Atorus, LLC Current Long Exposure @ Cost: Net Exposure: | i ae Starting Capital: Positions: “eens fcrtmonres: | 3.33 (Gross Exposures): Profit Factor: Win Ratio: 40% - 50% historically T24M (+) NAV Days | S396) 124M Avg. Daily NAV (+) Change 124M 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: |X Notes on Leverage: customized to eac h investor. T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 6/11/2014 Current Date: Change on Day: | _-1.3696| Total Return since 1/1/12: . MSCI World Change on 712M Return: Day T90 Day Return: . No of Positions 730 Day Return: . (+MTM) on Day : No of Positions (-MTM) Current Short Exposure @ Cost: on Day Historically 2.25X - 3.25X, depending on measurement interval No. of Profitable oatonsTio | caaex_| Ave. Realized Gain / Avg. facut | aaa 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 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 volatili 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 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T T % SS oS SS? SS og? 8” og” Be” os” BB” PE So oo 8 oP PPP hao ph 0 oF sph r Ra —— NAV EFTA00288495

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Atorus, LLC 6/11/2014 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 | 26.41% DUK US Equity (7,783) 0.12% AZN US Equity 5,999 0.31% TGT US Equity (8,574) 0.13% AZN LN Equity 6,086 0.31% CO1 Comdty (9,568) 0.15% XLF US Equity 6,264 0.32% SPGSCITR Index (15,778) 0.24% JNJ US Equity 6,496 0.33% XAG Curncy (17,389) 0.27% HON US Equity 6,599 0.34% XAU Comdty (26,763) 0.41% UTX US Equity 6,713 0.34% SHCOMP Index (37,862) 0.58% AEX Index 6,748 0.35% SE_TSY CREDIT (44,333) 0.68% SENSEX Index 6,750 0.35% JP_TSY CREDIT (45,369) 0.70% ROG VX Equity 7,120 0.37% ZA_TSY CREDIT (53,741) 0.83% XLI US Equity 7,122 0.37% BE_TSY CREDIT 79,771 1.23% ACA FP Equity 7,132 0.37% AU_TSY CREDIT 81,398 1.26% DAI GR Equity 7,162 0.37% AT_TSY CREDIT 81,569 1.26% NOVN VX Equity 7,512 0.39% CA_TSY CREDIT (82,081) 1.27% FTSEMIB Index 7,610 0.39% FR_TSY CREDIT 82,246 1.27% SXXP Index 7,632 0.39% NL_TSY CREDIT 82,865 1.28% SMI Index 7,898 0.41% DE_TSY CREDIT 84,524 1.30% SX6P Index 7,933 0.41% FI_TSY CREDIT 85,645 1.32% SXSE Index 8,048 0.41% MX_TSY CREDIT 87,928 1.36% MAERSKB DC Equity 8,285 0.43% GB_TSY CREDIT 89,647 1.38% BEL20 Index 8,429 0.43% US_TSY CREDIT 100,443 1.55% PRU LN Equity 8,451 0.43% MyY_TSY CREDIT 103,107 1.59% MDT US Equity 8,662 0.44% TMO US Equity 9,050 0.46% IT_TSY CREDIT 9,065 0.47% HEX Index 9,511 0.49% DAX Index 9,868 0.51% MMM US Equity 10,485 0.54% SXAP Index 10,512 0.54% LUXXX Index 10,962 0.56% ES_TSY CREDIT 11,566 0.59% Listed EquityShot 0.039% IBEX Index 11,854 0.61% SXOP Index 12,064 0.62% lEquityCom Short | _—-0.050%6 SXIP Index 12,188 0.63% KFX Index 12,576 0.65% NOX Index 12,752 0.65% TYC US Equity 12,779 0.66% XLV US Equity 13,224 0.68% llistedEquities 536% ISEQ Index 18,663 0.96% lequitycom iS SPX Index 20,884 1.07% czorates C62 SXTP Index 23,666 1.21% EFTA00288496

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Ta APAC Short P35) EMEA Long 3) PEMEA Short ‘| 13 AMER Long otal Short XAU Comdty SXDP Index 1E_TSY CREDIT STBCNZL Index 24,824 27,819 32,889 36,568 1.27% 1.43% 1.69% 1.88% $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) ™ APAC Long @ APAC Short @ EMEA Long m EMEA Short m AMER Long wm AMER Short ® EquityCom Long ® EquityCom Short © G20 Rates Long ® G20 Rates Short EFTA00288497

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Atorus, LLC 6/11/2014 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 mrs AMER —= EquityCom (1,000,000) 1,000,000 + (2,000,000) (2,000,000) (3,000,000) G20 Rates ommeee NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 T T T T T T T T T T T T T Vb nb A nh AL nD dD Cr er) or” oy oY ay 0% a oY 0” oY oY WY Oo A” A” PrP PP PPP PP oP FP oP oh ov?” od » ~ ~ we » Ry » »~ av AY a RY » »~ aN EFTA00288498

