0.57% 0.63% 0.54% 0.74% 0.40% 0.44% 0.54% 0.83% 0.58% 0.80% (9.84) (78.47) 33.41 121.79 3.84 134.01 10.18 (9.49) (202.61) 223.88 47.54 (72.83) 66.20 21.38 164.66 130.74 116.66 (83.36) 271.36 121.37 (4.86) (119.81) (120.67) (39.71) 82.34 15.29 (147.48) (136.57) (21.48) (13.78) 45.43 116.89 (10.49) (13.25) 97.78 (86.56) 44.64 205.72 115.53 113.00 (141.21) 60.93 95.11 EFTA00288474

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RDSA LN Equity RDSA NA Equity RDSB LN Equity REGN US Equity RIO AU Equity RIO LN Equity RIO US Equity ROG VX Equity RY CN Equity SAB LN Equity SAN FP Equity SAN SM Equity SAN US Equity SAP GR Equity SAP US Equity SBUX US Equity SGO FP Equity SI US Equity SIE GR Equity SLB US Equity SMSN LI Equity SO US Equity SPG US Equity SREN VX Equity STAN LN Equity STLNO Equity STT US Equity SU CN Equity SU FP Equity SU US Equity SWEDA SS Equity SYNN VX Equity T US Equity TD CN Equity TEF SM Equity TEF US Equity TGT US Equity TJX US Equity TLS AU Equity TLSN SS Equity TM US Equity TMO US Equity TOT US Equity TRP CN Equity TRV US Equity TSCO LN Equity TWC US Equity 777 555 645 153 (35) (49) (40) 6,891 378 1,133 (47) 2,117 1,736 (18) (5) 278 2,885 937 2,228 209 46 (4) 1,818 133 660 979 630 134 (331) 49 1,077 358 361 796 (79) 721 (263) (4) 9,016 1,236 (6) 1,153 814 991 9,744 11,195 10,889 6,240 699 2,754 3,158 17,035 11,337 11,420 (2,265) 9,733 7,980 2,328 538 10,127 8,086 5,345 10,053 7,952 11,861 12,778 1,007 11,476 3,883 11,105 8,927 10,877 4,735 (4,132) (4,595) 12,877 7,580 6,344 (8,574) (2,090) 13,319 (5,268) (5,774) 10,218 7,801 (3,090) 13,163 (6,286) 5,234 36.73 37.76 39.07 302.78 58.20 54.10 54.03 212.78 66.05 49.47 105.52 8.71 8.73 75.91 75.82 73.24 44.41 114.81 86.38 697.29 44.11 168.98 22.52 26.77 64.77 36.96 86.67 37.02 359.52 35.35 46.28 16.07 15.95 63.57 54.43 4.66 115.16 63.59 61.19 46.15 86.88 5.60 120.22 39.66 39.63 41.39 310.19 55.46 53.16 53.37 298.86 68.25 54.38 107.72 10.60 10.63 75.34 75.17 75.25 60.25 #N/AN/A 134.95 105.53 715.59 44.12 169.59 88.50 22.43 31.02 66.99 39.15 96.18 39.16 #N/AN/A 388.30 34.98 50.16 16.82 16.85 57.67 56.49 491 #N/AN/A 115.23 119.70 70.89 46.24 94.49 4.87 142.99 13.14 8.34 7.95 1.82 4.23 1.94 1.13 74.06 8.04 13.23 3.46 33.01 26.60 1.01 -1.08 415 47.90 22.35 41.21 2.89 0.02 0.68 0.63 18.60 3.70 8.01 12.98 7.76 442 19.92 2.09 17.35 6.47 6.76 10.93 -3.99 11.14 8.57 0.11 125.58 20.38 0.42 18.21 14.19 36.50 0.61% 0.59% 0.75% 1.34% 1.17% 0.91% 1.11% 0.55% 0.42% 0.75% 0.60% 0.66% 0.82% 0.74% 0.80% 0.66% 0.74% 0.78% 0.54% 0.91% 0.58% 0.53% 0.62% 0.85% 0.93% 0.74% 0.85% 0.75% 0.64% 0.40% 0.51% 0.48% 0.73% 0.84% 0.85% 0.95% 0.49% 0.58% 0.60% 0.70% 0.78% 0.44% 0.48% 0.91% 0.52% 85.11 61.73 108.30 (6.50) (2.28) 24.25 28.58 (188.44) 12.15 (93.00) (4.40) 269.98 264.06 (9.12) (2.20) 74.08 369.83 40.29 209.91 29.35 15.27 64.70 4.83 113.57 32.33 111.26 110.84 110.36 11.49 (0.65) 50.57 40.98 62.85 (28.05) (24.35) (92.87) (41.70) 148.93 120.06 (18.30) (26.80) 42.89 20.51 EFTA00288475

