Atorus, LLC 6/16/2014 Current Date: Change on Day: 0.07%] Total Return since 1/1/12: 712M Return: Day 730 Day Return: . (+MTM) on Day 214 Current Long Exposure @ Cost: ee iiiiain Tee Current Short Exposure @ Cost: on Day Starting Capital: Positions: Current NAV: Current Leverage fcctonres: | 3.3 Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 124M (+) 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 PoatonsTiow | saan _| Ave. Realized Gain / Avg. fesmelas | ae We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. [UU BEEBE T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. 2,200,000.00 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. }-—_. $$. —_—. Aa NG NG NG EG ONG NG NC, NC, NC, BN Se SH PP SP PP RUA a aN a CaN CR PEP GDA’ GHW PEP PHA’ HW WW gh T T T T T T EFTA00288527

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Atorus, LLC 6/16/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _sSecurity | __ Notional __|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 24 Positions 45 Positions | 25.75%] TSCO LN Equity (6,852) 0.11% MDY US Equity 5,550 0.29% IBM US Equity (6,942) 0.11% AZN SS Equity 5,567 0.29% T US Equity (7,349) 0.11% AZN US Equity 6,026 0.32% DUK US Equity (7,783) 0.12% NVS US Equity 6,035 0.32% TGT US Equity (8,574) 0.13% XLF US Equity 6,054 0.32% XAG Curncy (17,834) 0.28% AZN LN Equity 6,177 0.32% CA_TSY CREDIT (20,523) 0.32% JNJ US Equity 6,240 0.33% XAU Comdty (26,763) 0.41% HON US Equity 6,386 0.33% SHCOMP Index (39,032) 0.60% UTX US Equity 6,438 0.34% SE_TSY CREDIT (44,333) 0.69% AEX Index 6,633 0.35% JP_TSY CREDIT (45,369) 0.70% ROG VX Equity 6,696 0.35% ZA_TSY CREDIT (53,153) 0.82% XLI US Equity 6,864 0.36% IE_TSY CREDIT 78,270 1.21% ACA FP Equity 6,945 0.36% BE_TSY CREDIT 79,771 1.24% DAI GR Equity 7,045 0.37% AU_TSY CREDIT 81,398 1.26% FTSEMIB Index 7,325 0.38% AT_TSY CREDIT 81,569 1.26% SXXP Index 7,414 0.39% FR_TSY CREDIT 82,246 1.27% NOVN VX Equity 7,567 0.40% NL_TSY CREDIT 82,865 1.28% SMI Index 7,702 0.40% DE_TSY CREDIT 84,524 1.31% SXSE Index 7,746 0.41% FI_TSY CREDIT 85,645 1.33% BEL20 Index 7,925 0.41% MX_TSY CREDIT 87,928 1.36% MAERSKB DC Equity 7,962 0.42% GB_TSY CREDIT 89,647 1.39% SX6P Index 8,239 0.43% US_TSY CREDIT 100,443 1.56% PRU LN Equity 8,360 0.44% MY_TSY CREDIT 103,107 1.60% MDT US Equity 8,511 0.45% TMO US Equity 8,841 0.46% IT_TSY CREDIT 9,280 0.49% HEX Index 9,403 0.49% DAX Index 9,671 0.51% D pac by Cat Exp SXAP Index 10,189 0.53% Listed Equitylong | (8% MMM US Equity 10,192 0.53% Listed EquityShort__— | 0.012 LUXXX Index 10,457 0.55% lEquitycomtong | 0.222% SKOP Index 11,531 0.60% EquitycomShot = tsti‘tsé~drSCSCSC:si«C 001% ES_TSY CREDIT 11,617 0.61% lc2oRatestong | 220 IBEX Index 11,661 0.61% [620 RatesShort | 0.025% SXIP Index 11,663 0.61% NOX Index 12,516 0.65% 1M Contribution (% of total ¥r/Yr NAV C category) KFX Index 13,019 0.68% Listed Equities XLV US Equity 13,080 0.68% EquityCom | 45.56%) TYC US Equity 13,320 0.70% G20 Rates | 7.83%] ISEQ Index 17,756 0.93% EFTA00288528

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SPX Index 20,622 1.08% SXTP Index 22,155 1.16% SXDP Index 28,166 1.47% IE_TSY CREDIT 33,444 1.75% STBCNZL Index 36,318 1.90% APAC Short EMEA Long LEMEAShort AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $250,000 pS @ APAC Long $2,000,000 @ APAC Short @ EMEA Long $1,500,000 lm EMEA Short 51,000,000 m AMER Long wm AMER Short $500,000 ® EquityCom Long ® EquityCom Short $- © G20 Rates Long 1 ®@ G20 Rates Short $(500,000) EFTA00288529