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Atorus, LLC 6/11/2014 Current Gross Notional Risk by Category 271,228 647,150 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.45 1.95 75 iss 135 rn 115 ATorus 0.95 0.75 + T T T T T T T T T T T T T T Cre ra ae SE SG, oy oy oY 8 oY 0” oY oY oY oY Wo” oY A WW A A Ah a a a SAE AM HM SHH HAM Hh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% — Series] 0.80% 0.60% 0.00% —eew,—_— OO eee aS vn eG NG EG CC, SS PRP PP RP MP PM SP SO hh PPP PF PH gg WW EFTA00288499

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Atorus, LLC 6/11/2014 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 + 3.00 + 20.00 + 10.00 + 0.00 + FFE EEE EEE EE EEE EEE EE MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ 10.00% 15.00% 20.00% 35.00% 5.74| 45.00% 55.00% 11.22 13.7. 65.00% 70.00% 75.00% 22.71 28.7 85.00% 57.5 80.3. 176.02 95.00% AAitatiaita MN EFTA00288500

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Atorus, LLC 6/11/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P ealzed Change on Day M™ aT Exp. @ Cost (in USD) 000270 KS ay (1,225) 55.55 55.61 0.12 0.92% 2.33 005380 KS Equity wo 3,149 224.30 219.91 2.06 0.97% (1.95) 005490 KS Equity 1 (3,177) 294.09 287.53 2.50 0.89% 14.16 005930 KS Equity (6) 2,679 1,399.46 «1,396.27 0.23 1.00% (8.74) 012330 KS Equity 824 5,584 247.00 283.48 17.36 0.85% 65.09 1 HK Equity 1,094 12,607 16.18 17.58 9.21 0.94% (20.93) 1299 HK Equity 314 7,867 4.85 5.04 6.15 0.65% (55.57) 13 HK Equity 935 6,181 11.80 13.58 14.43 1.05% (56.82) 16 HK Equity 13.67 5 27 HK Equity (14) 222 791 7.43 3.39 1.92% 7.78 2914 JP Equity 158 4,760 34.07 35.20 3.92 0.85% 115.62 3382 JP Equity 139 3,074 38.97 40.73 5.33 0.85% 20.84 4063 JP Equity (39) 2,640 59.82 58.95 1.81 0.81% (24.70) 4502 JP Equity 167 4,914 44.83 46.35 4.83 0.70% 41.28 4689 JP Equity 160 4,252 4.63 4.80 1.96 1.92% (6.79) 5 HK Equity (126) (4,127) 10.15 10.46 4.97 0.62% 37.84 5108 JP Equity 58 4,359 35.90 36.38 154 0.86% 37.05 5401 JP Equity (308) (4,199) 2.81 3.02 -7.90 0.93% (45.52) 6301 JP Equity 63 4,173 22.48 22.82 156 0.97% 20.55 6752 JP Equity 11.54 5 6902 JP Equity 47.51 : 6954 JP Equity 619 7,571 160.05 173.13 9.91 0.82% 39.05 7201 JP Equity 9 2,105 9.34 9.38 0.46 0.98% 14.25 7203 JP Equity (95) (4,207) 56.09 57.36 3.07 0.74% (30.23) 7267 JP Equity 37 (4,675) 35.34 35.06 0.74 1.05% (10.78) 762 HK Equity (41) (2,034) 1.48 151 1.22 1.64% 21.78 7751 JP Equity 33 5,733 32.67 32.86 1.04 0.55% (0.11) 8031 JP Equity (87) (2,279) 14.69 15.26 -AA1 0.93% 76.30 8058 JP Equity 324 8,319 19.43 20.19 5.80 0.67% (31.69) 8306 JP Equity (163) (2,751) 5.63 5.96 6.08 0.97% (32.87) 8316 JP Equity (150) (3,372) 39.96 41.74 3.72 1.20% 41.53 8411 JP Equity 29 3,907 2.01 2.03 131 0.57% (16.91) 8604 JP Equity (116) (3,335) 6.47 6.70 2.76 1.26% 27.61 8801 JP Equity 236 4,655 31.26 32.84 3.57 1.42% 8802 JP Equity 1 (4,927) 24.35 24.34 0.02 1.32% 40.19 9020 JP Equity (38) (1,386) 75.37 77.43 3.67 0.74% (9.94) 941 HK Equity 179 (3,782) 10.19 9.71 5.57 0.85% 52.65 9432 JP Equity 991 9,492 54.98 60.72 11.94 0.87% 268.05 9433 JP Equity 155 6,343 56.96 58.35 2.35 1.04% 83.26 9437 JP Equity 63 4,082 16.92 17.18 2.32 0.66% 77:83 9983 JP Equity (96) (2,292) 322.77 336.34 3,99 1.05% 12.83 EFTA00288501