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TWX US Equity 42 9,814 67.77 68.06 0.48 0.88% (417.22) TXN US Equity 4,402 12,205 34.93 47.53 43.89 0.82% 103.37 TYC US Equity 12,523 24,080 29.17 44.34 66.54 0.78% 372.72 UBS US Equity 58 2,373 19.76 20.24 3.73 0.65% 31.99 UBSN VX Equity 38 2,230 19.78 20.11 2.47 0.68% 10.06 UCG IM Equity 3,504 5,500 5.62 9.21 47.08 1.35% 146.01 ULVR LN Equity 192 6,329 42.99 44.29 5.19 0.58% (118.83) UNA NA Equity 153 8,550 42.33 43.09 2.99 0.60% (122.44) UNH US Equity 2,478 10,481 64.63 79.91 41.97 0.56% (24.89) UNP US Equity (4,379) 10,895 141.21 100.73 -18.42 2.18% (3,237.88) UPS US Equity 4,402 14,806 79.87 103.62 50.85 0.58% 25.24 USB US Equity 3,340 14,625 34.87 42.84 53.73 0.43% 177.64 UTX US Equity 6,782 15,190 82.05 118.69 72.54 0.62% 142.41 V US Equity 269 7,840 205.65 212.69 458 0.75% 32.37 VALE US Equity 326 (2,664) 14.92 13.09 9.23 1.33% (67.97) VALE3 BZ Equity 389 (2,939) 15.07 13.07 9.23 1.43% (74.13) VIAB US Equity 4,170 9,746 61.33 87.57 67.52 0.63% 51.68 VIV EP Equity 26.26 : VMW US Equity 430 4,785 89.16 97.17 8.09 1.11% 34.08 VOD LN Equity 348 (3,948) 3.82 3.48 10.02 0.88% (64.05) VOD US Equity 320 (3,739) 38.10 34.83 9.48 0.90% (62.19) VOW3 GR Equity 103 3,208 259.69 268.04 5.39 0.60% 42.86 VRX CN Equity 436 2771 109.70 126.95 12.93 1.22% (21.54) VRX US Equity 684 1,880 93.20 127.10 31.49 1.16% (15.09) VTIUS Equity 841 5,134 86.91 101.14 38.12 0.43% 40.11 VWO US Equity 86 4,920 42.63 43.38 2.67 0.65% 58.93 VZ US Equity (32) 3,562 49.61 49.18 “1.63 0.54% (8.81) WBC AU Equity 502 11,844 30.87 32.18 6.31 0.67% 115.84 WES AU Equity 166 13,490 39.08 39.56 1.82 0.67% 11.26 WEC US Equity 4,021 12,761 39.49 51.93 58.49 0.54% 161.01 WLP US Equity 4,450 10,741 75.13 106.25 52.85 0.78% (234.23) WMT US Equity 115 9,262 76.31 77.26 2.63 0.47% 1.15 WOW AU Equity (40) 4,724 34.83 34.54 1.21 0.69% 17.07 XOM US Equity 1,583 16,573 92.53 101.37 24.07 0.40% 158.73 XTA LN Equity #N/AN/A YHOO US Equity 81 2,439 34.57 35.71 2.88 1.15% 70.37 YUM US Equity 607 8,724 74.54 79.73 12.54 0.56% 82.50 ZURN VX Equity 105 8,429 294.36 298.03 3.55 0.35% 19.58 Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol {in USD) SPX Index 21,121 62,272 1,455.70 1,949.44 83.83 0.40% NDX Index 12,709 37,348 2,831.19 3,794.57 59.28 0.57% 233.52 RTY Index 610 10,580 1,101.66 1,165.21 6.73 0.86% 109.31 EFTA00288476

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O0 Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 1,689 154 (105) 1,395 4,813 10,411 2,337 12,219 7,919 7,959 6,026 19,568 1,200 7,004 8,739 11,960 12,601 10,039 2,075 912 519 5,710 (943) 2,282 6,896 501 482 1,912 1,752 1,020 36,670 51 446 5,653 49 6,316 1,020 3,086 7,232 903 1,586 1,155 4,833 13,337 7,987 11,257 5,552 41,166 13,171 (11,198) 20,801 46,086 37,541 29,424 42,601 52,539 25,266 24,476 32,079 14,393 47,013 47,922 41,632 40,659 43,269 24,553 64,134 8,511 28,238 (10,636) 36,288 43,256 19,241 29,992 (35,555) 45,441 33,715 73,207 4,918 12,786 14,269 10,785 13,610 10,859 13,003 16,147 12,093 9,522 13,108 15,233 24,346 48,422 28,869 37,626 13,034.03 3,274.36 23,409.59 910.80 10,434.80 10,664.13 5,788.46 11,727.01 8,419.59 23,118.94 8,041.34 4,246.25 6.89 490.56 3,658.46 1,672.08 102.33 8,599.00 3,453.03 1,677.74 86.80 39.64 3,996.66 371.48 143.30 2,913.59 343.21 4,948.24 444.47 43.12 70.30 184.03 41.31 15.57 39.38 30.87 38.20 42.09 57.37 88.97 37.75 38.87 406.61 521.95 366.14 13,568.86 3,312.63 23,628.49 971.87 11,524.54 13,621.53 6,248.19 15,090.60 9,688.62 30,401.44 