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Atorus, LLC 6/16/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,000,000 Ra ap (1,000,000) + (2,000,000) 6,000,000 5,000,000 4,000,000 3,000,000 APAC — EMEA 2,000,000 amen — EquityCom G20 Rates 1,000,000 ° omen NexEposure RHS (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 —— AMER —— EquityCom nr G20 Rates 500,000 Vv v a7 Vv “) Se] Me) > b& “a & Sh SP PPP PM PM OD Ph a AP PP Ph Ph PEPE PE APY PE PH PEP HE AWE HH PE PT Wg EFTA00288530

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Atorus, LLC 6/16/2014 Current Gross Notional Risk by Category 266,723 653,453 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 —nMso 16 ATorus 0.95 0.75 + T T T T T T T T T T T T T T Vv Vv + Vv Vv Vv \ > \] > > “) b® “a ® or” Sy 0” 8 oY Ao” oY Wo” ” Wo” Ao” oY A” WO oO” a a Wo” SA AE HHH EH MH AM HH Mh SH Rolling 30 Day Realized Volatility - Atorus 2.00% —— 30P Vol Sv A RM RY RD AD Ce) Nal SS PP PP PP Pm OS Fo 9” HH”? GH” Sos PPP HP WW HH GF WW EFTA00288531

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 6/16/2014 90.00 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.00 + -10.00, FEEEEEEEEEEEEEE EEE ———= P/L Vol Days by Position AAA EIS 8/8 B y (<7 Vol Days) 10.00% 15.00% 20.00% & (>7 Vol Days) 35.00% 45.00% 55.00% 11.6 65.00% 70.00% 75.00% 18.82 85.00% 95.00% 79.2 168.1 MTM Gains(Losses) % of NAV "Signficant” MTM Gains(Losses) % of NAV "Signficant" 0.71% 45.54%) EFTA00288532

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Atorus, LLC 6/16/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™M Senitos) Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS = (3,080) 55.44 54.78 1.35 0.88% 20.92 005380 KS Equity to 3,149 224.30 219.81 “2.25 0.91% 6.89 005490 KS Equity 148 (3,177) 294.09 280.38 5.30 0.88% 24.85 005930 KS Equity : 702 1,343.27 1,343.27 0.00 1.05% (2.73) 012330 KS Equity 438 3,350 247.00 279.30 16.27 0.80% 4.32 1 HK Equity 959 12,607 16.18 17.41 7.97 0.96% (87.02) 1299 HK Equity 339 7,867 4.85 5.06 7.92 0.54% (8.26) 13 HK Equity 945 6,181 11.80 13.60 15.04 1.02% (9.26) 16 HK Equity 13.77 Cc 27 HK Equity (7) 348 7.52 7.38 “1.08 1.74% (6.53) 2914 JP Equity 194 6,921 34.56 35.53 3.56 0.79% (43.97) 3382 JP Equity 113 3,074 38.97 40.40 4.62 0.80% 14.79 4063 JP Equity - 979 59.17 59.17 0.00 0.68% 7.55 4502 JP Equity 160 7,126 45.24 46.26 3.75 0.60% 23.20 4689 JP Equity 92 4,252 4.63 4.73 1.31 1.65% 35.94 5 HK Equity (130) (4,127) 10.15 10.47 5.31 0.59% 11.99 5108 JP Equity (0) 4,359 35.90 35.90 0.01 0.88% (20.52) 5401 JP Equity 3.10 : 6301 JP Equity 2 4,173 22.48 22.49 0.04 0.90% 28.14 6752 JP Equity 11.62 c 6902 JP Equity 47.12 : 6954 JP Equity 467 7,571 160.05 169.92 7.43 0.83% 75.60 7201 JP Equity 13 3,598 9.37 9.40 0.40 0.87% (7.51) 7203 JP Equity (89) (4,207) 56.09 57.28 -3.26 0.65% (19.18) 7267 JP Equity 102 (4,675) 35.34 34.56 2.60 0.84% (2.25) 762 HK Equity (41) (1,017) 1.48 154 -3.09 1.29% 20.47 7751 JP Equity 99 5,733 32.67 33.23 3.53 0.49% (9.66) 8031 JP Equity (103) (1,710) 14.69 15.58 -6.46 0.93% 140.20 8058 JP Equity 448 8,319 19.43 20.48 8.47 0.64% : 8306 JP Equity 6.05 (22.68) 8316 JP Equity (186) (3,372) 39.96 42.16 5.16 1.07% 14.90 8411 JP Equity 88 6,112 2.02 2.05 2.77 0.52% (10.88) 8604 JP Equity (127) (1,668) 6.47 6.97 6.64 1.15% 35.65 8801 JP Equity 130 4,655 31.26 32.13 2.00 1.40% 8802 JP Equity 18 (4,927) 24.35 24.26 0.29 1.22% (29.53) 9020 JP Equity (7) (2,905) 75.65 75.84 0.34 0.73% (1.57) 941 HK Equity 171 (3,782) 10.19 9.73 6.69 0.68% 11.22 9432 JP Equity 1,081 9,492 54.98 61.25 15.47 0.74% (43.46) 9433 JP Equity 252 6,343 56.96 59.22 3.95 1.01% (8.81) 9437 JP Equity 50 5,062 16.97 17.14 1.78 0.55% 25.03 9983 JP Equity (26) (2,292) 322.77 326.48 “1.05 1.10% (12.02) EFTA00288533

