Atorus, LLC Current Date: Change on Day: 0.44% Total Return since 1/1/12: : 712M Return: . T90 Day Return: f 730 Day Return: : (+MTM) on Day : No of Positions (-MTM) Current Short Exposure @ Cost: , Starting Capital: Positions: Current NAV: Current Leverage Current Long Exposure @ Cost: Net Exposure: Profit Factor: Win Ratio: 40% - 50% historically T24M (+) NAV Days | S296) T24M 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: Historically 2.25X - 3.25X, depending on measurement interval No. of Profitable Avg. Realized Gain / Avg. fesueag | aa 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 Se NY NY NH HN RP RP RP RPP HH HH H™ GH” GH? GP” HP? GP” PF 0 Fgh sok HOH Rs —— NAV EFTA00288543

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Atorus, LLC Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) | Security Notional _ {96 of Total Notional 6/20/2014 Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) 24 Positions SYNN VX Equity (6,953) DBK GR Equity (7,222) DUK US Equity (7,783) T US Equity (8,039) IBM US Equity (8,241) TGT US Equity (8,574) XAG Curncy (17,834) XAU Comdty (26,763) SHCOMP Index (39,032) SE_TSY CREDIT (44,333) JP_TSY CREDIT (45,369) ZA_TSY CREDIT (53,153) BE_TSY CREDIT 79,771 AU_TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 MX_TSY CREDIT 87,928 GB_TSY CREDIT 89,647 US_TSY CREDIT 100,443 MyY_TSY CREDIT 103,107 CA_TSY CREDIT 103,687 Listed Equitytong 08435 Listed Equity Short 0.054 Equitycom Short 0.002% JG20Ratestong 888% G20 Rates Short 1M Contribution (% of total Yr/¥r NAV Listed Equities | 49.73% Equitycom 55 0.10% 0.11% 0.12% 0.12% 0.12% 0.13% 0.27% 0.40% 0.59% 0.67% 0.68% 0.80% 1.20% 1.22% 1.23% 1.24% 1.25% 1.27% 1.29% 1.32% 1.35% 1.51% 1.55% 1.56% 45 Positions MDY US Equity NVS US Equity SXEP Index XLF US Equity AZN US Equity HON US Equity ACA FP Equity AZN LN Equity UTX US Equity MAERSKB DC Equity JNJ US Equity ROG VX Equity XLI US Equity FTSEMIB Index AEX Index DAI GR Equity NOVN VX Equity SXXP Index SMI Index ISEQ Index PRU LN Equity BEL20 Index SXSE Index SX6P Index TMO US Equity IT_TSY CREDIT HEX Index MDT US Equity DAX Index MMM US Equity SXAP Index LUXXX Index ES_TSY CREDIT SXOP Index SXIP Index IBEX Index NDX Index KFX Index XLV US Equity TYC US Equity 5,826 6,210 6,301 6,342 6,478 6,579 6,636 6,664 6,670 6,854 6,867 6,931 7,109 7,377 7,404 7,468 7,805 7,887 8,035 8,310 8,395 8,415 8,436 8,902 8,944 9,024 9,874 10,067 10,217 10,535 10,639 11,288 11,364 11,659 11,841 12,446 12,815 13,193 13,663 14,112 0.30% 0.32% 0.32% 0.32% 0.33% 0.34% 0.34% 0.34% 0.34% 0.35% 0.35% 0.35% 0.36% 0.38% 0.38% 0.38% 0.40% 0.40% 0.41% 0.42% 0.43% 0.43% 0.43% 0.45% 0.46% 0.46% 0.50% 0.51% 0.52% 0.54% 0.54% 0.58% 0.58% 0.60% 0.60% 0.64% 0.65% 0.67% 0.70% 0.72% EFTA00288544

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otal Short SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 21,696 22,860 29,827 33,163 35,636 1.11% 1.17% 1.52% 1.69% 1.82% $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 EFTA00288545

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Atorus, LLC 6/20/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,000,000 (1,000,000) 7,000,000 6,000,000 + 5,000,000 4,000,000 3,000,000 MH agg ae S s” > le a s s e WE 2,000,000 (2,000,000) } (2,000,000) (3,000,000) APAC —_— EMEA mre AMER —= EquityCom G20 Rates owen 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 vb Ad T T T T > od yo s SP HH HH SP HF GP PP I” OG” PEPE PAPE HEY WE PE WE AT’ gh WW” gr EFTA00288546

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Atorus, LLC 6/20/2014 Current Gross Notional Risk by Category 277,227 658,733 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 sa. 0.75 + T T T T yh Sh gh PPP” Ph” oP” veh AO Aw aw a x Rolling 30 Day Realized Volatility - Atorus ans) ww » x ce ss ) iv s T > 2 ae ran T > T POS? os we" vs a os T PP hg Fh oh a6 or Seg T T T T Nas ATorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% T T T T T T T T T T T T T T Vv a7 Vv v 477 v > > Oy > » > &® ® &® SP PP PP PP MP OD SO Sh yh SPP Pg PP HF gg WW —— 30P Vol EFTA00288547