10,021.06 6,836.41 7.46 563.65 4,325.62 2,152.42 134.05 10,594.04 #N/AN/A 3,502.11 1,780.11 104.35 43.15 4,248.01 430.70 147.04 2,960.39 324.75 #N/AN/A 5,097.94 667.11 43.56 72.75 256.93 41.50 22.80 43.08 38.19 55.31 45.23 66.92 96.81 49.72 60.16 473.68 725.49 420.16 12.90 1.81 0.84 5.67 27.82 56.63 18.02 43.37 55.66 28.16 27.06 79.80 15.97 33.79 48.83 40.48 55.35 43.24 17.53 2.02 3.53 34.12 6.97 8.70 17.73 3.44 2.64 9.42 8.37 5.73 115.63 1.57 8.86 71.03 3.79 89.21 14.64 47.03 90.26 18.79 28.81 21.08 66.40 116.57 50.90 56.86 28.81 0.32% 116.05 0.64% 160.24 1.12% (434.36) 1.18% 170.88 0.38% 343.22 0.49% 196.79 0.44% 230.85 0.66% 955.24 0.27% 40.24 1.12% 518.07 0.91% 465.18 0.76% 648.58 0.52% 3.93 0.44% 308.96 0.37% 352.92 0.71% 665.36 0.56% 0.54% 463.81 0.48% 0.71% 642.44 1.73% 136.11 0.59% 488.81 1.27% (173.69) 0.72% 400.64 0.90% 885.11 0.76% (20.12) 0.61% (209.61) 0.57% 171.30 0.46% 0.53% 169.71 0.43% 589.50 0.66% 49.53 0.39% (27.23) 0.56% 112.28 0.12% 23.55 0.52% 131.96 0.64% (41.22) 0.50% 71.94 0.50% 234.81 0.40% 34.57 0.58% 65.11 0.42% 117.35 0.48% 97.33 0.47% (37.55) 0.32% 386.03 0.69% 243.43 0.51% 590.26 EFTA00288477

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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 8,278 4,657 12,632 5,558 1,418 27,098 4,535 595 12,981 1,445 (50) 1,524 24,904 4,366 8,514 104 1,637 78 1,012 3,316 (328) 3,937 106 2,394 1,301 305 603 318 4,226 5,749 3,788 4,796 2,963 33,688 9,677 3,944 12,037 2,915 196 2,545 (1,159) 3,158 1,853 39,028 51,146 28,923 30,057 31,675 61,074 28,908 10,159 44,807 45,829 16,765 14,407 39,247 12,087 42,303 (15,778) (17,389) (9,568) 30,849 15,160 (26,763) 53,418 100,443 36,522 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 (42,842) (44,333) 69,857 89,647 359.86 456.85 222.31 486.85 679.66 609.16 931.07 367.89 388.56 807.20 431.85 309.67 172.05 159.85 3,740.27 5,016.60 21.00 109.50 99.40 3.86 85.65 220.12 765.33 1,213.44 221.30 1,506.03 817.18 170.18 221.48 358.40 477.76 349.64 1,684.51 1,247.55 292.88 1,616.07 1,330.92 392.28 729.23 347.94 429.04 82.70 464.03 1,008.64 1,507.67 436.19 498.45 319.40 576.88 710.09 879.43 1,077.14 389.45 501.12 832.66 430.57 342.43 281.22 217.58 4,493.07 4,983.68 19.03 108.61 102.66 471 86.70 236.34 766.14 1,213.44 227.32 1,530.10 811.69 171.17 222.55 376.97 512.19 365.11 1,782.73 1,291.29 418.94 1,900.48 1,394.27 486.37 760.77 349.28 460.10 84.94 463.99 1,054.24 1,538.83 42.98 15.41 100.25 43.80 10.78 125.60 37.77 10.48 49.92 8.77 0.74 21.95 92.40 38.47 43.12 1.87 13.60 1.72 5.62 15.25 0.02 137.92 0.93 0.00 6.34 6.16 3.01 2.58 2.27 21.82 28.07 20.04 24.32 16.05 183.50 56.54 20.85 84.34 17.72 1.34 24.81 3.22 0.03 20.98 9.24 0.49% 417.30 0.59% 412.73 0.44% 337.03 0.42% 289.59 0.42% (276.90) 0.35% 246.03 0.42% 197.01 0.56% 24.98 0.36% (160.53) 0.40% 44.92 0.48% 107.74 0.69% 618.81 0.94% 434.32 0.47% 431.06 0.35% (22.72) 0.69% 19.78 0.47% 15.96 0.58% 55.96 1.43% 35.37 49.02% (12.20) 0.05% 83.87 0.11% (78.68) 0.27% 107.46 0.26% 222.19 0.22% (16.89) 0.23% 566.55 0.21% 257.29 0.24% 478.32 0.26% 618.90 0.22% 542.15 0.24% 546.34 0.22% 318.23 0.23% NGBIeral6s) 031% 78.94 0.23% 465.71 0.28% 777.20 0.24% 352.97 0.29% 541.11 0.29% 637.36 0.84% (1,082.46) 0.33% (374.85) 0.22% 208.37 0.22% 67.83 EFTA00288478