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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 103 1,636 26 246 156 181 695 126 330 319 6,945 648 525 154 44 4,298 (377) 717 (85) (86) (48) (1) 1,658 (184) 920 851 514 3,321 6,177 5,567 6,026 211 (72) (90) 1,389 824 4 210 237 246 41 1,695 168 (113) 139 5,645 9,685 (3,632) 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 10,292 9,279 4,737 7,052 5,730 8,878 12,312 (2,898) 12,947 10,988 5,575 11,543 12,676 12,119 12,812 10,667 6,820 5,219 8,432 8,615 4,842 10,263 475 5,475 5,427 (4,248) 6,299 10,241 5,457 4,282 74.36 78.79 23.44 51.57 7.24 7.31 104.24 39.29 18.17 18.17 6.83 97.97 77.97 76.95 61.61 112.47 137.68 50.92 70.17 169.18 168.61 116.15 77.43 306.51 29.78 90.94 99.54 73.26 49.80 50.82 50.30 129.95 15.42 4.11 99.36 54.62 73.52 137.07 11.91 14.62 14.64 64.02 10.28 45.03 16.46 53.70 75.72 92.10 23.24 23.28 53.88 7.04 7.05 111.13 39.98 16.98 16.98 15.61 103.63 82.74 78.71 62.07 159.75 132.81 54.85 68.94 167.14 167.22 116.14 87.86 325.99 31.89 97.98 108.72 94.33 74.07 74.16 73.96 132.51 15.26 4.04 115.73 59.84 73.58 139.88 11.91 15.25 15.30 63.40 13.04 45.77 16.12 55.45 1.59 21.37 1.21 6.49 3.28 3.82 11.29 3.45 6.47 6.64 103.52 16.58 10.20 4.16 1.16 37.47 4.96 10.53 1.59 2.37 1.61 0.01 27.10 5.16 9.77 12.11 11.11 44.04 38.37 34.91 36.87 2.93 1.27 1.45 38.52 14.82 0.22 3.77 0.00 3.70 3.72 1.15 36.43 3.94 “1.78 3.95 1.15% 0.79% 0.58% 0.69% 0.86% 0.92% 0.59% 0.51% 1.01% 0.99% 1.24% 0.35% 0.60% 0.55% 0.65% 1.12% 0.74% 0.73% 1.12% 0.51% 0.52% 0.58% 0.50% 1.23% 0.73% 0.64% 0.83% 0.65% 1.27% 1.32% 1.28% 0.67% 0.83% 1.19% 0.43% 0.65% 0.40% 0.54% 1.54% 1.17% 1.22% 0.84% 0.74% 0.42% 1.17% 0.83% 28.25 66.27 (10.23) (14.49) 50.21 65.63 1.12 40.25 (67.99) (57.84) (67.05) (29.41) (2.96) (4.29) 2.77 (220.29) (11.26) 38.52 (26.00) 15.56 21.01 25.14 (57.86) 3.30 98.39 96.35 33.34 (62.77) (79.86) (74.94) (53.77) 23.95 (82.31) (5.08) 16.06 12.41 28.97 4.59 6.69 (29.66) (39.21) (53.74) (42.07) 53.88 (24.81) (16.70) EFTA00288534