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 6/20/2014 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 ‘Aidala NN (<7 Vol Days) 10.00% 15.00% 20.00% (>7 Vol Days) 35.00% 45.00% 55.00% 65.00% 70.00% 75.00% 30.7 85.00% 95.00% 79.5: MTM Gains(Losses) % of NAV "Signficant” MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288548

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Atorus, LLC 6/20/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™ sonitent Exp. @ Cost {in USD) Days Vol {in USD) 000270 KS ay (3,080) 55.44 53.54 3.57 0.96% 80.14 005380 KS Equity any 2,519 223.94 214.37 4.85 0.92% (51.48) 005490 KS Equity 118 (5,041) 289.59 282.79 2.68 0.87% 90.13 005930 KS Equity 94 (2,346) 1,330.02 1,276.66 3.76 1.07% 53.73 012330 KS Equity 160 1,340 247.00 276.57 14.51 0.82% (16.36) 1 HK Equity 1,143 12,607 16.18 17.65 11.57 0.78% (37.92) 1299 HK Equity 321 7,867 4.85 5.05 9.09 0.45% (3.40) 13 HK Equity 880 6,181 11.80 13.48 19.02 0.75% 23.55 16 HK Equity 13.89 c 27 HK Equity : 492 7.47 7.47 0.00 1.51% 11.83 2914 JP Equity 286 8,361 34.67 35.85 4.30 0.80% (10.74) 3382 JP Equity 206 3,074 38.97 41.57 7.90 0.85% 0.05 4063 JP Equity (16) (667) 59.26 60.68 “3.37 0.71% 8.60 4502 JP Equity 381 8,600 45.47 47.49 7.79 0.57% (41.58) 4689 JP Equity i 4,252 4.63 4.75 1.82 1.44% (39.42) 5 HK Equity (114) (4,127) 10.15 10.43 5.25 0.53% (1.46) 5108 JP Equity 21 4,359 35.90 36.07 0.54 0.88% 19.32 5401 JP Equity 68 3,221 3.15 3.22 2.24 0.94% 6.45 6301 JP Equity 43 4,173 22.48 22.71 1.18 0.86% (29.45) 6752 JP Equity 12.26 c 6902 JP Equity 47.49 - 6954 JP Equity 773 7,571 160.05 176.39 12.61 0.81% (42.51) 7201 JP Equity 143 3,598 9.37 9.74 451 0.88% 45.40 7203 JP Equity (108) (2,104) 56.09 58.96 -7.00 0.73% (1.37) 7267 JP Equity (26) (4,675) 35.34 35.53 0.72 0.77% (2.38) 762 HK Equity 10 (633) 1.57 154 158 0.99% (105.42) 7751 JP Equity 155 6,593 32.78 33.56 6.15 0.38% (3.72) 8031 JP Equity . 908 15.90 15.90 0.00 0.82% 22.61 8058 JP Equity 667 9,613 19.60 20.96 14.88 0.47% (0.12) 8306 JP Equity 78 3,548 6.10 6.24 2.42 0.91% (30.39) 8316 JP Equity (289) (3,372) 39.96 43.38 -8.58 1.00% 29.87 8411 JP Equity 85 7,581 2.03 2.05 1.96 0.57% (8.28) 8604 JP Equity 4 1,341 7.28 7.30 0.29 1.10% 33.05 8801 JP Equity 459 4,655 31.26 34.34 6.73 1.47% 8802 JP Equity (134) (3,695) 24.35 25.23 “2.83 1.28% (90.89) 9020 JP Equity (56) (1,571) 75.67 78.38 4.95 0.72% (10.83) 941 HK Equity 150 (3,782) 10.19 9.79 7.45 0.53% (15.85) 9432 JP Equity 1,302 9,931 55.26 62.51 17.08 0.77% (77.19) 9433 JP Equity 311 6,343 56.96 59.75 5.19 0.94% (17.33) 9437 JP Equity 97 6,530 17.04 17.29 2.94 0.51% (3.94) 9983 JP Equity (108) (2,292) 322.77 337.92 4.22 1.11% (11.14) EFTA00288549

