Atorus, LLC 6/12/2014 Current Date: Change on Day: | -0.31%| Total Return since 1/1/12: 712M Return: Day 730 Day Return: (+MTM) on Day 167 Current Long Exposure @ Cost: er iiiain Tee Current Short Exposure @ Cost: on Day Starting Capital: Positions: Current NAV: Current Leverage fcrtponees: | 3.3 MSCI World Change on 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 Ave. Realized Gain / Avg. fesmes | p09 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. [HUT BEER 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 —— NAV 1,000,000.00 800,000.00 600,000.00. }-—_. >. —_—. a NG NG NG EG ONG NG NC, NC, NC, NC Sh PPP PP OO RA a aN a a a CaN NCCC PEP GDA’ GHW PP PHA’ HW WW gh T T T T T T EFTA00288511

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Atorus, LLC 6/12/2014 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 | 25.73%] CO1 Comdty (7,176) 0.11% NVS US Equity 5,778 0.30% DUK US Equity (7,783) 0.12% AZN US Equity 6,079 0.32% TGT US Equity (8,574) 0.13% XLF US Equity 6,141 0.32% SPGSCITR Index (11,834) 0.18% JNJ US Equity 6,289 0.33% XAG Curncy (17,834) 0.28% AZN LN Equity 6,296 0.33% XAU Comdty (26,763) 0.41% HON US Equity 6,399 0.33% SHCOMP Index (37,862) 0.58% UTX US Equity 6,501 0.34% SE_TSY CREDIT (44,333) 0.68% XLI US Equity 6,809 0.36% JP_TSY CREDIT (45,369) 0.70% AEX Index 6,830 0.36% ZA_TSY CREDIT (53,153) 0.82% ROG VX Equity 6,913 0.36% CA_TSY CREDIT (61,568) 0.95% SENSEX Index 6,993 0.36% BE_TSY CREDIT 79,771 1.23% DAI GR Equity 7,159 0.37% AU_TSY CREDIT 81,398 1.26% ACA FP Equity 7,174 0.37% AT_TSY CREDIT 81,569 1.26% NOVN VX Equity 7,373 0.38% FR_TSY CREDIT 82,246 1.27% FTSEMIB Index 7,547 0.39% NL_TSY CREDIT 82,865 1.28% SMI Index 7,639 0.40% DE_TSY CREDIT 84,524 1.31% SXXP Index 7,692 0.40% FI_TSY CREDIT 85,645 1.32% SX6P Index 7,995 0.42% MX_TSY CREDIT 87,928 1.36% SXSE Index 8,015 0.42% GB_TSY CREDIT 89,647 1.38% MAERSKB DC Equity 8,162 0.43% US_TSY CREDIT 100,443 1.55% BEL20 Index 8,293 0.43% MY_TSY CREDIT 103,107 1.59% MDT US Equity 8,483 0.44% PRU LN Equity 8,535 0.44% TMO US Equity 9,020 0.47% IT_TSY CREDIT 9,024 0.47% HEX Index 9,657 0.50% DAX Index 9,853 0.51% MMM US Equity 10,238 0.53% D pac by Cat Expc SXAP Index 10,541 0.55% LUXXX Index 10,580 0.55% Listed EquityShot 0.032% ES_TSY CREDIT 11,418 0.60% lEquityComtong |S —.05 2% IBEX Index 11,966 0.62% SXIP Index 12,049 0.63% g2oRatestong 1849 SXOP Index 12,288 0.64% NDX Index 12,303 0.64% TYC US Equity 12,787 0.67% XLV US Equity 13,036 0.68% KFX Index 13,105 0.68% ISEQ Index 18,749 0.98% jzorates 759 SPX Index 20,294 1.06% EFTA00288512

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SXTP Index 23,436 1.22% SXDP Index 27,981 1.46% 1E_TSY CREDIT 33,144 1.73% STBCNZL Index 36,947 1.93% | 83 PS P| EE ey | 182 | PAMER Short a) -eneycen tong | | CT G20 Rates Long ec) PT | 373 | | GT 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) EFTA00288513

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Atorus, LLC 6/12/2014 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 owe 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 $00,000 T T T T T T T T T T T T CCC. y 9 PP PP RP od PP PP” WP” vd > aN » » ~ HS Sr Sh SM HH oH HH” oH” PEA PA oP Ph gm T > aS Rta oO EFTA00288514

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Atorus, LLC 6/12/2014 Current Gross Notional Risk by Category ag 650,485 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 1.35 — so 115 ATorus 0.95 O75 + T T T T T T T T T T T T T T 7 7 07 7 07 a “) > Me) Me) ) > &® > b® hi gP gE pO PPP gO OH OO OH Rolling 30 Day Realized Volatility - Atorus —— 30P Vol EFTA00288515