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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 (265) (304) (83) 271 142 543 83 77 826 1,254 (9) (7) 1,442 1,112 648 163 687 135 (54) 62 2,587 1,694 372 333 373 2,924 207 5,231 3,060 2,174 3,003 1,299 858 100 2,850 63 (67) (5) 1,869 2,221 1,042 (1,894) 9,507 7,278 1,066 (4,833) 8,609 5,982 (4,374) 14,492 5,402 (2,384) 207 (3,462) 14,098 11,824 15,201 4,372 10,949 4,860 6,030 2,359 14,645 17,559 5,408 6,766 6,006 9,275 22,712 12,827 10,468 13,530 14,136 11,154 14,160 8,423 10,862 9,550 7,850 2,191 4,786 6,415 9,972 12,539 7,953 18.76 34.45 67.99 245.93 32.86 304.18 32.33 66.99 99.96 47.02 74.39 71.49 59.43 7.88 120.96 6.76 104.92 32.08 47.93 34.37 90.43 69.92 60.37 36.49 152.36 98.59 60.22 84.55 51.28 37.47 52.09 36.93 52.27 70.22 77.39 114.02 64.85 52.34 24.65 24.58 25.47 64.62 60.80 21.39 33.38 67.22 308.56 HN/AN/A 34.93 308.40 31.76 70.81 123.16 47.20 71.83 70.17 65.50 8.62 126.11 7.01 111.50 32.97 47.51 35.27 106.41 76.67 60.45 38.49 160.80 102.55 67.97 89.85 $2.29 51.95 63.37 44.12 63.36 81.05 83.51 115.22 AN/AN/A 88.40 53.85 24.30 24.56 30.24 31.73 76.07 128.25 68.76 -16.11 “3.42 “1.38 25.08 4.05 9.14 251 2.14 14.58 31.89 0.46 -4.80 2.16 25.06 20.59 10.03 5.23 10.79 2.17 “1.32 3.47 24.27 17.12 0.14 7.27 6.92 6.02 30.34 14.74 4.00 84.58 43.06 23.16 44.91 24.44 15.12 1.65 29.68 1.77 1.67 0.10 26.36 28.74 20.21 0.87% 0.94% 0.83% 1.02% 0.73% 0.69% 0.55% 0.82% 0.39% 0.73% 0.85% 0.74% 0.85% 0.41% 0.46% 0.42% 0.71% 0.58% 1.28% 0.67% 0.76% 0.73% 0.56% 1.01% 0.76% 0.80% 0.67% 0.42% 0.43% 0.49% 0.46% 0.50% 0.84% 0.47% 0.63% 0.52% 0.64% 11.52 59.01 55.56 (3.13) (111.38) (16.85) (60.77) 14.57 28.32 (7.49) (1.23) (47.15) 121.39 (44.44) (61.02) (33.58) 33.52 (43.18) (24.40) (14.81) (46.00) 21.19 (1.39) (78.45) 32.33 0.29 49.54 61.46 (45.31) (52.61) 206.20 45.65 214.49 79.72 125.55 5.15 1.63% 0.84% 0.74% 0.71% 0.62% 0.65% (2.25) (15.88) (34.97) (42.49) 65.31 EFTA00288535

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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 7,045 627 3,076 4,071 393 4,702 87 487 2,129 (106) 576 3,014 139 957 3,621 (56) 2,687 161 4,957 571 (50) 478 2,814 1,102 175 3,281 2,302 (211) 16 246 (95) 1,204 63 273 286 314 2,036 (48) 2,662 171 1,660 (146) 3,509 180 13,908 (6,577) 13,534 8,377 10,094 10,090 2,632 11,611 11,829 (6,841) 8,187 7,396 660 8,006 10,704 (7,783) 13,400 (4,042) 11,898 9,189 12,257 8,739 12,532 8,902 11,929 4,560 5,841 14,348 7,934 7,828 6,951 6,833 2,630 6,674 5,760 8,112 7,483 14,528 5,340 13,140 5,554 25,323 (2,955) 12,136 8,503 62.20 41.28 55.43 63.20 86.88 51.66 31.00 76.85 70.38 75.84 17.88 37.11 29.41 15.25 62.09 70.84 65.00 50.22 106.13 23.45 25.48 66.79 45.66 4.48 24.33 18.88 72.84 64.50 12.50 70.79 73.14 16.82 44.06 33.66 133.48 33.25 34.19 62.63 22.35 22.32 78.47 50.89 5.22 16.41 35.24 93.72 37.34 68.02 93.92 90.27 #N/AN/A 75.73 32.03 80.07 83.04 77.01 19.14 52.23 35.61 17.07 83.10 71.35 78.04 48.99 107.57 36.09 26.67 66.41 47.40 5.90 26.58 19.61 113.75 74.85 12.18 70.93 75.73 16.59 64.22 33.97 139.82 34.42 35.62 7141 22.15 26.84 80.89 54.23 56.51 5.48 21.16 35.98 65.50 10.81 45.37 61.71 6.89 90.59 4.97 6.56 28.89 1.43 11.66 68.37 26.16 17.60 46.06 -1.50 27.87 3.17 3.30 53.94 10.51 0.95 8.17 33.83 12.97 5.02 56.23 34.17 4.37 0.38 6.16 -2.08 37.05 1.13 8.55 3.92 4.65 21.17 1.23 42.37 3.57 17.13 6.48 52.19 2.67 0.77% 0.88% 0.50% 0.79% 0.57% 0.51% 0.66% 0.64% 0.62% 1.08% 0.60% 0.60% 0.81% 0.68% 0.73% 0.48% 0.72% 0.77% 0.41% 1.00% 0.44% 0.60% 0.47% 0.93% 0.71% 0.76% 1.00% 0.47% 0.61% 0.52% 0.57% 0.67% 1.24% 0.84% 0.55% 0.90% 0.90% 0.66% 0.72% 0.48% 0.86% 0.38% 0.76% 0.55% 0.79% 204.00 37.62 (58.57) 89.26 (36.02) (55.40) (23.85) (22.43) 80.82 82.85 0.60 (33.73) (2.02) (34.57) 14.77 (73.59) 72.12 2.94 (44.17) (79.54) 37.87 (22.59) 101.85 80.98 108.67 32.63 82.12 198.79 (63.59) (36.61) 48.88 3.54 (12.13) 11.54 (8.96) 28.94 51.80 (30.52) (25.60) (85.67) 22.34 (26.50) (50.56) (9.02) 87.71 EFTA00288536