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9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AL FP Equity AIG US Equity AIR FP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity AZN SS Equity AZN US Equity BA US Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 26 1,882 282 46 51 882 145 487 472 7,132 714 551 149 4,575 (349) 689 14 (9) 13 22 1,790 (289) 882 551 439 3,421 6,086 5,368 5,999 349 95 (80) 1,418 770 (12) 403 (90) 256 274 1,795 285 (90) 208 5,645 9,485 (1,048) 5,504 (5,506) (5,164) 10,512 7,169 (5,037) (4,849) 5,408 11,217 8,563 6,767 5,843 10,225 12,864 9,279 4,737 7,052 5,730 8,878 12,212 (2,898) 12,947 9,302 5,575 11,301 12,676 12,119 12,812 10,667 6,109 5,219 8,331 8,615 4,842 10,263 (590) 5,475 5,427 (4,248) 6,299 10,241 5,457 4,282 74.36 78.54 23.68 51.57 7.24 7.31 104.24 39.29 18.17 18.17 6.83 97.97 77.97 76.95 61.61 112.47 137.76 50.92 70.19 169.21 168.62 116.15 77.36 306.51 29.78 89.89 99.54 72.90 49.80 50.82 50.30 129.95 15.41 4.11 99.18 54.62 73.52 137.07 10.26 14.62 14.64 64.02 10.28 45.03 16.46 53.70 74.71 94.13 23.40 23.48 54.22 7.18 7.24 112.99 40.09 16.41 16.41 15.85 104.22 82.99 78.64 62.61 162.80 134.12 54.70 70.40 168.99 169.00 116.44 88.70 337.09 31.80 95.22 107.38 94.97 73.71 73.33 73.85 134.19 15.65 4.05 116.07 59.50 73.34 142.46 11.82 15.30 15.38 63.41 13.21 46.28 16.19 56.31 0.37 27.86 1.11 7.19 0.78 0.95 12.58 4.10 9.82 9.94 105.75 17.72 10.49 3.98 2.44 38.45 -3.70 10.04 0.26 0.24 0.43 0.42 23.81 8.03 9.36 9.79 9.12 45.54 35.80 24.46 33.53 4.89 1.99 1.19 30.69 12.23 0.51 7.53 9.32 3.45 3.73 1.11 38.51 7.37 1.35 5.65 1.26% 0.71% 0.78% 0.71% 1.07% 1.04% 0.67% 0.49% 0.99% 0.98% 1.25% 0.36% 0.61% 0.55% 0.67% 1.16% 0.73% 0.74% 1.14% 0.53% 0.52% 0.60% 0.62% 1.24% 0.73% 0.61% 43.03 (13.15) 9.01 84.01 55.99 51.79 80.95 (50.74) (70.53) (62.14) (233.97) (77.09) (97.38) (89.22) (63.65) (89.50) 25.24 (49.97) (154.51) (31.63) (23.59) (19.49) (88.85) (33.50) 52.02 44.18 086% 208.27 0.67% 0.78% 1.28% 0.55% 0.73% 0.48% 0.52% 1.63% 1.35% 1.35% 0.86% 0.74% 0.38% 1.23% 0.86% EFTA00288502

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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 (387) (190) (28) 284 116 642 135 86 803 1,307 (1) (6) 92 1,319 951 911 165 817 246 112 219 2,951 1,855 142 680 348 391 3,180 663 279 5,340 2,703 1,675 2,659 1,273 639 190 935 32 70 118 1,918 2,495 (48) 1,265 (3,788) 9,507 7,278 1,066 (4,833) 8,609 5,982 (4,374) 14,492 5,402 (533) 827 (2,817) 13,480 11,254 15,201 3,853 10,701 4,451 5,464 3,932 14,645 17,559 4,782 6,766 5,717 9,275 22,712 12,827 9,450 13,070 14,136 10,962 14,024 8,423 9,807 9,550 7,685 2,191 4,786 6,415 9,972 12,539 (3,429) 10,604 18.76 34.47 67.99 245.93 32.51 32.86 304.18 32.33 66.99 99.96 46.90 74.48 71.94 59.19 7.84 120.96 6.72 104.76 31.95 47.89 34.37 90.43 69.92 60.27 36.49 151.98 98.59 60.13 84.55 51.14 37.10 52.09 36.82 52.19 70.22 76.84 114.02 64.71 52.34 24.65 24.58 25.47 64.62 123.45 60.80 20.68 33.80 67.73 311.40 31.73 35.31 311.07 31.69 70.70 124.15 47.00 73.94 69.60 64.98 8.50 128.21 7.01 112.76 33.72 48.87 36.28 108.66 77.31 62.07 40.16 161.24 102.75 68.55 88.92 52.66 52.25 62.06 42.45 62.08 80.83 81.85 116.28 AN/AN/A 72.58 53.10 25.01 25.03 30.37 29.79 77.47 125.16 68.05 11.22 2.14 0.46 24.47 3.38 10.66 4.21 2.40 13.98 32.48 0.23 -1.00 3.35 24.29 17.22 15.21 6.16 11.23 4.25 3.35 6.66 29.45 19.48 3.08 14.91 7.29 6.01 33.47 11.57 5.90 88.26 43.75 19.70 45.40 22.46 11.68 3.24 23.70 0.83 1.57 2.64 28.91 32.82 -3.10 17.78 0.91% 0.94% 0.84% 1.09% 0.71% 0.70% 0.54% 0.82% 0.40% 0.75% 0.96% 0.73% 0.97% 0.40% 0.49% 0.39% 0.70% 0.68% 1.30% 0.61% 0.84% 0.68% 0.54% 0.97% 0.67% 0.84% 0.70% 0.42% 0.45% 0.50% 0.46% 0.44% 0.78% 0.42% 0.67% 0.56% 0.61% 0.51% 1.75% 0.94% 0.70% 0.67% 0.61% 0.45% 0.67% 5.52 (77.80) (7.94) (14.65) (20.83) (24.79) (52.32) (11.17) (31.15) (24.58) (1.16) (2.90) 57.77 26.60 63.77 18.53 (55.62) (45.29) 55.35 (47.48) (23.02) (82.27) 25.37 94.35 13.58 (36.25) 35.79 (65.52) 37.33 (30.67) (40.74) 36.71 26.76 59.08 (100.82) 58.43 (66.80) (43.78) 17.15 (40.35) 12.84 29.91 (93.54) (4.98) (110.28) EFTA00288503