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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 149 1,570 36 252 109 129 141i 309 94 7 6,636 840 549 202 138 4,712 (242) 863 (100) (60) (20) 293 1,814 (164) 934 1,164 671 3,517 6,664 5,800 6,478 239 46 (144) 1,686 1,036 21 293 (26) 251 253 (41) 1,752 99 (145) 346 5,645 9,685 (4,307) 5,892 (5,506) (5,164) 11,000 7,169 (5,037) (4,849) 5,408 11,392 8,563 6,767 5,843 10,225 10,292 10,294 4,737 7,052 5,730 8,878 12,687 (2,898) 12,947 11,550 6,168 11,785 12,676 12,119 12,812 10,667 6,820 5,219 8,576 8,777 4,842 10,263 1,850 5,475 5,427 (4,248) 6,337 10,241 5,457 4,557 74.36 78.79 23.42 51.73 7.24 7.31 104.67 39.29 18.17 18.17 6.83 98.08 77.97 76.95 61.61 112.47 137.79 51.34 70.16 169.19 168.62 116.15 77.71 306.51 29.78 91.25 100.46 73.60 49.80 50.30 129.95 15.42 4.11 99.62 54.73 73.52 137.07 11.56 14.62 14.64 64.02 10.29 45.03 16.45 53.95 76.32 91.57 23.18 23.22 53.95 7.10 7.13 115.24 40.98 17.83 17.89 15.22 105.31 82.97 79.25 63.06 164.31 134.62 55.64 68.70 167.77 168.03 119.98 88.83 323.89 31.92 100.44 111.39 95.57 75.98 #N/AN/A 75.73 132.86 15.52 4.00 119.20 61.19 73.84 140.99 11.40 15.28 15.32 64.64 13.14 45.46 16.03 58.04 2.30 22.27 1.73 6.74 2.24 2.55 17.45 8.03 1.73 147 111.56 21.12 11.59 5.50 3.88 39.20 3.12 14.15 1.91 2.20 ~0.86 5.14 31.56 4.94 10.18 14.69 13.93 52.00 42.62 39.63 41.00 3.54 0.84 3.17 44.52 17.85 1.12 5.89 0.88 3.81 3.69 0.99 36.75 2.48 3.24 10.17 1.15% 11.65 0.73% (32.09) 0.49% 25.86 0.63% (38.67) 0.88% (26.53) 0.98% 0.58% 69.18 0.54% 30.95 1.08% (4.09) 1.08% (16.61) 1.10% (266.87) 0.35% 4.25 0.55% (5.25) 0.54% 62.49 0.61% 32.34 1.18% 294.64 0.75% (70.22) 0.59% 12.41 1.11% (18.57) 0.39% (44.48) 0.40% (28.60) 0.64% 180.59 0.45% 55.74 1.15% 55.79 0.71% (69.74) 0.69% 75.01 0.78% 96.18 0.57% 99.48 1.23% 84.18 1.21% 1.23% 62.40 0.63% 34.24 0.80% (9.50) 0.87% (61.36) 0.44% 41.61 0.66% 9.07 0.40% (4.13) 0.49% 9.28 1.58% 1.20% (0.15) 1.26% 0.98% 11.84 0.75% (68.75) 0.39% (41.70) 0.82% (65.67) 0.75% 12.92 EFTA00288550

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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 15 (166) 308 22 275 1,143 1,422 (10) (15) 87 1,540 1,411 787 146 1,161 224 (65) 2,967 1,679 (135) 484 712 582 3,178 932 331 5,354 3,077 2,421 3,020 1,563 1,112 146 3,125 212 (34) 2,151 2,441 45 1,294 (865) 9,507 7,278 1,066 (4,833) 8,609 5,982 (4,374) 14,492 5,402 (750) (2,296) (3,462) 14,613 12,014 15,648 5,006 11,197 4,860 6,030 14,645 17,559 5,408 6,766 6,006 9,275 22,712 13,057 10,468 13,990 14,136 11,733 14,238 8,618 12,094 9,550 7,850 2,849 4,786 6,415 9,972 12,539 3,380 7,953 21.53 34.48 68.00 245.93 32.51 32.86 304.18 32.33 66.99 99.96 47.06 72.91 71.49 59.62 7.89 121.13 6.79 105.14 32.08 47.93 90.43 69.92 60.33 36.49 152.36 98.59 60.34 84.64 51.28 37.82 52.09 37.23 52.32 70.45 78.03 114.02 64.85 53.50 24.65 24.58 25.47 64.62 130.10 60.80 21.15 33.88 68.04 316.92 32.36 35.92 318.14 32.32 72.27 126.27 47.70 73.40 69.69 65.91 8.81 127.22 6.99 116.04 33.55 47.41 35.79 108.75 76.61 58.86 39.10 170.43 104.78 68.78 90.68 52.90 52.29 63.43 44.91 63.42 83.22 85.20 115.75 AN/AN/A 90.67 57.48 24.48 24.77 30.96 31.69 77.20 131.85 70.68 2.02 1.82 0.07 28.20 0.52 13.86 7.93 0.02 19.16 35.67 1.72 0.97 2.89 27.12 22.89 15.09 3.79 17.19 4.08 1.85 27.40 17.27 2.52 9.48 12.39 9.89 28.57 16.39 6.61 84.05 45.12 23.34 46.92 27.41 18.05 2.97 29.68 4.56 0.83 1.13 29.07 34.92 2.69 22.84 0.88% 0.96% 0.96% 1.02% 0.89% 0.67% 0.58% 0.94% 0.41% 0.74% 0.80% 0.69% 0.87% 0.39% 0.51% 0.33% 0.77% 0.60% 1.13% 0.59% 0.74% 0.55% 0.99% 0.76% 0.96% 0.63% 0.49% 0.44% 0.48% 0.46% 0.48% 0.88% 0.45% 0.66% 0.51% 0.51% 1.34% 1.63% 0.85% 0.69% 0.74% 0.56% 0.50% 0.71% 15.60 (61.13) (49.32) 25.33 8.15 106.05 (1.21) 24.03 232.34 12.45 4.03 7.20 79.05 153.27 10.83 20.99 (80.12) 151.13 (23.06) (17.70) 264.82 (97.69) (132.40) 70.77 157.29 7.54 (175.52) 95.26 13.41 (26.34) 64.72 269.28 55.39 176.85 104.53 (35.85) (120.66) (31.89) (45.38) 30.82 67.57 (57.78) 17.85 (29.06) EFTA00288551