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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 (140) 148 204 1,187 2,380 322 165 6,386 2,750 2,456 229 2,796 3,007 4,185 (262) (163) 4,061 (55) 116 6,240 92 304 37 (2) (145) (70) 534 208 (24) 699 217 (121) (51) 1,532 (7) 7,962 285 24 232 4,086 8,511 1,704 1,359 10,192 1,585 6,581 8,442 5,707 11,993 8,037 13,333 7,694 11,930 8,089 8,008 7,531 (6,942) 14,060 13,546 5,699 5,715 4,601 14,011 (3,725) 4,214 20,338 10,159 11,316 4,704 (2,350) 5,724 7,489 10,686 3,350 4,953 2,016 (2,461) 4,313 1,192 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,316 555.36 162.84 26.22 25.44 52.06 76.98 42.69 61.10 25.99 10.34 5.56 188.29 37.16 24.52 1.93 15.84 15.77 67.84 147.42 48.47 78.39 56.23 107.98 35.04 40.59 43.90 41.91 200.99 1.23 59.03 122.48 183.83 46.74 76.07 59.29 75.27 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 12.38 96.89 37.33 543.82 165.69 27.16 27.96 67.47 78.84 43.61 93.80 34.83 10.41 7.37 182.08 44.56 29.97 3.35 15.15 15.23 87.50 149.58 49.80 102.45 56.74 110.88 35.31 40.63 42.81 41.52 211.04 1.30 58.74 164.97 167.62 45.46 72.94 98.83 75.18 2,566.26 195.69 100.89 182.46 37.28 60.90 54.37 18.94 AN/AN/A 143.19 41.77 2.16 2.34 6.34 14.67 43.81 3.56 3.37 89.34 38.39 1.35 68.46 6.22 33.37 29.21 52.38 -3.28 -2.57 59.91 2.35 3.35 102.31 1.30 7.90 1.39 0.31 2.82 1.31 8.36 7.12 0.94 65.90 5.53 2.85 3.46 125.68 0.18 57.75 7.89 0.58 12.50 46.11 58.88 22.55 81.05 124.20 23.01 0.98% 0.75% 0.56% 0.67% 0.68% 0.68% 0.64% 0.60% 0.89% 0.55% 0.48% 0.53% 0.60% 0.76% 1.40% 1.40% 1.38% 0.48% 0.62% 0.82% 0.30% 0.70% 0.34% 0.56% 0.30% 0.90% 0.72% 0.60% 0.87% 0.52% 0.53% 1.60% 0.98% 1.24% 0.53% 0.65% 0.96% 0.49% 0.43% 0.85% 0.64% 0.69% 1.00% 0.65% 0.38% 0.52% (68.26) (21.66) (9.02) 94.00 73.58 142.71 (18.30) (5.09) 21.30 (29.26) (38.45) 11.16 23.94 71.57 (20.92) (48.73) (43.17) (161.89) 19.28 20.51 (0.39) (84.52) 23.65 40.76 (15.80) (37.45) (62.91) 52.06 (39.66) (18.77) 18.38 5.25 2.55 (9.35) (12.37) (46.31) (150.43) 18.20 55.58 (4.85) (67.02) 68.09 (4.41) 5.66 (16.90) 119.09 EFTA00288537

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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 1,476 1,843 1,413 589 (167) 5,010 506 1,043 2,529 241 4,549 (20) 7,567 1,221 2,544 6,035 4,025 272 1,709 2,008 746 104 239 586 (12) 56 243 1,307 125 95 8,360 1,740 2,450 2,236 2,845 1,422 896 868 12,435 12,645 3,990 8,724 6,116 13,313 15,275 (2,777) 11,809 13,478 5,145 4,498 8,643 21,737 9,444 10,732 18,195 (4,107) 9,967 8,559 8,999 10,623 517 481 5,110 8,068 13,263 4,811 11,013 9,885 9,400 6,886 7,998 10,521 13,406 6,569 17,041 12,820 12,682 12,125 11,546 11,427 106.57 50.66 30.99 35.67 197.70 31.52 73.39 28.38 70.94 12.00 71.37 3.96 78.01 66.85 40.35 82.11 67.78 4.39 168.06 13.80 34.43 96.66 15.84 16.91 1,174.29 257.64 83.78 29.61 79.25 86.84 76.94 36.04 36.33 12.76 162.12 65.88 114.23 67.06 75.41 53.94 75.02 78.85 119.23 49.32 58.04 31.64 41.44 216.74 31.13 9.56 97.45 23.21 77.21 14.25 74.71 7.97 77.83 90.13 45.56 101.57 90.26 0.09 172.65 16.56 42.11 103.45 15.84 16.91 1,198.19 265.26 87.49 7.93 8.46 29.53 79.65 31.10 88.97 87.64 36.70 36.76 22.90 169.42 83.33 130.65 78.76 92.33 60.26 80.84 84.83 21.85 22.43 2.28 22.65 21.38 1.83 58.99 19.93 17.23 25.40 6.23 100.02 0.24 83.35 14.13 35.82 89.00 30.82 5.74 20.06 51.67 13.29 0.00 0.00 1.78 3.43 11.48 0.45 1.56 7.87 21.32 2.76 1.97 134.11 9.60 36.28 35.38 39.30 48.83 15.72 15.57 11.20 0.54% 0.65% 0.92% 0.71% 0.45% 0.68% 0.56% 0.91% 0.51% 0.74% 0.75% 1.01% 0.97% 0.42% 0.91% 0.66% 0.37% 3.18% 0.48% 1.00% 0.43% 0.53% 1.42% 1.53% 1.14% 0.86% 0.39% 0.54% 0.33% 0.31% 0.65% 0.66% 0.61% 0.59% 0.47% 0.73% 0.41% 0.44% 0.46% 0.75% 0.50% 0.68% (60.84) (68.07) 1.09 47.68 8.03 0.38 163.98 10.87 44.15 38.27 29.77 (56.50) 71.89 327.80 140.42 71.67 267.85 (289.06) (47.64) (105.62) 24.18 94.47 2.35 0.58 (12.92) (27.43) 64.43 8.17 (1.85) 76.12 (14.40) 133.16 167.27 11.63 4.33 (1.77) (123.59) (88.99) 11.70 132.54 45.96 55.01 EFTA00288538