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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 7,162 532 3,320 4,110 534 4,806 501 2,360 (280) 621 3,132 153 949 3,592 2,337 124 364 4,874 638 75 286 2,895 753 133 2,981 2,245 (91) 200 31 1,269 7 393 421 397 1,732 2,854 169 1,943 (126) 3,770 215 13,908 (5,592) 13,534 8,377 10,094 10,090 2,332 10,481 11,829 (6,841) 7,648 7,396 660 7,575 10,622 (7,783) 13,206 (3,131) 11,898 9,189 11,494 8,739 12,532 8,902 11,929 4,560 5,841 14,084 7,934 5,382 6,274 5,860 2,630 6,674 5,760 7,717 6,755 14,528 5,340 13,140 5,284 25,323 (2,955) 12,136 8,503 62.20 41.95 55.43 63.20 86.88 51.66 30.86 76.51 70.38 75.84 17.79 37.11 29.41 15.16 61.97 70.84 64.85 50.61 106.13 23.45 25.41 66.80 45.66 4.48 24.33 18.88 72.84 64.34 12.51 70.60 72.92 16.85 44.06 33.66 133.48 33.18 34.05 62.63 22.35 22.32 78.35 50.89 5.22 16.41 35.24 94.24 37.96 69.02 94.21 91.47 #N/AN/A 76.26 32.02 80.16 84.42 78.94 19.24 52.83 36.21 17.05 82.93 69.98 76.33 48.60 109.38 35.88 26.82 67.37 46.70 5.94 25.87 19.43 110.01 74.60 12.37 71.49 75.24 16.94 65.32 34.04 142.58 35.00 36.05 70.10 22.64 27.16 80.86 54.79 58.72 5.45 21.51 36.13 65.54 10.24 50.78 60.92 9.68 92.24 5.87 7.21 32.60 3.91 11.77 63.40 26.77 14.58 33.51 2.50 25.09 4.37 8.42 54.07 11.70 1.52 4.95 35.06 9.52 3.35 52.36 38.24 1.93 1.70 5.54 0.82 33.32 1.39 12.82 6.20 6.67 18.43 1.84 46.55 3.01 21.22 6.05 55.88 3.08 0.79% (157.65) 0.93% 42.64 0.48% (54.37) 0.81% (95.62) 0.55% (107.17) 0.52% (102.88) 0.64% 21.14 0.66% (18.48) 0.61% (71.07) 1.05% 97.10 0.69% (67.48) 0.67% (36.17) 0.86% (15.68) 0.86% (71.47) 1.01% (10.07) 0.48% 75.18 0.71% 215.49 0.91% (11.32) 0.36% (56.51) 0.98% 41.31 0.47% 93.49 0.57% (32.78) 0.46% 76.43 0.93% 52.06 0.66% (63.13) 0.87% (35.35) 0.97% 101.57 0.42% (80.05) 0.60% (42.77) 0.75% 6.23 0.57% 12.78 0.64% (34.23) 1.45% 20.64 0.82% (57.74) 0.53% (43.13) 0.88% (10.27) 0.88% 6.25 0.65% (48.34) 0.70% (15.41) 0.47% (112.02) 1.06% 96.26 0.36% (144.38) 0.71% (11.94) 0.56% 26.59 0.82% (84.96) EFTA00288504