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 6/12/2014 90.00 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.00 + 10.00, FESEEEEEEEEEEEEEEE ———= P/L Vol Days by Position AMilatiaita & i=] i= (<7 Vol Days) 10.00% 15.00% 20.00% (>7 Vol Days) 35.00% 45.00% 55.00% 11.32 65.00% 70.00% 75.00% 27.6: 85.00% 45.17 95.00% 79.3 172.1 MTM Gains(Losses) % of NAV "Signficant” MTM Gains(Losses) % of NAV "Signficant"™ 45.46% EFTA00288516

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Atorus, LLC 6/12/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™ soni Exp. @ Cost (in USD) Days Vol (in USD) 000270 KS aan (1,846) 55.57 55.34 0.46 0.90% 8.98 005380 KS Equity 3,149 224.34 221.01 “1.58 0.96% 15.49 005490 KS Equity 83 (3,177) 294.09 286.41 2.94 0.89% 12.69 005930 KS Equity (15) 1,786 1,399.37 1,387.67 -0.86 0.98% (10.91) 012330 KS Equity 763 5,584 247.00 280.77 15.83 0.86% (60.56) 1 HK Equity 943 12,607 16.18 17.39 7.73 0.97% (149.27) 1299 HK Equity 291 7,867 4.85 5.03 5.98 0.62% (22.96) 13 HK Equity 925 6,181 11.80 13.56 14.35 1.04% (9.99) 16 HK Equity 13.64 c 27 HK Equity 394 7.52 7.52 0.00 1.87% 5.12 2914 JP Equity 241 5,480 34.28 35.79 5.12 0.86% 96.35 3382 JP Equity 119 3,074 38.97 40.48 453 0.85% (19.84) 4063 JP Equity (30) 1,760 59.81 58.81 2.23 0.77% (4.32) 4502 JP Equity 152 5,651 45.00 46.21 3.97 0.68% (17.38) 4689 JP Equity 82 4,252 4.63 4.72 1.08 1.78% (76.79) 5 HK Equity (113) (4,127) 10.15 10.43 -4.50 0.61% 12.74 5108 JP Equity 37 4,359 35.90 36.21 0.97 0.88% (21.04) 5401 JP Equity (226) (2,800) 2.81 3.04 8.97 0.90% (17.82) 6301 JP Equity 50 4,173 22.48 22.75 1.28 0.94% (12.90) 6752 JP Equity 11.48 c 6902 JP Equity 47.14 . 6954 JP Equity 481 7,571 160.05 170.20 7.55 0.84% (135.92) 7201 JP Equity 15 2,852 9.36 9.40 0.56 0.93% 7.33 7203 JP Equity (95) (4,207) 56.09 57.36 “3.17 0.72% (0.01) 7267 JP Equity 49 (4,675) 35.34 34.97 1.15 0.90% 5.10 762 HK Equity (53) (2,034) 1.48 152 “1.61 1.64% 35.52 7751 JP Equity 51 5,733 32.67 32.96 1.72 0.52% (7.05) 8031 JP Equity (87) (2,279) 14.69 15.26 -4.36 0.88% 0.23 8058 JP Equity 337 8,319 19.43 20.22 6.41 0.63% (2.49) 8306 JP Equity (131) (1,834) 5.63 6.03 7.65 0.93% (36.19) 8316 JP Equity (180) (3,372) 39.96 42.10 4.45 1.20% 39.74 8411 JP Equity 52 4,642 2.02 2.04 1.97 0.57% (18.21) 8604 JP Equity (179) (3,335) 6.47 6.82 4.22 1.27% 87.29 8801 JP Equity 141 4,655 31.26 32.20 2.10 1.44% 8802 JP Equity 20 (4,927) 24.35 24.25 0.30 1.32% 18.47 9020 JP Equity (20) (1,663) 75.37 76.28 “1.63 0.74% 24.36 941 HK Equity 174 (3,782) 10.19 9.72 5.59 0.82% (5.30) 9432 JP Equity 1,131 9,492 54.98 61.53 14.12 0.84% 141.22 9433 JP Equity 183 6,343 56.96 58.60 2.75 1.05% 28.18 9437 JP Equity 59 5,062 16.97 17.17 2.19 0.53% (4.59) 9983 JP Equity (43) (2,292) 322.77 328.84 “1.78 1.05% 50.16 EFTA00288517