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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 987 810 914 124 (59) (52) (58) 6,696 588 1,974 (39) 2,038 1,607 43 35 235 2,277 907 2,410 (41) (58) (405) 2,139 67 1,938 631 1,981 204 (158) 42 1,058 413 375 813 12 712 (297) 41 8,841 1,308 (64) 1,308 761 939 10,430 11,195 10,889 6,240 1,467 1,101 1,263 17,035 12,925 12,190 (4,572) 9,840 7,980 3,526 2,942 10,127 8,173 5,345 10,531 1,272 11,861 12,778 979 11,476 5,049 12,860 10,184 13,925 4,735 (5,220) (7,349) 14,366 8,397 6,728 (8,574) (1,749) 13,319 (5,268) (5,774) 10,218 7,801 (2,906) 14,642 (6,852) 5,234 36.96 37.76 39.07 302.78 56.44 54.00 53.93 212.78 66.40 49.91 106.54 8.73 8.73 76.01 76.01 73.24 44.52 114.81 87.14 696.57 44.11 168.81 22.18 26.77 65.21 37.57 87.64 37.83 25.97 362.13 35.18 46.66 16.14 16.00 63.57 55.06 4.66 7.02 115.16 63.59 61.19 46.17 87.64 5.53 120.22 40.45 40.49 42.36 308.81 54.26 $1.58 51.54 296.42 69.42 57.99 107.46 10.53 10.49 76.93 76.92 74.94 56.92 HN/AN/A 134.30 107.09 674.91 43.90 163.63 88.64 22.18 31.76 66.07 43.23 93.07 43.21 27.09 373.08 34.98 50.10 16.94 16.89 57.54 54.69 4.91 7.42 114.33 118.61 71.45 47.19 95.47 4.92 141.79 18.94 14.61 13.30 1.79 “3.47 5.08 4.22 70.79 10.51 20.60 1.86 36.51 25.77 1.84 1.65 3.51 31.37 26.78 45.40 3.04 0.99 5.20 0.00 22.23 1.73 18.90 7.01 17.96 6.40 6.43 1.30 16.62 7.50 8.05 11.52 0.65 10.60 “11.42 1.26 133.99 22.30 5.24 22.84 13.33 33.83 0.50% 0.50% 0.63% 1.11% 1.16% 0.92% 1.10% 0.56% 0.43% 0.79% 0.46% 0.57% 0.78% 0.66% 0.72% 0.66% 0.89% 0.63% 0.50% 1.05% 0.50% 0.61% 0.52% 0.84% 0.76% 0.80% 0.88% 0.79% 0.67% 0.47% 0.44% 0.44% 0.66% 0.69% 0.82% 1.02% 0.50% 0.49% 0.57% 0.65% 0.75% 0.42% 0.39% 0.83% 0.53% 26.45 44.49 29.87 30.00 7.17 4.95 3.49 73.96 35.26 143.38 (7.99) (43.59) (82.18) 54.51 37.84 68.32 (46.06) 36.13 (47.42) 5.78 94.24 4.67 0.28 109.10 (25.44) 254.59 (23.17) 258.23 104.59 (14.44) 9.69 19.54 (13.50) (7.73) (59.66) 1.64 33.82 (1.74) (10.49) (110.54) (23.68) (28.01) 31.84 73.44 (22.59) EFTA00288539

