Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Returi Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Profit Factor: Win Ratio: T24M (+) NAV T24M Avg. Dail Days ly 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: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 7/1/2014 7/1/2014 Change on Day: | __:1.22% 109.23% MSCI World Change on Day 12.67% No of Positions 10.43%) (+MTM) on Day 6,493,075 No of Positions (-MTM) (472,768) on Day 6,020,307 Current No. of Positions: 2,092,311 Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval No. of Profitable Positions T12M 40% - 50% historically Avg. Realized Gain / Avg. Realized Loss We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. [HU BEER 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. 1,000,000.00 800,000.00 600,000.00 » 2,200,000.00 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 cP —— NAV t T T T Po rw wv DW < os ‘ yy T T T T T T T T T T 1 Vv wm nm DH DM ADM AD om Dm OD SSP SP SP PSP SP PO PP PPh PP gh PEP DAP’ Gh WW Ph at EFTA00288559

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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 7/1/2014 Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) 24 Positions DBK GR Equity (7,451) T US Equity (8,039) TGT US Equity (8,750) IBM US Equity (9,102) PSI20 Index (11,371) XAG Curncy (17,834) XAU Comdty (26,763) IBOV Index (30,393) ISEQ Index (38,102) SHCOMP Index (39,032) SE_TSY CREDIT (49,074) ZA_TSY CREDIT (53,153) 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 SPGSCITR Index 86,524 MX_TSY CREDIT 87,928 GB_TSY CREDIT 91,756 SG_TSY CREDIT 91,833 US_TSY CREDIT 100,443 MY_TSY CREDIT 103,107 CA_TSY CREDIT 255,948 Listed Equity Short 8.071% Equitycom Short -0.026%| JG20Ratestong 036% G20 Rates Short | 0.014%] 1M Contribution (% of total Yr/¥r NAV Listed Equities | 43.91% Equitycom 6.275 jczonates 0.78 0.11% 0.12% 0.13% 0.13% 0.16% 0.26% 0.38% 0.44% 0.55% 0.56% 0.70% 0.76% 1.17% 1.18% 1.19% 1.21% 1.23% 1.24% 1.26% 1.32% 1.32% 1.44% 1.48% 3.67% 45 Positions MDY US Equity SENSEX Index SXEP Index AZN US Equity UTX US Equity NVS US Equity XLF US Equity AZN LN Equity HON US Equity BE_TSY CREDIT XLI US Equity ROG VX Equity FTSEMIB Index JNJ US Equity DAI GR Equity MAERSKB DC Equity AEX Index SXXP Index NOVN VX Equity SMI Index SXSE Index BEL20 Index PRU LN Equity TMO US Equity SX6P Index HEX Index MDT US Equity IT_TSY CREDIT DAX Index MMM US Equity SXAP Index SXOP Index LUXXX Index IBEX Index SXIP Index ES_TSY CREDIT KFX Index TYC US Equity NDX Index XLV US Equity 6,092 6,202 6,216 6,277 6,293 6,338 6,386 6,427 6,510 6,701 6,843 6,850 6,998 7,081 7,184 7,402 7,518 7,809 7,979 8,073 8,156 8,602 8,645 8,866 8,998 9,280 9,905 10,078 10,184 10,465 10,524 10,923 12,002 12,145 12,155 12,212 13,580 13,802 14,028 14,239 0.29% 0.30% 0.30% 0.30% 0.30% 0.30% 0.31% 0.31% 0.31% 0.32% 0.33% 0.33% 0.33% 0.34% 0.34% 0.35% 0.36% 0.37% 0.38% 0.39% 0.39% 0.41% 0.41% 0.42% 0.43% 0.44% 0.47% 0.48% 0.49% 0.50% 0.50% 0.52% 0.57% 0.58% 0.58% 0.58% 0.65% 0.66% 0.67% 0.68% EFTA00288560

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AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short 3 otal Short | 36 | JEMEAShort 8 | | 187 | P23 |S | | a) SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 22,143 1.06% 23,043 1.10% 29,597 1.41% 34,685 1.66% 35,643 1.70% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $2,500,000 $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 EFTA00288561

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Atorus, LLC 7/1/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 7,000,000 6,000,000 2,000,000 5,000,000 4,000,000 APAC 3,000,000 —— EMEA 1,000,000 owe AMER 2,000,000 —= EquityCom 1,000,000 G20 Rates omen NexEposure RHS : r r r Y r T r Y r Nn a TN N Mm mM Mm a t+ + = ood ao odo oa ooo oa So SWMo 5S 6&6 6&6 S&S oo co 8 (1,000,000) & sR &§ &§ & & & & sass (500,000) SS a a SS a SO SO a a a a a a ae wees F Fae FF FHF Faw H (2,000,000) (1,000,000) (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 —— APA — EMEA 1,000,000 rn AMER —— EquityCorn rrr G20 Rates $00,000 T T T T T T T T T T T T T T 1 vy A Wd WY CRC I SS PP PP PP PP RCRA RL a CU SVE AE EAT NE SVE PE GPT ART Wh AE aN QV” aN EFTA00288562