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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 17 138 190 1,305 2,269 534 238 6,599 2,289 78 2,383 204 2,611 1,891 4,583 (202) (101) 4,304 (93) 107 6,496 189 326 (3) 71 210 539 260 48 694 275 23 (54) 1,550 140 8,285 304 (4) 286 4,241 8,662 1,793 1,371 10,485 1,838 6,023 6,289 5,707 11,763 7,828 13,333 7,694 11,930 7,970 8,008 7,531 (6,942) 13,953 13,405 5,699 5,715 4,601 14,011 (2,739) 4,214 19,926 7,538 11,316 1,767 979 5,724 7,489 10,686 2,776 4,953 2,016 (2,461) 4,313 2,483 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,316 555.91 161.81 26.22 25.40 51.75 76.98 42.69 61.10 25.90 10.34 5.56 188.29 37.12 24.49 1.93 15.86 15.78 67.84 146.45 48.47 78.01 55.96 107.98 35.00 40.90 43.92 41.91 200.99 1.21 59.03 122.48 183.83 46.77 75.61 59.29 75.27 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 12.38 96.89 37.33 557.46 165.37 27.09 28.22 66.74 80.06 44.01 94.90 33.34 10.44 7.32 182.77 44.06 27.94 3.48 15.32 15.44 88.67 151.44 49.70 103.45 57.36 111.09 34.94 40.90 44.47 43.09 211.13 1.32 59.60 164.65 163.26 47.03 74.01 99.29 76.99 2,603.42 196.16 100.59 186.54 37.60 61.21 54.90 19.00 HN/AN/A 144.52 42.48 0.30 2.78 5.66 14.06 42.10 6.80 442 94.10 36.00 1.69 61.80 5.07 29.22 25.91 61.11 2.42 -1.50 69.39 5.05 2.88 97.76 3.75 8.57 0.30 0.00 1.33 3.87 7.95 9.68 1.81 67.86 6.08 0.55 -1.69 128.15 2.87 61.22 7.72 0.10 16.26 50.94 57.47 22.75 75.12 114.66 32.50 0.93% 0.79% 0.59% 0.79% 0.69% 0.59% 0.70% 0.59% 0.80% 0.58% 0.51% 0.58% 0.64% 0.54% 1.32% 1.46% 147% 0.44% 0.67% 0.88% 0.33% 0.67% 0.34% 0.57% 0.28% 0.93% 0.73% 0.63% 0.97% 0.53% 0.51% 1.84% 0.99% 1.28% 0.53% 0.80% 0.94% 0.54% 0.44% 0.81% 0.60% 0.72% 1.04% 0.71% 0.43% 0.42% (34.00) (37.63) 69.87 (144.81) (55.29) (100.53) 134.58 (66.09) (86.93) (30.26) (33.34) 66.21 86.61 (138.22) (169.35) 106.47 97.07 (41.56) (45.54) (19.08) (49.99) (38.92) (54.63) (6.72) (3.10) (19.62) 5.10 31.44 19.87 10.17 (38.97) (27.01) (46.30) 69.34 (11.33) (13.06) (230.95) 42.29 (40.87) 17.45 (60.89) (232.54) (12.91) (0.10) (81.82) 118.14 EFTA00288505

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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 1,677 2,027 91 1,274 643 22 4,497 522 1,088 2,248 273 4,631 (191) 7,512 972 2,572 5,867 4,030 384 1,749 2,138 379 (82) (89) 277 333 655 (76) (78) (24) 108 184 1,357 (4) (69) 8,451 631 1,687 2,751 2,302 2,925 1,288 601 562 12,305 12,269 3,306 8,724 6,116 13,313 15,275 (2,777) 11,809 13,478 5,145 4,498 8,643 21,467 9,444 10,732 18,119 (4,107) 8,826 8,559 8,999 9,704 (1,029) (1,036) 5,110 8,068 13,263 (1,174) (1,100) 4,811 11,013 9,885 9,400 6,886 7,998 10,521 13,406 6,569 16,860 12,769 12,682 11,838 11,546 11,427 106.44 50.46 30.86 35.67 197.70 31.52 73.39 28.38 70.94 12.00 71.37 3.96 77.97 66.64 40.35 82.11 67.71 4.39 167.38 13.80 34.43 96.15 14.43 15.40 1,174.29 257.64 83.78 7.36 7.83 29.61 79.25 86.84 76.94 36.04 36.32 12.76 162.12 65.88 114.07 67.02 75.41 53.82 75.02 78.85 120.95 48.90 58.79 31.70 40.87 218.48 31.57 9.18 94.99 23.05 77.48 14.00 75.16 8.04 76.28 89.96 44.50 101.78 89.64 0.08 174.66 16.62 42.61 99.91 15.59 16.73 1,237.91 268.27 87.92 7.83 8.39 29.46 80.03 32.36 88.46 88.05 36.02 36.01 23.01 169.75 82.80 132.68 79.10 92.81 59.68 78.92 82.72 24.48 23.10 2.70 21.55 16.33 0.23 47.23 19.73 17.64 23.41 7.31 97.13 2.27 81.98 12.54 39.69 88.46 32.94 8.08 17.58 54.25 7.75 4.88 4.95 4.95 4.83 13.05 3.84 -3.98 0.82 2.92 5.98 21.51 0.09 1.49 128.97 8.45 34.19 41.39 40.98 49.21 15.48 9.35 6.55 0.56% (40.92) 0.72% 132.95 1.01% (33.46) 0.68% (44.39) 0.64% (14.55) 0.73% (14.68) 0.62% (195.10) 0.95% (46.60) 0.52% 72.68 0.71% 71.29 0.73% (100.28) 1.06% 43.79 0.98% (226.30) 0.43% 36.41 0.82% 138.83 0.60% 7.30 0.37% (163.68) 0.54% 19.55 1.16% (261.91) 0.44% (22.43) 0.50% (3.00) 1.64% (26.12) 1.74% (29.49) 1.10% 54.54 0.85% (153.97) 0.38% (75.93) 1.69% (29.45) 1.78% (29.36) 0.62% 5.95 0.34% (18.71) 0.31% 20.35 0.67% (27.18) 0.64% (19.26) 0.58% (18.34) 0.62% 41.39 0.56% (142.91) 0.75% (12.42) 0.39% (120.45) 0.44% (52.91) 0.47% 0.05 0.70% 67.85 0.56% (24.67) 0.75% (13.67) EFTA00288506