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TWX US Equity 67 9,814 67.77 68.23 0.85 0.80% 23.41 TXN US Equity 4,581 12,205 34.93 48.04 61.86 0.61% (67.03) TYC US Equity 13,320 24,080 29.17 45.30 75.59 0.73% 517.19 UBS US Equity (24) 949 19.75 19.27 -3.62 0.69% (8.10) UBSN VX Equity (21) 892 19.77 19.31 -3.15 0.75% (6.41) UCG IM Equity 3,361 5,500 5.62 9.06 48.75 1.25% (19.03) ULVR LN Equity 318 7,640 43.35 45.16 7.44 0.56% (22.06) UNA NA Equity 263 8,550 42.33 43.63 5.73 0.54% (12.18) UNH US Equity 2,216 10,611 64.78 78.31 36.74 0.57% (108.31) UNP US Equity 2,537 14,119 84.72 99.94 33.84 0.53% (153.99) UPS US Equity 3,929 14,806 79.87 101.06 46.76 0.57% (21.09) USB US Equity 3,316 14,625 34.87 42.78 56.22 0.40% (115.01) UTX US Equity 6,438 15,190 82.05 116.82 70.43 0.60% 7.11 V US Equity 156 9,462 206.86 210.27 2.85 0.58% (42.06) VALE US Equity 392 (2,664) 14.92 12.72 12.33 1.19% 13.37 VALE3 BZ Equity 455 (2,939) 15.07 12.73 11.71 1.32% 24.77 VIAB US Equity 3,990 9,746 61.33 86.43 66.92 0.61% 90.69 VIV EP Equity 25.99 : VMW US Equity 301 4,785 89.16 94.78 7.28 0.87% (1.43) VOD LN Equity 531 (3,948) 3.82 3.30 16.03 0.84% 3.12 VOD US Equity 508 (3,810) 38.03 32.96 15.36 0.87% (9.45) VOW3 GR Equity 56 3,208 259.69 264.22 3.15 0.55% (5.20) VRX CN Equity 80 1,108 109.70 117.64 5.40 1.34% (20.19) VRX US Equity 197 752 93.20 117.65 20.34 1.29% (16.99) VTIUS Equity 806 5,134 86.91 100.55 39.51 0.40% 6.40 VWO US Equity 78 5,630 42.75 43.34 2.49 0.56% (23.57) VZ US Equity (6) 948 49.60 49.26 “1.31 0.52% 2.35 WBC AU Equity 503 11,844 30.87 32.18 6.34 0.67% 10.75 WES AU Equity (3) 13,490 39.08 39.07 0.04 0.59% (11.86) WFC US Equity 3,799 12,958 39.63 51.25 51.75 0.57% (204.14) WLP US Equity 4,469 11,242 76.13 106.40 61.98 0.64% (62.08) WMT US Equity (124) 9,262 76.30 75.29 -2.80 0.48% 0.05 WOW AU Equity (113) 4,724 34.81 34.00 -4.09 0.59% (18.79) XOM US Equity 1,859 16,573 92.53 102.91 29.23 0.38% 106.88 XTA LN Equity #N/AN/A YHOO US Equity (15) 3,537 35.20 35.06 0.38 1.09% (176.85) YUM US Equity 514 9,527 74.92 78.97 11.25 0.48% 1.73 ZURN VX Equity 13 8,429 294.36 294.83 0.42 0.38% 21.44 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 20,622 62,272 1,455.70 1,937.78 85.21 0.39% 69.36 NDX Index 12,516 37,348 2,831.19 3,779.93 65.85 0.51% 57.70 RTY Index 618 13,754 1,116.65 1,166.82 5.37 0.84% 51.11 EFTA00288540