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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 7,468 693 3,110 4,254 588 4,881 46 527 2,174 141 391 3,046 147 1,125 3,965 (195) 2,875 289 2,230 443 198 437 3,112 1,430 347 3,596 2,397 (136) (245) 403 (42) 1,194 199 627 104 126 2,471 52 2,734 163 1,933 (198) 4,030 253 13,908 (7,222) 13,534 8,377 10,094 10,090 2,632 11,611 11,829 (6,841) 8,725 7,396 660 8,869 10,959 (7,783) 13,690 (5,417) 11,898 5,513 12,257 8,739 12,532 8,902 11,929 4,853 5,841 14,612 6,347 8,644 6,951 6,833 2,630 6,674 5,760 8,112 7,483 14,754 5,340 13,140 5,554 25,323 (2,955) 12,136 8,503 62.20 40.87 55.43 63.20 86.88 51.66 31.00 76.85 70.38 75.84 17.95 37.11 29.41 15.41 62.48 70.84 65.24 49.95 106.13 23.45 25.48 66.80 45.66 4.48 24.33 18.96 72.84 64.66 70.65 73.14 16.82 44.06 33.66 133.48 33.25 34.19 62.77 22.35 22.32 78.47 50.89 5.22 16.41 35.24 95.61 36.95 68.16 95.30 91.94 #N/AN/A 76.65 3155 80.34 83.31 74.27 18.76 52.40 35.96 17.37 85.08 72.61 78.94 49.32 108.71 32.93 26.40 68.31 47.25 6.05 27.25 20.32 117.68 75.27 #N/AN/A 68.70 77.38 16.72 64.06 34.66 148.01 33.68 34.77 73.28 22.57 26.96 80.78 54.78 55.91 5.57 21.86 36.29 69.96 10.31 47.13 65.21 10.59 89.89 2.55 7.68 30.71 2.18 7.42 70.68 29.07 19.06 61.11 4.28 32.21 1.83 5.83 33.13 7.50 3.52 6.39 38.94 15.44 9.06 66.91 36.31 -3.86 4.63 9.42 -1.08 41.69 3.71 16.59 1.75 2.35 25.96 1.32 49.12 3.50 21.08 9.33 58.20 3.81 0.77% 0.93% 0.49% 0.78% 0.55% 0.54% 0.69% 0.59% 0.60% 0.95% 0.60% 0.58% 0.77% 0.67% 0.59% 0.58% 0.65% 0.69% 0.42% 1.22% 0.48% 0.64% 0.55% 0.90% 0.78% 0.79% 0.92% 0.45% 0.55% 0.61% 0.61% 0.57% 1.09% 0.80% 0.66% 0.74% 0.72% 0.64% 0.74% 0.42% 0.84% 0.36% 0.72% 0.57% 0.78% (27.87) 187.00 175.12 (36.94) 41.38 (137.52) (10.78) 29.82 (64.11) 159.42 (87.31) 52.09 (6.54) (17.58) 18.00 44.39 159.49 31.41 38.01 (143.71) (189.21) 100.75 74.01 29.46 18.46 3.79 245.63 108.05 46.97 67.23 (32.55) (39.87) (5.88) (7.10) (128.77) (122.54) 90.71 (22.13) 64.50 76.27 30.79 3.75 216.48 (29.56) EFTA00288552