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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 755 526 650 154 (35) (60) (56) 7,120 491 1,721 (42) 2,110 1,671 (7) (2) 176 2,484 886 2,352 16 (232) (330) (6) 1,583 103 1,053 839 1,028 144 (198) 1,132 361 318 890 (0) 811 (317) 9,050 1,135 (17) 1,208 705 982 9,744 11,195 10,889 6,240 2,446 2,754 3,158 17,035 11,734 11,420 (2,174) 9,840 7,980 582 134 10,127 8,130 5,345 10,200 5,089 11,861 12,778 604 11,476 5,049 11,544 9,870 12,554 4,735 (4,132) (5,285) 13,472 8,397 6,344 (8,574) 739 13,319 (5,268) (5,774) 10,218 7,801 (3,874) 13,976 (6,473) 5,234 36.73 37.76 39.07 302.78 56.52 54.10 54.03 212.78 66.14 49.47 105.52 8.73 8.73 75.90 75.81 73.24 44.46 114.81 86.62 697.29 44.10 168.87 22.52 26.77 65.21 37.08 87.44 37.38 25.97 359.52 35.30 46.45 16.14 15.95 63.57 55.53 4.66 7.02 115.16 63.59 61.19 46.17 87.31 5.57 120.22 39.58 39.53 41.41 310.24 55.72 52.95 53.08 301.72 68.91 56.93 107.57 10.60 10.56 74.95 74.90 74.51 58.05 HN/AN/A 133.85 106.59 699.50 43.25 164.62 88.62 22.30 30.47 66.54 40.46 94.87 40.45 26.76 376.72 34.86 50.35 16.84 16.75 56.98 55.53 4.94 7.44 114.07 119.91 70.09 46.37 94.85 4.96 142.77 12.71 8.12 8.21 2.23 1.27 2.43 171 77.12 10.19 19.43 3.65 35.34 27.11 1.81 -1.70 2.77 35.10 23.65 4441 0.30 -3.36 4.30 1.64 15.44 2.57 14.09 10.19 12.62 4.38 -10.17 2.95 17.84 6.33 6.21 12.52 0.00 12.28 11.06 1.55 136.23 20.37 1.11 21.56 11.72 34.89 0.61% 0.58% 0.73% 1.11% 1.12% 0.89% 1.04% 0.54% 0.41% 0.78% 0.53% 0.61% 0.77% 0.70% 0.72% 0.63% 16.05 (0.65) 36.17 3.31 (9.85) 6.79 17.18 2.33 (17.18) 89.90 4.11 (60.47) (63.37) (1.60) (0.10) (23.59) 087% (466.72) 0.70% 0.52% 1.04% 0.58% 0.60% 0.59% 0.89% 0.79% 0.65% 0.83% 0.65% 0.70% 0.47% 0.42% 0.47% 0.68% 0.81% 0.83% 0.99% 0.50% 0.54% 0.61% 0.65% 0.71% 0.39% 0.40% 0.93% 0.54% (57.88) (14.94) (41.61) (100.84) (89.51) 1.11 (41.15) (26.91) 172.67 (34.72) 174.65 (39.50) 50.68 14.19 (33.74) (37.29) (52.38) (10.63) (6.15) 36.98 13.53 (12.45) 121.51 (25.63) (14.65) (21.55) (46.27) (39.64) EFTA00288507