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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 2,631 (43) (633) 4,582 9,671 1,686 11,661 7,702 7,325 5,241 17,756 511 6,633 7,925 10,457 13,019 9,403 2,058 347 39 5,471 (198) 2,662 5,508 436 965 769 1,678 957 36,318 28 113 5,550 nR 6,054 953 3,060 6,864 1,423 1,484 4,558 13,080 7,414 10,189 4,484 44,336 15,064 9,176 22,139 47,917 37,847 29,424 42,944 52,752 25,266 24,476 32,079 14,393 48,106 47,922 41,632 40,987 44,046 25,898 64,153 12,366 28,399 24,438 36,288 43,256 23,222 37,632 (39,032) 45,441 33,715 73,207 5,720 12,786 14,269 10,785 13,610 10,859 13,272 16,147 12,469 9,522 13,308 15,233 24,346 48,422 28,869 37,626 13,084.54 3,278.24 24,461.36 914.65 10,472.06 10,682.74 5,788.46 11,748.18 8,424.18 23,118.94 8,041.34 4,246.25 7.06 491.98 3,658.46 1,672.08 102.53 8,626.70 193.19 3,453.03 1,707.57 86.88 43.46 371.48 143.92 2,930.94 341.67 1.88 4,948.24 43.20 70.30 184.03 41.31 15.57 39.38 30.99 38.20 42.17 57.37 89.08 37.75 38.87 406.61 521.95 366.14 13,860.87 3,269.02 24,461.36 889.22 11,473.43 13,412.56 6,120.14 14,938.13 9,654.10 29,821.78 9,763.07 6,596.53 7.31 559.82 4,263.46 2,092.05 135.10 10,468.33 208.54 3,471.72 1,712.95 103.61 43.11 #N/AN/A 418.78 146.62 3,006.11 334.94 1.95 5,088.66 #N/AN/A 43.41 70.92 255.61 41.59 22.50 42.84 38.13 54.44 44.88 65.94 99.01 49.04 59.75 468.87 706.17 409.77 19.11 0.51 0.00 1.93 31.28 65.19 13.56 42.47 52.77 27.76 23.83 71.44 6.45 38.78 44.64 33.57 59.11 45.30 19.34 0.83 0.19 36.80 0.74 10.15 12.73 2.66 5.07 3.81 8.40 5.41 117.52 0.80 2.10 74.65 6.16 88.10 14.35 50.93 80.69 16.98 28.13 24.98 68.49 126.35 51.81 50.49 24.13 0.31% 182.29 0.55% 5.70 1.07% (48.08) 0.31% (105.74) 0.39% (1.92) 0.42% (138.53) 0.64% (362.46) 0.28% 264.25 1.04% (185.80) 0.90% (94.76) 0.77% (224.07) 0.55% (61.99) 0.36% (42.43) 0.37% (16.91) 0.75% 88.14 0.54% 281.71 0.47% (44.63) 0.41% (61.15) 0.65% 237.02 1.67% (46.29) 0.52% (63.85) 1.10% 0.72% 1.00% (410.00) 0.70% (218.78) 0.51% (28.63) 0.52% (160.85) 0.44% 39.13 0.52% 72.47 0.42% 0.61% (26.36) 0.42% (65.15) 0.52% 4.65 0.11% (2.61) 0.50% (95.67) 0.61% 80.51 0.45% : 0.53% (25.33) 0.38% 50.46 0.53% 24.95 0.45% 88.67 0.44% (44.29) 0.43% 75.32 0.30% (89.15) 0.70% (24.68) 0.49% (329.68) EFTA00288541

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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 8,239 5,326 11,663 4,650 1,753 28,166 3,828 542 11,531 1,450 (132) 1,418 22,155 3,900 7,746 (87) 1,096 (75) 2,359 3,304 (734) 4,109 93 (169) 1,086 2,091 (23) 451 285 3,823 5,245 3,369 4,318 2,574 33,444 9,280 3,477 11,617 2,645 (16) 1,870 260 (211) 1,346 2,509 39,503 51,146 28,923 30,621 31,675 61,074 29,868 17,778 45,049 45,829 10,059 17,388 39,247 12,087 43,006 (3,945) (17,834) (2,392) 35,353 15,160 (26,763) 53,418 100,443 (20,523) 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) 33,532 89,647 360.60 456.85 222.31 488.20 679.66 609.16 934.82 376.46 388.98 807.20 431.78 314.93 172.05 159.85 3,750.28 5,016.60 20.96 109.50 100.21 3.86 89.44 220.12 765.33 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 1,507.67 435.81 504.42 311.95 562.34 717.28 890.08 1,054.62 387.94 488.55 832.75 426.18 340.61 269.17 211.42 4,425.75 5,126.67 19.67 112.94 106.90 471 91.89 237.05 766.04 1,224.65 224.03 1,544.71 817.60 170.92 222.44 375.20 509.17 363.40 1,772.94 1,285.55 480.89 1,888.83 1,386.77 483.09 757.85 347.83 451.87 82.74 466.24 1,049.14 1,549.87 44.32 18.01 96.67 34.47 13.76 143.20 34.65 6.04 42.31 9.25 -3.39 18.03 78.57 34.38 41.99 6.26 10.39 6.29 11.41 14.30 0.06 138.35 0.82 2.84 2.68 9.06 0.22 1.88 2.30 18.81 25.01 16.40 20.77 12.79 168.14 52.62 17.03 78.50 15.21 0.11 15.34 0.51 “1.50 17.55 11.02 0.47% 0.58% 0.42% 0.44% 0.40% 0.32% 0.37% 0.51% 0.61% 0.34% 0.39% 0.45% 0.72% 0.94% 0.43% 0.35% 0.59% 0.50% 0.58% 1.52% 48.99% 0.06% 0.11% 0.29% 0.46% 0.28% 0.23% 0.23% 0.19% 0.25% 0.26% 0.24% 0.25% 0.24% 0.25% 0.32% 0.25% 0.29% 0.26% 0.28% 0.35% 0.95% 0.32% 0.23% 0.25% 45.35 (51.25) (136.40) (156.78) (14.91) 462.35 (18.58) 25.85 (310.49) (50.74) (55.00) (42.98) (147.27) (112.87) (185.82) (5.03) 22.98 9.60 (3.53) (124.68) 115.62 13.59 18.38 (57.17) (11.92) 225.45 (119.00) (96.85) 62.64 388.67 412.74 403.54 398.28 387.22 429.09 223.98 387.76 196.36 337.11 150.72 (160.70) (109.97) (197.72) 137.84 167.39 EFTA00288542