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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 22 1,712 19 235 56 51 803 414 399 7,174 678 493 112 53 4,551 (380) 650 (48) (18) 4711 (210) 921 676 476 3,400 6,296 5,684 6,079 221 33 (91) 1,467 824 (34) 333 (90) 254 274 95 1,769 92 (106) 191 5,645 9,685 (1,914) 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 9,864 5,575 11,422 12,676 12,119 12,812 10,667 6,820 5,219 8,396 8,615 4,842 10,263 (590) 5,475 5,427 (4,248) 6,299 10,241 5,457 4,282 74.36 78.79 23.59 51.57 7.24 104.24 39.29 18.17 18.17 6.83 97.97 77.97 76.95 61.61 112.47 137.74 50.92 70.19 169.20 168.62 116.15 77.36 306.51 29.78 90.24 99.54 73.08 49.80 50.82 50.30 129.95 15.42 4.11 99.30 54.62 73.51 137.07 14.62 64.02 10.28 45.03 16.46 53.70 74.65 92.72 23.31 23.36 53.77 7.17 #N/AN/A 112.21 39.80 16.68 16.68 15.90 103.90 82.46 78.23 62.16 162.54 133.79 54.49 70.21 168.04 168.10 116.19 88.20 328.67 31.89 96.42 108.03 94.84 74.54 74.65 74.16 132.64 15.49 4.04 116.65 59.85 73.00 141.53 #N/AN/A 15.29 #N/AN/A 62.59 13.16 45.44 16.14 56.10 0.33 23.49 1.24 6.05 1.15 0.95 11.97 2.63 7.96 8.08 107.23 17.25 9.46 3.13 1.33 38.79 4.01 9.60 0.02 1.32 0.61 0.06 22.36 5.68 10.01 11.43 10.16 45.40 36.73 34.17 34.75 3.02 0.60 1.36 33.33 13.51 1.49 6.16 9.32 3.61 3.73 2.53 38.41 2.22 1.61 5.32 1.18% 0.75% 0.79% 0.70% 0.88% 1.04% 0.64% 0.50% 1.03% 1.02% 1.24% 0.35% 0.61% 0.53% 0.68% 1.15% 0.74% 0.73% 1.11% 0.52% 0.51% 0.59% 0.63% 1.27% 0.71% 0.60% 0.84% 0.66% 1.35% 1.37% 1.37% 0.68% 0.81% 1.28% 0.52% 0.71% 0.47% 0.53% 1.63% 1.28% 1.35% 0.89% 0.73% 0.41% 1.20% 0.84% (4.25) (170.47) 9.89 (47.03) 10.30 (78.09) (50.84) (87.91) (86.57) 42.40 (35.90) (57.61) (36.07) (42.62) (23.74) (30.90) (38.41) (12.55) (39.44) (30.34) (19.00) (78.32) 67.11 39.24 133.24 37.03 (20.98) 212.41 321.47 80.01 (126.51) (68.44) (11.79) 49.40 54.76 (22.13) (69.49) (1.91) 56.48 (25.42) (189.58) (15.76) (16.31) EFTA00288518

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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 (453) (195) (125) 281 166 627 100 136 765 1,284 (3) (9) 1,270 994 811 174 738 215 58 198 2,690 1,817 532 313 421 2,903 678 268 5,310 2,634 1,935 2,600 1,286 756 123 894 37 41 1,782 2,271 (45) 907 (3,788) 9,507 7,278 1,066 (4,833) 8,609 5,982 (4,374) 14,492 5,402 (1,154) 620 (3,462) 13,686 11,444 15,201 4,026 10,949 4,860 6,030 3,932 14,645 17,559 5,408 6,766 6,006 9,275 22,712 12,827 9,959 13,530 14,136 10,962 14,082 8,423 10,158 9,550 7,768 2,191 4,786 6,415 9,972 12,539 (2,286) 7,953 18.76 34.47 67.98 245.93 32.51 32.86 304.18 32.33 66.99 99.96 46.96 74.47 71.49 59.27 7.85 120.96 6.74 104.92 32.08 47.93 34.37 90.43 69.92 60.37 36.49 152.36 98.59 60.23 84.55 51.22 37.47 52.09 36.82 52.22 70.22 77.03 114.02 64.78 52.34 24.65 24.58 25.47 64.62 123.45 60.80 21.01 33.78 66.83 310.75 31.40 35.26 309.25 31.32 70.52 123.73 47.09 73.45 69.84 64.77 8.53 127.41 7.03 111.99 33.50 48.39 36.09 107.04 77.16 61.11 39.36 160.30 103.06 67.92 89.02 52.59 52.17 61.80 43.32 61.86 80.94 82.77 115.49 AN/AN/A 72.24 53.06 24.84 24.73 30.02 30.71 76.32 125.89 67.73 -13.44 2.24 “1.95 24.95 4.69 10.34 3.03 3.75 13.66 31.45 0.33 “1.94 2.59 24.58 20.28 13.27 6.31 11.92 3.49 1.52 5.98 25.55 19.08 1.23 10.66 6.12 6.37 28.65 12.74 5.44 85.52 41.92 21.87 44.81 22.97 13.12 2.04 23.12 0.81 0.83 0.88 25.45 29.68 4.50 16.99 0.89% 0.91% 0.88% 1.06% 0.73% 0.70% 0.55% 0.83% 0.39% 0.76% 0.89% 0.72% 0.89% 0.38% 0.43% 0.40% 0.69% 0.57% 1.27% 0.63% 0.84% 0.72% 0.54% 1.00% 0.74% 0.85% 0.71% 0.45% 0.41% 0.49% 0.46% 0.44% 0.81% 0.41% 0.66% 0.57% 0.63% 0.50% 1.69% 0.93% 0.72% 0.70% 0.61% 0.44% 0.67% (52.82) (4.68) (95.33) (2.79) 52.54 (15.09) (35.60) 52.76 (38.13) (22.80) (2.16) (4.12) (12.40) (49.78) 43.14 (100.10) 9.53 (79.70) (32.77) (59.00) (20.94) (257.75) (37.82) (84.53) (145.17) (37.03) 29.55 (232.02) 15.37 (12.37) (30.39) (69.05) 265.15 (58.39) 13.56 122.72 (66.02) (40.52) (1.69) (32.99) (76.25) (134.02) (219.91) (13.04) (41.94) EFTA00288519