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TWX US Equity 167 9,814 67.77 68.92 1.94 0.88% (16.25) TXN US Equity 4,599 12,205 34.93 48.09 58.36 0.65% 70.85 TYC US Equity 12,779 24,080 29.17 44.65 75.26 0.71% 44.47 UBS US Equity 26 2,373 19.76 19.98 1.76 0.63% (43.69) UBSN VX Equity 28 2,230 19.78 20.03 77 0.71% (28.65) UCG IM Equity 3,498 5,500 5.62 9.20 49.43 1.29% (56.18) ULVR LN Equity 313 6,329 42.99 45.11 8.52 0.58% 56.97 UNA NA Equity 250 8,550 42.33 43.57 5.10 0.57% 53.67 UNH US Equity 2,500 10,611 64.78 80.05 44.95 0.52% 47.01 UNP US Equity 2,872 14,119 84.72 101.95 39.49 0.52% (10.93) UPS US Equity 4,224 14,806 79.87 102.66 52.20 0.55% (44.76) USB US Equity 3,410 14,625 34.87 43.00 55.77 0.42% (152.00) UTX US Equity 6,713 15,190 82.05 118.31 71.10 0.62% (140.33) V US Equity 272 9,462 206.86 212.81 4.66 0.62% (51.54) VALE US Equity 297 (2,664) 14.92 13.25 9.16 1.22% (19.41) VALE3 BZ Equity 348 (2,939) 15.07 13.28 8.66 1.37% (23.02) VIAB US Equity 4,029 9,746 61.33 86.68 63.27 0.65% (81.28) VIV EP Equity 26.04 . VMW US Equity 385 4,785 89.16 96.34 8.68 0.93% (0.26) VOD LN Equity 459 (3,948) 3.82 3.37 12.64 0.92% 146.12 VOD US Equity 466 (3,810) 38.03 33.37 12.97 0.94% 186.66 VOW3 GR Equity 57 3,208 259.69 264.29 3.15 0.56% (8.03) VRX CN Equity 368 2,771 109.70 124.27 10.47 1.27% (26.56) VRX US Equity 625 1,880 93.20 124.20 27.47 1.21% (21.98) VTIUS Equity 830 5,134 86.91 100.96 41.39 0.39% (14.57) VWO US Equity 118 5,630 42.75 43.65 3.56 0.59% (8.86) VZUS Equity (16) 3,794 49.60 49.39 0.86 0.49% (3.16) WBC AU Equity 672 11,844 30.87 32.62 8.26 0.69% 40.38 WES AU Equity 76 13,490 39.08 39.30 0.88 0.64% (62.77) WEC US Equity 4,124 12,859 39.56 52.25 60.79 0.53% (66.63) WLP US Equity 4571 10,741 75.13 107.10 52.96 0.80% 266.34 WMT US Equity (10) 9,262 76.31 76.23 0.24 0.45% (55.39) WOW AU Equity (62) 4,724 34.82 34.38 1.92 0.68% (20.77) XOM US Equity 1,673 16,573 92.53 101.87 26.96 0.37% 106.02 XTA LN Equity HN/AN/A YHOO US Equity 142 2,805 34.82 36.59 4.87 1.04% 27.59 YUM US Equity 558 9,244 7481 79.32 11.67 0.52% 0.95 ZURN VX Equity 92 8,429 294.36 297.57 3.03 0.36% (23.01) 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 20,884 62,272 1,455.70 1,943.89 91.45 0.37% (294.12) NDX Index 12,752 37,348 2,831.19 3,797.85 69.69 0.49% (39.68) RTY Index 617 13,754 1,116.65 1,166.71 5.45 0.82% (73.59) EFTA00288508