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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 (2) 388 187 1,216 2,783 570 79 6,579 2,594 19 2,636 240 3,319 3,097 3,941 (327) (220) 4,422 (70) 190 6,867 238 522 157 (160) (173) 686 217 209 699 256 (75) i 1,573 (105) 6,854 402 137 275 4,246 10,067 2,067 1,532 10,535 2,098 6,581 8,442 5,707 12,682 8,224 13,333 7,694 11,930 8,089 8,008 7,531 (8,241) 14,380 13,687 5,699 5,715 4,601 14,011 (1,863) 5,851 20,338 10,159 11,894 6,172 5,724 7,489 11,076 3,350 4,953 2,016 (2,461) 4,313 3,103 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,556 3,515 21,331 13,316 555.61 162.84 26.22 25.58 52.34 76.98 61.10 25.99 10.34 5.56 187.38 37.31 24.57 1.93 15.83 15.75 67.84 147.42 48.92 78.39 56.23 108.16 35.17 43.89 41.89 201.42 1.23 59.03 122.48 183.83 46.76 74.87 59.29 75.24 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 13.74 96.89 37.33 555.49 170.33 27.08 28.03 70.05 80.27 HN/AN/A 94.79 34.33 10.36 7.51 181.93 45.92 30.13 3.26 14.97 15.03 89.25 152.97 50.50 104.86 57.55 112.91 36.06 41.70 42.69 40.94 213.90 131 61.52 164.96 164.71 45.96 75.14 99.90 73.97 2,438.98 198.69 102.07 185.73 37.61 64.13 56.50 19.72 AN/AN/A 144.75 43.21 0.03 6.72 5.79 13.81 45.98 6.80 1.67 93.72 36.63 0.47 69.56 5.60 39.26 30.73 51.54 -3.98 3.32 62.40 5.35 440 91.01 4.09 12.89 3.80 -3.66 3.72 11.04 7.86 6.92 62.60 7.55 -2.03 0.33 137.29 2.89 41.07 11.55 3.29 14.30 78.16 56.25 30.09 62.51 138.48 25.60 0.89% 42.24 0.68% 36.68 0.56% 5.56 0.69% (205.55) 0.74% 241.17 0.63% (16.85) 0.62% 0.59% 89.94 0.88% (50.76) 0.51% (58.98) 0.50% (72.07) 0.52% 57.70 0.59% 107.79 0.74% 69.48 1.34% (197.01) 1.44% (23.04) 1.44% 0.51% 107.03 0.70% 7.60 0.74% 32.08 0.37% 386.03 0.57% 38.26 0.34% 11.18 0.67% 162.51 0.76% 4.92 0.62% (38.22) 0.56% 25.47 0.82% (41.79) 0.61% 144.04 0.55% 10.94 1.38% 47.68 0.86% 6.66 1.10% 5.05 0.50% 39.85 0.60% (37.40) 1.16% (339.98) 0.47% 19.58 0.43% 30.97 0.88% 9.89 0.39% 26.13 0.86% (293.49) 0.91% 40.45 0.70% 78.97 0.36% 74.19 0.62% 97.28 EFTA00288553

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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 1,799 2,063 177 1,459 663 (127) 5,551 364 1,134 2,642 302 4,310 122 7,805 1,379 2,874 6,210 4,028 455 1,471 1,567 779 22 20 128 264 917 (17) (16) 23 123 508 1,509 462 460 8,395 799 1,996 2,655 2,436 2,904 1,918 1,148 1,145 12,564 13,302 3,990 8,817 6,116 13,313 15,275 (2,777) 11,809 13,478 5,145 4,498 8,643 21,827 9,961 10,732 18,195 (4,107) 10,537 8,559 9,064 10,929 2,578 2,307 5,110 8,068 13,556 (235) (220) 4,811 11,013 10,520 9,838 7,535 7,998 10,521 13,406 6,641 17,041 12,871 13,607 12,125 11,546 11,427 106.69 50.99 30.99 35.72 197.70 31.52 73.39 28.38 70.94 12.00 71.37 3.96 78.01 66.92 40.62 82.11 67.78 4.39 168.46 13.80 34.47 96.82 15.67 16.68 1,174.29 257.64 83.90 7.36 7.83 29.61 79.25 87.10 77.39 36.17 36.33 12.76 162.12 66.04 114.23 67.10 76.39 53.94 75.02 78.85 121.97 50.72 58.89 32.36 41.63 219.11 31.22 10.18 100.06 24.66 77.76 14.35 75.55 7.76 79.11 90.85 46.24 104.09 90.92 0.08 175.74 16.18 40.43 103.72 15.80 16.83 1,203.60 266.06 89.57 7.89 8.40 29.75 80.13 31.37 91.30 89.26 38.39 38.41 22.95 171.78 85.89 132.02 79.80 92.69 62.47 82.48 86.75 28.90 30.46 5.41 25.34 25.52 1.42 60.02 13.36 20.35 26.36 8.37 78.30 141 98.41 16.11 40.59 85.38 32.51 8.83 16.90 28.44 13.31 0.66 0.63 2.50 4.00 15.37 4.87 4.56 1.40 3.63 12.67 24.85 8.32 8.40 145.76 13.57 40.65 35.59 43.47 52.53 18.46 18.01 14.00 0.50% 0.51% 0.82% 0.65% 0.42% 0.67% 0.61% 0.98% 0.47% 0.74% 0.70% 1.22% 1.00% 0.36% 0.86% 0.66% 0.40% 3.02% 0.49% 1.02% 0.61% 0.54% 1.29% 1.40% 1.00% 0.82% 0.44% 1.49% 1.58% 0.35% 0.31% 0.38% 0.62% 0.74% 0.68% 0.55% 0.44% 0.74% 0.44% 0.44% 0.41% 0.86% 0.55% 0.72% 47.21 168.56 (14.56) 27.55 (46.09) (77.72) (14.04) (41.85) (1.93) (55.51) (4.10) (97.19) 104.51 11.55 12.05 129.54 28.78 46.49 (316.93) (401.56) 56.03 20.65 16.59 (18.90) 29.90 (46.50) 29.87 (14.93) 44.41 101.57 49.40 60.24 (61.22) 55.40 60.94 76.58 44.05 (29.50) 107.66 44.71 5.86 EFTA00288554