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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 7,159 531 3,136 4,066 421 4,857 107 485 2,142 (257) 634 3,039 150 975 3,578 92 2,549 112 278 5,081 528 (21) 270 2,811 821 98 3,136 2,150 (80) 63 192 (72) 1,259 290 326 326 1,893 33 2,764 166 1,655 (90) 3,525 161 13,908 (5,922) 13,534 8,377 10,094 10,090 2,332 11,046 11,829 (6,841) 7,918 7,396 660 7,575 10,622 (7,783) 13,400 (3,131) 11,898 9,189 11,749 8,739 12,532 8,902 11,929 4,560 5,841 14,164 7,934 6,197 6,612 6,833 2,630 6,674 5,760 8,112 7,119 14,528 5,340 13,140 5,554 25,323 (2,955) 12,136 8,503 62.20 41.71 55.43 63.20 86.88 51.66 30.86 76.68 70.38 75.84 17.84 37.11 29.41 15.16 61.97 70.84 65.00 50.61 106.13 23.45 25.43 66.79 45.66 4.48 24.33 18.88 72.84 64.39 12.51 70.70 73.03 16.82 44.06 33.66 133.48 33.25 34.13 62.63 22.35 22.32 78.47 50.89 5.22 16.41 35.24 94.22 37.97 68.27 93.88 90.51 #N/AN/A 76.52 32.28 80.05 83.12 78.69 19.27 52.36 36.07 17.11 82.85 70.00 77.36 48.79 108.61 36.41 26.58 66.64 46.64 5.90 26.00 19.29 111.95 74.16 12.38 71.43 75.16 16.64 65.15 33.69 140.20 34.59 35.70 70.79 22.49 27.01 80.81 54.22 58.05 5.38 21.18 35.90 68.71 9.93 45.12 62.85 7.34 94.14 7.01 6.61 28.42 -3.56 11.55 65.38 27.98 16.45 34.31 2.44 26.69 4.58 6.07 55.68 9.92 0.39 4.72 33.24 10.34 2.41 56.31 35.19 1.77 1.88 5.04 1.53 34.88 0.11 8.88 4.38 5.05 19.97 0.85 44.76 3.05 16.51 4.22 48.96 2.37 0.75% 0.90% 0.51% 0.77% 0.57% 0.51% 0.66% 0.66% 0.64% 1.06% 0.69% 0.63% 0.81% 0.78% 0.98% 0.48% 0.71% 0.78% 0.38% 0.99% 0.45% 0.60% 0.46% 0.95% 0.67% 0.89% 0.95% 0.43% 0.57% 0.54% 0.58% 0.69% 1.37% 0.86% 0.57% 0.92% 0.91% 0.65% 0.71% 0.47% 0.98% 0.40% 0.72% 0.59% 0.80% (2.64) (1.60) (181.57) (43.19) (111.04) 50.29 19.55 (16.51) (214.35) 21.04 13.11 (92.01) (3.03) 26.57 (13.48) (2.45) 216.59 (12.70) (85.69) 209.78 (111.91) (95.07) (15.85) (83.79) 68.22 (34.45) 158.42 (95.06) 11.43 (5.81) (7.72) (118.03) (10.11) (69.64) (100.93) (98.33) (72.91) 162.46 (35.72) (89.46) (3.54) (284.34) 33.77 (240.91) (53.60) EFTA00288520