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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 XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 2,116 95 (157) 1,887 4,661 9,868 1,918 11,854 7,898 7,610 5,677 18,663 6,748 8,429 10,962 12,576 9,511 2,141 100 449 5,327 2,323 6,750 626 892 1,334 2,337 1,198 36,568 79 184 5,596 57 6,264 763 3,107 7,122 848 1,535 1,209 4,695 13,224 7,632 10,512 4,749 41,958 15,064 (2,799) 22,139 47,132 37,847 29,424 42,944 52,752 25,266 24,476 32,079 11,515 47,527 47,922 41,632 40,987 43,508 25,360 64,134 11,081 28,238 8,988 36,288 43,256 23,222 31,902 (37,862) 45,441 33,715 73,207 5,720 12,786 14,269 10,785 13,610 10,859 13,164 16,147 12,469 9,522 13,308 15,233 24,346 48,422 28,869 37,626 13,046.08 3,278.27 23,409.59 915.40 10,456.62 10,682.74 5,788.46 11,748.18 8,424.18 23,118.94 8,041.34 4,246.25 6.89 491.25 3,658.46 1,672.08 102.53 8,607.83 192.88 3,453.03 1,700.54 86.80 43.67 3,996.66 371.48 143.92 2,918.64 342.04 1.88 4,948.24 43.20 70.30 184.03 41.31 15.57 39.38 30.94 38.20 42.17 57.37 89.08 37.75 38.87 406.61 521.95 366.14 13,703.99 3,299.01 24,724.03 993.44 11,490.67 13,468.06 6,165.80 14,990.99 9,685.48 30,082.10 9,906.36 6,716.69 7.27 561.00 4,301.97 2,112.34 133.99 10,489.51 209.16 3,458.41 1,769.51 103.17 43.67 4,252.51 429.45 147.80 3,000.28 330.00 198 5,124.03 #N/AN/A 43.80 71.31 256.20 41.53 22.74 42.15 38.24 55.05 45.04 66.61 97.17 49.38 59.98 470.70 712.01 412.35 16.40 1.10 4.76 6.99 27.14 61.87 15.25 43.98 53.54 28.65 25.58 77.23 9.42 36.15 48.09 36.88 60.14 42.56 19.03 0.22 2.39 31.28 0.00 8.82 17.05 3.70 4.82 6.32 11.21 6.84 123.36 2.30 3.35 74.49 4.31 96.11 10.89 55.20 87.85 19.18 31.28 22.67 68.71 124.02 53.27 50.90 25.55 0.31% 0.57% 1.18% 1.22% 0.36% 0.42% 0.43% 162.34 (6.10) (21.23) (233.01) (119.85) (410.76) (295.02) 0.63% (426.33) 0.28% (282.51) 1.05% 0.91% 0.75% 0.59% (98.65) 0.39% (223.95) 0.37% (181.22) 0.71% (463.10) 0.51% (371.35) 0.51% (293.67) 0.44% (102.12) 1.70% (144.73) 0.60% (227.64) 1.09% 54.70 0.73% (144.36) 0.92% (206.64) 0.73% 287.49 0.58% (82.64) 0.56% (29.76) 0.46% 27.53 0.52% 15.30 0.40% 0.60% (19.79) 0.43% (52.53) 0.53% (64.92) 0.12% (10.43) 0.48% (130.23) 0.65% (147.02) 0.43% (38.21) 0.50% (172.02) 0.35% (35.39) 0.52% (33.10) 0.40% 55.49 0.45% (112.36) 0.44% (43.80) 0.30% (356.91) 0.72% (215.22) 0.49% EFTA00288509

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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 l€_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 7,933 4,131 12,188 5,008 1,814 27,819 4,154 520 12,064 1,527 58 1,472 23,666 4,083 8,048 1 1,491 (39) 1,552 2,524 24,824 4,046 (59) (270) 1,249 1,566 47 651 127 3,422 4,873 2,887 3,926 2,132 32,889 9,065 3,028 11,566 2,272 (214) 1,958 618 323 1,550 1,587 39,345 51,146 28,923 30,621 31,675 61,074 29,367 14,730 44,807 45,829 16,765 17,388 39,247 12,087 42,830 (15,778) (17,389) (9,568) 31,975 15,160 (26,763) 53,418 100,443 (82,081) 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 (53,741) (44,333) 41,914 89,647 360.36 456.85 222.31 488.20 679.66 609.16 932.97 374.10 388.56 807.20 431.85 314.93 172.05 159.85 3,747.86 5,016.60 21.00 109.50 99.57 3.86 1,238.06 220.12 765.33 1,214.65 221.30 1,506.03 817.18 170.18 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 347.93 429.04 83.15 464.03 1,008.64 1,507.67 433.02 493.75 315.98 568.04 718.59 886.62 1,064.94 387.32 493.17 834.10 433.36 341.59 275.80 213.84 4,452.11 5,013.13 19.20 109.95 104.40 451 89.69 236.79 764.88 1,218.65 224.44 1,535.00 816.33 171.25 221.91 373.44 506.94 361.43 1,764.92 1,279.02 478.50 1,882.50 1,379.56 482.69 753.81 346.47 452.94 82.19 460.65 1,045.93 1,534.36 43.46 15.66 103.18 38.25 14.15 146.21 37.86 6.97 48.47 9.42 0.92 19.02 88.04 36.46 43.04 0.20 13.57 0.93 8.41 11.83 1.78 136.15 0.53 1.22 3.03 7.23 0.49 2.77 0.92 17.63 23.97 14.75 19.81 11.20 176.02 52.27 15.47 80.26 13.53 1.53 17.35 1.28 2.37 17.37 7.62 0.46% (357.58) 0.52% (349.50) 0.41% (165.41) 0.43% (423.94) 0.40% (31.65) 0.31% (88.66) 0.37% (211.88) 0.51% (92.31) 0.35% (34.19) 0.38% (12.94) 0.45% (79.41) 0.68% [NAIO0EIEG) 0.93% (287.41) 0.44% (416.66) 0.34% (10.18) 0.63% (9.05) 0.44% (37.41) 0.58% 16.06 1.41% (85.88) 52.14% 0.06% 3.88 0.11% 19.69 0.27% (301.19) 0.47% 207.08, 0.27% 4.32 0.21% (184.34) 0.23% (175.41) 0.21% (145.70) 0.24% (97.75) 0.25% (111.72) 0.23% (48.96) 0.24% (90.23) 0.23% (18.97) 0.24% (199.42) 0.32% (119.54) 0.24% (65.32) 0.29% (127.67) 0.25% 12.02 0.28% (155.63) 0.32% (158.26) 0.90% 0.31% (112.74) 0.21% 1.25 EFTA00288510