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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 1,219 1,048 1,168 (324) (19) (13) (18) 6,931 666 1,967 (24) 2,174 1,698 81 500 2,695 987 2,631 56 109 (132) 59 2,083 196 1,814 1,073 1,862 134 (152) (71) 1,321 673 585 706 (9) 610 (225) (73) 8,944 1,548 (49) 1,260 743 1,010 11,116 11,454 10,889 6,240 2,236 2,203 2,323 17,035 12,925 12,446 (1,143) 9,840 7,980 4,907 4,670 10,127 8,217 5,678 10,531 (1,705) 11,861 12,778 (2,946) 11,818 6,796 13,628 10,184 14,383 5,446 (6,953) (8,039) 14,366 8,704 7,877 (8,574) (2,907) 13,319 (5,268) (2,887) 10,218 7,801 (2,342) 15,196 (6,852) 5,234 37.16 37.83 39.07 301.97 55.61 52.94 53.09 212.78 66.40 50.06 106.54 8.73 8.73 76.40 76.56 73.24 44.57 115.87 87.14 662.67 44.11 168.96 21.94 26.89 65.78 37.82 87.64 37.97 364.98 35.16 46.66 16.19 16.16 63.57 54.91 4.66 115.16 63.59 61.19 46.37 87.90 5.53 120.22 41.23 41.29 43.26 287.09 55.13 52.62 52.67 299.36 69.83 57.97 108.81 10.65 10.59 77.66 77.64 76.86 59.19 #N/AN/A 136.02 108.92 640.80 44.52 167.23 88.38 21.50 31.63 67.68 42.86 96.88 42.88 #N/AN/A 372.93 35.48 50.95 17.44 17.36 58.34 55.09 4.87 #N/AN/A 118.05 119.25 73.33 47.34 95.18 4.93 143.41 20.58 17.68 15.68 444 0.75 0.61 0.70 76.08 12.38 20.84 -5.10 38.23 25.92 2.61 2.03 7.02 36.98 29.82 44.68 2.87 1.63 “171 3.84 22.29 3.97 16.41 11.10 16.22 3.79 5.43 2.14 20.37 15.27 9.59 12.05 0.33 9.08 9.56 4.05 138.63 25.76 A73 25.02 13.46 37.17 0.53% 0.52% 0.68% 1.17% 1.16% 0.99% 1.13% 0.53% 0.42% 0.76% 0.42% 0.58% 0.82% 0.64% 0.69% 0.70% 0.89% 0.58% 0.56% 1.15% 0.57% 0.61% 0.52% 0.79% 0.73% 0.81% 0.95% 0.80% 0.65% 0.40% 0.41% 0.45% 0.51% 0.77% 0.68% 0.94% 0.50% 0.45% 0.62% 0.63% 0.77% 0.44% 0.33% 0.81% 0.52% 12.88 29.89 (52.91) (238.87) (18.68) (11.57) (12.52) 117.20 109.15 (42.32) (4.11) (77.53) (95.37) (61.11) (57.06) (36.69) (116.70) 7.54 198.76 23.75 (42.04) 28.95 31.30 113.20 45.71 160.89 (19.38) 176.69 50.00 (31.68) 122.85 (8.27) (35.35) 87.27 6.56 (124.11) (12.29) (43.37) 51.84 (24.06) (50.91) 66.71 2.87 EFTA00288555