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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 (38) 162 209 1,134 2,356 299 175 6,399 2,384 92 2,445 250 2,795 2,016 4,385 (251) (101) 4,156 (93) 83 6,289 160 213 (6) (38) 86 527 293 (0) 670 253 (82) (62) 1,579 62 8,162 292 (50) 249 4,100 8,483 1,717 1,351 10,238 1,489 6,581 7,007 5,707 11,763 7,891 13,333 7,694 11,930 8,030 8,008 7,531 (6,942) 13,953 13,546 5,699 5,715 4,601 14,011 (2,921) 4,214 20,076 8,412 11,316 2,746 (789) 5,724 7,489 10,686 3,063 4,953 2,016 (2,461) 4,313 1,490 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,316 555.60 162.23 26.22 25.40 51.84 76.98 42.69 61.10 25.94 10.34 5.56 188.29 37.12 24.52 1.93 15.85 67.84 146.45 48.47 78.15 56.08 107.98 34.95 40.90 43.92 41.91 200.99 1.22 59.03 122.48 183.83 46.76 76.08 59.29 75.27 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 12.38 96.89 37.33 552.39 165.97 27.18 27.85 67.32 78.70 43.66 93.87 33.65 10.46 7.37 181.51 44.55 28.17 3.41 15.18 #N/AN/A 87.96 151.11 49.42 102.64 57.14 110.01 34.88 40.52 43.63 42.39 210.91 1.34 59.03 163.17 164.97 45.88 73.06 100.04 76.03 2,589.25 195.87 100.11 183.76 37.31 60.84 54.45 18.91 #N/AN/A 143.40 41.50 0.60 2.99 6.13 13.64 44.18 3.55 3.18 87.56 36.29 2.05 66.34 6.18 30.94 26.55 56.55 -3.00 -1.50 65.22 4.85 2.33 88.40 2.80 5.43 0.40 3.14 0.70 1.52 8.19 9.70 0.00 66.11 5.53 “1.84 3.23 137.73 1.27 59.28 7.85 1.15 13.52 47.23 55.69 21.71 73.82 111.33 22.62 0.96% 0.77% 0.60% 0.71% 0.68% 0.63% 0.72% 0.61% 0.82% 0.56% 0.49% 0.58% 0.65% 0.56% 1.36% 1.46% 147% 0.45% 0.66% 0.84% 0.35% 0.68% 0.35% 0.55% 0.30% 0.95% 0.76% 0.60% 0.99% 0.54% 0.50% 1.86% 1.03% 1.28% 0.50% 0.80% 0.96% 0.51% 0.45% 0.84% 0.63% 0.73% 1.05% 0.71% 0.43% (59.44) 26.16 19.15 (168.43) 88.59 (231.01) (62.52) (197.83) 96.99 14.36 61.73 49.41 186.33 126.98 (193.78) (47.81) (147.03) 6.15 (24.36) (206.08) (32.74) (112.46) (4.89) 7.56 (106.74) (122.09) (11.76) 36.55 (47.42) (24.25) (28.44) (102.89) (18.40) 29.15 (76.61) (122.69) (11.50) (45.74) (36.20) (139.58) (177.83) (75.51) (19.62) (244.33) 049% (340.82) EFTA00288521

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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 1,700 1,918 91 1,187 635 (3) 4,567 495 1,059 2,328 262 4,647 (108) 7,373 1,158 2,386 5,778 4,030 331 1,796 2,018 508 (40) (42) 299 269 549 (76) (78) (19) 79 168 1,266 (10) (78) 8,535 598 1,702 2,557 2,349 2,829 1,204 743 693 12,435 12,269 3,648 8,724 6,116 13,313 15,275 (2,777) 11,809 13,478 5,145 4,498 8,643 21,557 9,444 10,732 18,195 (4,107) 9,397 8,559 8,999 10,010 (515) (518) 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 16,951 12,769 12,682 12,125 11,546 11,427 106.57 50.46 30.93 35.67 197.70 31.52 73.39 28.38 70.94 12.00 71.37 3.96 78.00 66.71 40.35 82.11 67.78 167.74 13.80 34.43 96.30 14.43 15.40 1,174.29 257.64 83.78 29.61 79.25 86.84 76.94 36.04 36.32 12.76 162.12 65.88 114.15 67.02 75.41 53.94 75.02 78.85 121.14 48.69 58.35 31.71 40.52 218.21 3151 9.19 95.33 23.32 77.30 14.08 75.01 8.06 77.04 89.53 45.30 100.36 89.31 #N/AN/A 173.65 16.70 42.15 101.19 15.55 16.66 1,242.99 266.23 87.25 #N/AN/A #N/AN/A 29.49 79.82 31.62 88.31 87.30 35.99 35.97 23.11 169.35 82.94 131.37 79.35 92.24 59.29 79.84 83.63 24.61 21.17 2.58 19.99 16.95 0.04 54.50 18.60 17.17 24.54 7.15 101.03 1.25 82.64 13.99 34.24 86.92 32.94 741 19.61 $1.18 10.33 4.98 485 5.29 3.84 10.65 3.84 -3.98 0.65 2.10 5.44 19.73 0.23 -1.69 132.92 8.01 34.74 37.38 41.32 46.23 13.78 13.36 9.26 0.56% 0.74% 0.97% 0.68% 0.61% 0.71% 0.55% 0.96% 0.52% 0.70% 0.71% 1.02% 0.99% 0.41% 0.88% 0.65% 0.37% 2.98% 0.48% 1.07% 0.44% 0.49% 1.56% 1.68% 1.11% 0.87% 0.39% 1.69% 1.78% 0.61% 0.34% 0.31% 0.68% 0.63% 0.58% 0.61% 0.56% 0.75% 0.40% 0.45% 0.48% 0.72% 0.48% 0.65% 22.89 (107.68) 0.79 (86.17) (8.26) (25.50) 70.10 (38.20) (29.26) 80.47 (10.68) 16.83 84.61 (138.86) 188.83 (183.39) (89.06) (56.18) 47.15 (119.43) 134.71 0.95 2.03 22.21 (63.16) (104.87) 5.51 (29.26) (16.49) (90.10) (5.94) (8.31) 84.46 (33.37) 14.38 (192.86) 47.05 (94.80) (85.59) 143.67 132.00 EFTA00288522

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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 TWCUS Equity 820 627 717 193 (43) (106) (118) 6,913 446 1,744 (42) 2111 1,656 (4) (1) 106 2,502 888 2,397 (9) (237) (375) (3) 1,769 87 1,428 1,433 117 (152) 85 1,028 387 371 857 766 (267) 29 9,020 1,248 (19) 1,215 756 974 9,744 11,195 10,889 6,240 3,319 2,203 2,526 17,035 12,131 11,677 (3,097) 9,840 7,980 1,563 1,074 10,127 8,173 5,345 10,311 3,817 11,861 12,778 403 11,476 5,049 11,983 10,184 13,011 4,735 (4,132) (5,972) 13,770 8,397 6,344 (8,574) (588) 13,319 (5,268) (5,774) 10,218 7,801 (3,875) 14,198 (6,473) 5,234 36.73 37.76 39.07 302.78 56.25 54.00 53.93 212.78 66.22 49.62 106.12 8.73 8.73 75.58 75.30 73.24 44.52 114.81 86.80 697.28 44.09 168.84 22.52 26.77 65.21 37.23 87.64 37.52 25.97 359.52 35.25 46.52 16.14 15.95 63.57 55.53 4.66 7.02 115.16 63.59 61.19 46.17 87.42 5.57 120.22 39.83 39.87 41.65 312.14 55.54 $1.53 51.53 299.13 68.65 57.03 107.54 10.60 10.54 75.39 75.22 74.01 58.15 HN/AN/A 133.89 106.98 695.72 43.23 164.03 88.79 22.34 30.90 66.33 41.67 94.56 41.65 26.61 372.78 34.75 50.00 16.89 16.88 57.22 54.90 4.93 7.38 114.59 119.72 70.98 46.40 94.90 4.92 142.60 14.10 12.20 11.19 2.80 “1.17 5.06 4.09 71.92 9.13 20.07 2.95 36.69 27.18 ~0.38 0.15 1.64 36.12 25.54 46.30 0.22 -3.64 4.86 1.44 16.67 2.16 16.58 9.36 15.33 3.58 7.4L 3.46 16.21 6.85 7.14 12.10 1.11 11.58 9.31 0.82 138.58 21.72 1.31 21.64 13.63 35.30 0.60% 0.46% 0.59% 1.10% 1.10% 0.95% 1.14% 0.56% 0.40% 0.74% 0.45% 0.58% 0.76% 0.67% 0.68% 0.64% 0.85% 0.65% 0.50% 1.00% 0.55% 0.60% 0.54% 0.92% 0.80% 0.72% 0.84% 0.72% 0.69% 0.50% 0.41% 0.46% 0.67% 0.82% 0.83% 1.02% 0.50% 0.54% 0.61% 0.64% 0.74% 0.38% 0.40% 0.86% 0.53% 65.63 101.95 67.47 39.25 (10.55) (56.41) (70.40) (205.52) (46.67) 23.43 0.89 1.35 (15.33) 9.01 4.51 (69.67) 18.13 2.09 45.89 (20.57) (5.03) (44.32) 0.74 188.59 (16.21) 399.29 (36.09) 429.98 (27.63) 41.59 19.90 (104.80) 26.19 53.26 (39.68) 6.75 (45.03) 44.88 (26.07) (29.67) 115.23 (2.41) 7.36 64.36 (7.38) EFTA00288523