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TWX US Equity 82 9,814 TXN US Equity 4,536 12,205 TYC US Equity 14,112 24,080 UBS US Equity UBSN VX Equity 17 (1,420) UCG IM Equity 3,382 5,500 ULVR LN Equity 399 7,646 UNA NA Equity 358 8,550 UNH US Equity 2,674 10,688 UNP US Equity 2,730 14,259 UPS US Equity 4,202 14,806 USB US Equity 3,730 14,625 UTX US Equity 6,670 15,190 V US Equity 164 9,462 VALE US Equity 366 (3,004) VALE3 BZ Equity 431 (2,939) VIAB US Equity 3,949 9,746 VIV FP Equity VMW US Equity 221 4,785 VOD LN Equity 559 (4,157) VOD US Equity 548 (3,911) VOW3 GR Equity 98 3,208 VRX CN Equity (10) (473) VRX US Equity (10) (482) VTIUS Equity 899 5,134 VWO US Equity 103 5,630 VZ US Equity (2) (342) WBC AU Equity 482 11,844 WES AU Equity (110) 13,490 WFC US Equity 4,257 12,958 WLP US Equity 4,753 11,576 WMT US Equity (88) 9,262 WOW AU Equity (208) 4,724 XOM US Equity 1,980 16,573 XTA LN Equity YHOO US Equity (92) 3,537 YUM US Equity 700 9,810 ZURN VX Equity 57 8,429 Current Portfolio - Global Macro Portfolio 67.77 34.93 29.17 19.35 5.62 43.35 42.33 64.87 84.85 79.87 34.87 82.05 206.90 14.63 15.07 61.33 89.16 3.79 37.88 259.69 118.70 118.57 86.91 42.75 49.16 30.87 39.08 39.63 76.76 76.30 34.76 92.53 35.18 75.04 294.36 68.33 47.91 46.26 19.07 19.12 9.08 45.61 44.10 81.09 101.10 102.54 43.77 118.08 210.49 12.85 12.86 86.18 26.05 93.28 3.28 32.58 267.61 121.33 121.08 102.12 43.53 49.47 32.12 38.76 52.65 108.27 75.59 33.30 103.58 HN/AN/A 34.29 80.40 296.34 Current Price (in USD) 1.01 65.85 79.32 1.68 50.37 9.74 7.99 40.96 34.44 53.15 58.03 72.37 3.32 9.78 10.55 67.57 5.63 15.17 14.58 5.47 1.53 1.54 43.61 3.38 -1.40 6.49 -1.50 53.98 67.06 2.11 8.31 27.32 “2.75 15.05 1.73 0.82% (145.64) 0.56% 22.43 0.74% (108.09) 0.72% 12.98 1.22% (165.29) 0.54% (27.47) 0.52% (18.26) 0.61% 140.81 0.56% 15.04 0.53% 18.05 0.44% 233.05 0.61% 141.16 0.52% 27.49 1.24% 18.33 1.39% 0.60% (145.13) 0.82% (81.88) 0.89% 88.92 0.96% 71.71 0.56% (16.10) 1.45% (15.05) 1.37% (14.30) 0.40% 19.86 0.54% (14.04) 0.46% 0.05 0.63% (33.22) 0.54% (94.32) 0.61% 210.17 0.61% 136.38 0.45% (56.99) 0.53% (46.24) 0.44% 247.55 0.95% (43.50) 0.47% 1.06 0.39% (58.22) SPX Index 21,696 62,272 NDX Index 12,815 37,348 RTY Index 897 18,515 1,455.70 2,831.19 1,133.51 1,962.87 3,802.64 1,188.43 P/Lin Vol |30P Realized| Change on Day Days Vol {in USD) 93.62 74.69 6.05 0.37% 145.27 0.46% 24.30 0.80% 72.02 EFTA00288556