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TWX US Equity 110 9,814 67.77 68.52 1.33 0.84% (57.52) TXN US Equity 4,593 12,205 34.93 48.07 60.36 0.62% (6.46) TYC US Equity 12,787 24,080 29.17 44.65 75.52 0.70% 7.02 UBS US Equity (9) 1,899 19.76 19.67 0.71 0.65% (29.29) UBSN VX Equity (7) 1,784 19.78 19.70 0.53 0.75% (29.04) UCG IM Equity 3,444 5,500 5.62 9.15 48.51 1.29% (53.38) ULVR LN Equity 366 6,329 42.99 45.47 9.94 0.58% 53.22 UNA NA Equity 323 8,550 42.33 43.93 6.63 0.57% 73.46 UNH US Equity 2,391 10,611 64.78 79.38 41.19 0.55% (107.72) UNP US Equity 2,683 14,119 84.72 100.81 35.64 0.53% (186.84) UPS US Equity 3,980 14,806 79.87 101.34 46.01 0.58% (240.81) USB US Equity 3,401 14,625 34.87 42.98 58.46 0.40% (9.18) UTX US Equity 6,501 15,190 82.05 117.17 66.90 0.64% (210.07) V US Equity 234 9,462 206.92 212.03 3.96 0.62% (35.75) VALE US Equity 386 (2,664) 14.92 12.76 11.32 1.28% 114.00 VALE3 BZ Equity 348 (2,939) #N/AN/A 8.66 1.37% VIAB US Equity 3,911 9,746 61.33 85.94 62.20 0.65% (116.90) VIV EP Equity 26.04 : VMW US Equity 289 4,785 89.16 94.56 6.60 0.92% (93.77) VOD LN Equity 512 (3,948) 3.82 3.32 13.85 0.94% 66.67 VOD US Equity 504 (3,810) 38.03 33.00 13.95 0.95% 48.54 VOW3 GR Equity 93 3,208 259.69 267.24 4.94 0.59% 36.82 VRX CN Equity 230 2,217 109.70 121.11 7.70 1.35% (62.29) VRX US Equity 455 1,504 93.20 121.43 23.61 1.28% (43.69) VTIUS Equity 799 5,134 86.91 100.44 38.28 0.41% (30.75) VWO US Equity 107 5,630 42.75 43.56 3.30 0.58% (11.62) VZUS Equity (36) 2,845 49.59 48.97 “2.44 0.52% (23.83) WBC AU Equity 695 11,844 30.87 32.68 8.91 0.66% 22.33 WES AU Equity 52 13,490 39.08 39.23 0.63 0.61% (24.70) WFC US Equity 4,006 12,958 39.63 51.89 58.10 0.53% (117.43) WLP US Equity 4,585 10,908 75.47 107.20 66.34 0.63% 13.96 WMT US Equity (65) 9,262 76.31 75.78 “1.48 0.47% (54.42) WOW AU Equity (45) 4,724 34.83 34.50 “1.58 0.60% 16.48 XOM US Equity 1,712 16,573 92.53 102.09 27.50 0.38% 39.09 XTA LN Equity #N/AN/A YHOO US Equity 141 3,171 35.02 36.58 4.49 0.99% (0.71) YUM US Equity 533 9,244 74.81 79.12 11.30 0.51% (24.48) ZURN VX Equity 59 8,429 294.36 296.41 1.92 0.36% (33.17) 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 20,294 62,272 1,455.70 1,930.11 85.68 0.38% NDX Index 12,303 37,348 2,831.19 3,763.80 64.29 0.51% RTY Index 527 13,754 1,116.65 1,159.40 4.64 0.83% (89.44) EFTA00288524

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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 2,233 20 (157) 1,853 4,727 9,853 1,939 11,966 7,639 7,547 5,435 18,749 504 6,830 8,293 10,580 13,105 9,657 2,084 277 457 5,556 2,438 6,993 492 777 1,338 2,257 1,166 36,947 52 146 5,495 57 6,141 799 2,966 6,809 753 1,393 1,257 4,526 13,036 7,692 10,541 4,878 42,751 15,064 (2,799) 22,139 47,394 37,847 29,424 42,944 52,752 25,266 24,476 32,079 8,636 47,720 47,922 41,632 40,987 43,687 25,629 64,153 12,366 28,238 8,999 36,288 43,256 23,222 33,812 (37,862) 45,441 33,715 73,207 5,720 12,786 14,269 10,785 13,610 10,859 13,218 16,147 12,469 9,522 13,308 15,233 24,346 48,422 28,869 37,626 13,058.31 3,278.27 915.40 10,461.88 10,682.74 5,788.46 11,748.18 8,424.18 23,118.94 8,041.34 4,246.25 6.89 491.50 3,658.46 1,672.08 102.53 8,614.24 193.03 3,453.03 1,707.57 86.80 3,996.66 371.48 143.92 2,922.57 342.04 1.88 4,948.24 444.47 43.20 70.30 184.03 41.31 15.57 39.38 30.96 38.20 42.17 57.37 89.08 37.75 38.87 406.61 521.95 366.14 13,740.33 3,282.57 #N/AN/A 992.00 11,505.32 13,463.96 6,169.85 15,021.59 9,644.07 30,024.88 9,826.80 6,728.05 7.29 561.85 4,291.59 2,096.99 135.31 10,518.45 208.73 3,467.95 1,770.70 103.87 #N/AN/A 4,265.21 431.54 146.97 2,989.71 329.96 198 5,119.36 668.79 43.59 71.10 254.89 41.53 22.60 42.28 37.91 54.31 44.72 65.76 97.49 48.96 59.68 471.21 712.53 413.60 17.55 0.23 4.76 6.93 30.23 64.68 15.54 44.81 50.37 28.69 24.34 79.31 9.77 39.00 48.25 34.51 59.80 46.67 18.54 0.62 2.18 31.96 0.00 9.50 17.57 3.02 3.97 7.03 10.83 6.69 122.49 1.47 2.69 73.92 4.40 91.20 11.32 50.30 80.37 16.43 26.92 23.10 66.00 118.52 54.23 50.97 25.75 0.30% 0.58% 1.18% 1.21% 0.33% 0.40% 0.42% 0.62% 0.29% 1.04% 0.91% 0.74% 0.60% 0.37% 0.36% 0.74% 119.26 (75.14) (34.86) 66.46 (14.54) 20.59 112.10 (258.22) (62.41) (240.21) 86.00 24.14 82.53 (135.59) os3% $3418 0.47% 0.44% 0.70% 1.69% 0.62% 1.09% 0.71% 0.92% 0.70% 0.58% 0.50% 0.46% 0.52% 0.41% 0.61% 0.42% 0.52% 0.12% 0.49% 0.65% 0.45% 0.52% 0.37% 0.54% 0.41% 0.45% 0.45% 0.29% 0.72% 0.50% 147.17 (57.17) 177.79 8.65 230.42 115.67 244.40 (132.49) (121.91) 4.45 (80.22) (31.79) (27.67) (38.08) (101.05) (121.60) 35.96 (139.67) (308.58) (93.94) (139.29) 47.96 (168.06) (186.97) 60.13 29.02 129.49 EFTA00288525

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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 7,995 4,833 12,049 5,023 1,858 27,981 4,086 591 12,288 1,756 (17) 1,552 23,436 4,031 8,015 (209) 1,212 (231) 2,236 3,520 (765) 4,063 176 (451) 1,619 2,005 (35) 888 216 3,500 4,894 3,007 3,996 2,245 33,144 9,024 3,124 11,418 2,297 (114) 2,141 (150) 264 1,609 1,860 39,503 51,146 28,923 30,621 31,675 61,074 29,534 16,254 44,807 45,829 16,765 17,388 39,247 12,087 43,006 (11,834) (17,834) (7,176) 33,101 15,160 (26,763) 53,418 100,443 (61,568) 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 (53,153) (44,333) 41,914 89,647 360.60 456.85 222.31 488.20 679.66 609.16 933.61 375.46 388.56 807.20 431.85 314.93 172.05 159.85 3,750.28 5,016.60 20.96 109.50 99.79 3.86 89.21 220.12 765.33 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 1,330.92 392.28 729.23 347.94 429.04 83.15 464.03 1,008.64 1,507.67 433.59 500.02 314.91 568.28 719.54 888.24 1,062.78 389.12 495.12 838.14 431.40 343.04 274.79 213.15 4,449.21 5,105.25 19.53 113.02 106.53 4.76 91.76 236.87 766.67 1,223.55 225.37 1,543.12 817.81 171.64 222.21 373.78 507.07 361.92 1,766.35 1,280.69 479.60 1,881.29 1,381.10 481.53 754.08 347.16 455.18 83.38 461.27 1,047.35 1,538.95 43.24 17.27 100.42 38.58 14.34 149.78 36.73 6.98 48.63 10.77 0.27 20.24 87.73 35.60 42.55 4.79 10.29 6.11 11.36 14.66 0.06 136.12 1.56 2.61 3.88 8.81 0.35 3.66 1.59 17.82 24.03 15.08 19.96 11.58 172.11 $1.74 15.72 77.17 13.63 0.82 18.28 0.30 1.96 17.99 8.86 0.47% 62.38 o.ss% |) 720153) 0.41% (138.85) 0.43% 15.36 0.41% 44.32 0.31% 162.17 0.38% (68.48) 0.52% 78.50 0.56% 225.19 0.36% 230.34 0.39% (75.39) 0.44% 79.99 0.68% (229.25) 0.94% (52.25) 0.44% (33.21) 0.37% (213.61) 0.66% (325.19) 0.53% (193.92) 0.59% 1.58% 49.03% 0.06% 17.38 0.11% 235.47 0.28% (245.74) 0.47% 371.05 0.28% 44.19 0.22% (82.19) 0.24% 236.83 0.21% 89.52 0.24% 77.45 0.26% 21.71 0.23% 120.19 0.24% 69.88 0.23% 113.29 0.25% 256.12 0.32% (41.14) 0.24% 95.99 0.29% (148.05) 0.25% 24.96 0.27% 100.87 0.33% 184.43 0.30% (60.02) 0.21% 59.09 0.23% 273.74 EFTA00288526