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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 3,267 (284) 5,210 10,217 1,934 12,446 8,035 7,377 4,875 8,310 185 7,404 8,415 11,288 13,193 9,874 1,852 581 481 5,192 (211) 3,053 5,269 1,028 786 1,849 1,057 35,636 48 353 5,826 117 6,342 1,127 3,043 7,109 901 1,447 1771 4,800 13,663 7,887 10,639 4,642 45,128 15,064 (3,661) 22,139 48,832 37,847 29,424 42,944 52,752 25,266 24,476 15,398 4,606 48,492 47,922 41,632 40,987 44,404 26,503 64,153 12,366 28,882 51,231 37,521 43,256 23,222 39,542 (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 13,457 15,233 24,346 48,422 28,869 37,626 13,097.56 3,277.98 24,461.36 10,490.35 10,682.74 5,788.46 11,748.18 8,424.18 23,118.94 8,041.34 4,246.25 7.00 492.48 3,658.46 1,672.08 102.53 3,453.03 1,707.57 87.10 43.30 4,006.89 371.48 143.92 2,933.90 341.67 1.88 4,948.24 444.47 43.20 70.30 184.03 41.31 15.57 39.38 30.99 38.20 42.17 57.37 89.19 37.75 38.87 406.61 521.95 366.14 14,045.71 3,297.52 24,428.04 #N/AN/A 11,609.67 13,566.67 6,168.96 15,153.09 9,707.29 29,868.61 9,642.85 6,537.87 7.28 567.68 4,300.90 2,125.43 135.53 #N/AN/A #N/AN/A 3,484.30 1,773.98 102.76 43.12 4,332.86 416.73 150.29 2,992.24 325.49 193 5,086.18 660.83 43.56 72.24 259.17 41.76 22.83 43.47 38.09 55.02 45.22 66.08 100.93 49.64 60.68 472.85 714.31 411.31 21.72 1.09 0.12 0.74 34.01 70.62 16.68 49.18 53.79 30.64 24.40 64.75 7.49 44.19 49.83 36.42 58.49 46.03 18.02 1.46 2.30 33.93 0.37 11.79 13.14 6.42 477 8.53 4.78 5.12 124.07 1.36 6.60 80.45 10.04 104.09 16.43 52.01 87.47 17.88 28.33 31.48 75.58 139.64 57.56 55.81 24.23 0.33% 281.96 0.55% (33.61) 1.15% 1.73% 0.31% 18.07 0.38% (210.87) 0.39% (233.91) 0.59% (311.92) 0.28% (33.59) 0.95% (423.57) 0.83% (353.37) 0.54% 3.59 0.35% (162.51) 0.35% (270.44) 0.74% (290.05) 0.55% (258.34) 0.48% 0.39% 0.62% 1.69% 153.66 0.53% (93.87) 1.10% (439.31) 0.69% 154.37 0.93% (264.44) 0.69% (80.22) 0.42% 41.15 0.56% (60.69) 0.54% (385.50) 0.39% [aa73) 0.61% (11.89) 0.42% 45.63 0.51% 4.65 0.11% 13.07 0.45% - 0.63% (173.91) 0.44% (110.61) 0.50% (8.45) 0.40% (131.74) 0.54% (75.83) 0.42% 80.39 0.42% 28.29 0.40% 176.20 0.28% (162.64) 0.66% (198.53) 0.51% (472.33) EFTA00288557

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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 SX5E 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 8,902 6,301 11,841 4,900 2,051 29,827 4,238 713 11,659 2,233 (33) 1,488 22,860 3,789 8,436 103 2 30 2,495 2,614 (1,659) 4,271 (7) 313 1,229 2,312 84 518 142 3,948 5,392 3,435 4,459 2,612 33,163 9,024 3,530 11,364 2,727 (1,047) 1,546 (118) 591 1,105 2,567 39,503 51,146 28,923 30,921 31,675 61,074 29,993 17,778 45,532 46,541 10,059 17,388 39,247 12,087 43,006 30,696 (17,834) 30,289 36,479 15,160 (26,763) 53,418 100,443 103,687 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) 26,825 89,647 360.60 456.85 222.31 488.87 679.66 609.16 935.30 376.46 389.83 807.78 430.50 314.93 172.05 159.85 3,750.28 5,167.87 20.96 114.70 100.39 3.86 92.71 220.12 765.33 1,227.49 221.30 1,506.03 817.18 170.18 221.48 358.40 477.85 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 347.79 429.04 83.15 464.03 1,008.64 1,507.67 441.86 513.14 313.31 566.33 723.67 906.65 1,067.44 391.55 489.65 846.53 429.10 341.88 272.26 209.95 4,485.93 5,185.20 20.87 114.81 107.26 453 98.46 237.72 765.28 1,231.20 224.39 1,548.81 815.67 171.03 221.96 375.75 510.15 363.67 1,775.84 1,286.11 479.68 1,881.31 1,387.61 481.11 758.74 340.76 447.91 83.33 457.85 1,050.17 1,550.85 47.80 22.16 97.46 35.70 16.04 140.55 41.62 8.48 42.03 14.81 ~0.88 18.70 81.55 37.34 46.82 0.94 0.56 0.19 11.69 12.27 0.13 139.50 0.06 1.11 3.08 9.43 0.83 1.93 1.12 17.67 22.97 15.21 19.25 11.96 163.30 $1.17 15.76 78.07 14.27 -7.18 11.74 0.22 4.18 17.31 12.05 0.47% 0.56% 0.42% 0.44% 0.40% 0.35% 0.34% 0.47% 0.61% 0.32% 0.37% 0.46% 0.71% 0.84% 0.42% 0.36% 0.72% 0.51% 0.58% 1.40% 49.06% 0.06% 0.12% 0.27% 0.45% 0.30% 0.22% 0.26% 0.19% 0.27% 0.29% 0.26% 0.28% 0.26% 0.26% 0.32% 0.27% 0.29% 0.28% 0.29% 0.37% 0.98% 0.32% 0.24% 0.24% AIEEE (44.70) (65.57) 101.22 (33.88) (37.80) 42.40 (11.81) (71.46) 125.04 (332.17) (163.14) EFTA00288558