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Atorus, LLC 7/1/2014 Current Gross Notional Risk by Category 313,131 653,164 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.45 1.95 175 155 135 —nMsO 115 ATorus 0.95 0.75 + T T T T T T T T T T T T T T Cae a a ne CC, Sy 8% AS” OY Oo” Ad” OY 0” Ao” AY QO Ao” AO” AO” 0” aw ae aw ww ww ”\\d a\td ae ANd ww ww n\\d r\\d av aw ON NAN MM MAN NM MM) Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— 30P Vol 0.80% 0.60% EFTA00288563

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 7/1/2014 90.00 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.00 + 10.00, SESE EEEEEEEEEEE EEE ——— P/L Vol Days by Position AAilatiaita MN | 12.7 (<7 Vol Days) 10.00% 15.00% 20.00% (>7 Vol Days) 35.00% 45.00% 10.75 55.00% 65.00% 70.00% 75.00% 85.00% 46.9 §7.1 95.00% 170.7: MTM Gains(Losses) % of NAV "Signficant” MTM Gains(Losses) % of NAV "Signficant”™ 42.87% EFTA00288564

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Atorus, LLC 7/1/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost {in USD) Days Vol (in USD) 000270 KS Equity (15) (4,883) 54.82 54.99 0.31 0.96% 63.17 005380 KS Equity 9 2,519 224.39 225.19 0.39 0.92% (7.19) 005490 KS Equity (130) (5,041) 289.59 297.06 -2.95 0.87% 49.63 005930 KS Equity 58 (3,331) 1,315.71 1,292.86 1.63 1.07% 27.57 012330 KS Equity 274.13 0.82% : 1 HK Equity 1,258 12,607 #N/AN/A 12.73 0.78% 1299 HK Equity 302 7,867 #N/AN/A 8.54 0.45% 13 HK Equity 1,001 6,181 #N/AN/A 21.65 0.75% 16 HK Equity #N/AN/A 27 HK Equity (291) (4,202) #N/AN/A 4.61 1.51% 2914 JP Equity 442 9,982 34.91 36.46 5.57 0.80% 74.08 3382 JP Equity 313 3,411 39.26 42.86 10.83 0.85% 81.81 4063 JP Equity 26 3,053 61.10 61.62 1.18 0.71% 51.40 4502 JP Equity 184 8,600 45.47 46.44 3.76 0.57% 31.36 4689 JP Equity 98 4,252 4.63 4.74 1.60 1.44% 129.21 5 HK Equity 5 (4,127) #N/AN/A 0.22 0.53% 5108 JP Equity (69) 5,014 35.92 35.43 “1.56 0.88% 82.17 5401 JP Equity 49 5,798 3.18 3.20 0.89 0.94% 14.08 6301 JP Equity 147 4,173 22.48 23.27 4.07 0.86% 12.90 6752 JP Equity 12.25 c 6902 JP Equity 47.69 : 6954 JP Equity 729 7,571 160.05 175.46 11.89 0.81% 143.92 7201 JP Equity 55 5,276 9.44 9.54 1.18 0.88% 64.64 7203 JP Equity 105 5,369 59.49 60.65 2.68 0.73% 81.78 7267 JP Equity 50 (4,675) 35.34 34.96 1.39 0.77% (6.71) 762 HK Equity (33) (4,080) #N/AN/A 0.82 0.99% 7751 JP Equity (86) 9,172 33.00 32.69 “2.46 0.38% 26.52 8031 JP Equity 24 5,117 16.05 16.13 0.58 0.82% 105.93 8058 JP Equity 785 10,860 19.74 21.17 15.49 0.47% 80.90 8306 JP Equity 37 4,405 6.13 6.18 0.93 0.91% (41.35) 8316 JP Equity (198) (3,372) 39.96 42.31 5.89 1.00% 97.62 8411 JP Equity nR 7,581 2.03 2.05 1.66 0.57% 5.94 8604 JP Equity (74) 4,928 7.25 7.14 “1.37 1.10% 55.25 8801 JP Equity 368 4,655 31.26 33.73 5.39 1.47% 8802 JP Equity (15) (1,815) 24.79 25.00 0.65 1.28% (26.41) 9020 JP Equity 62 5,604 78.26 79.12 1.52 0.72% 74.13 941 HK Equity 201 (4,634) #N/AN/A 8.16 0.53% 9432 JP Equity 1,290 10,150 55.39 62.43 16.56 0.77% 63.07 9433 JP Equity 543 7,585 57.61 61.73 7.58 0.94% 124.07 9437 JP Equity 47 4,896 17.09 17.25 1.88 0.51% 56.01 9983 JP Equity (50) (2,292) 322.77 329.78 “1.96 1.11% (2.91) EFTA00288565

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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 19 1,836 72 597 75 73 1,082 348 (5) (12) (4) 785 371 293 105 5,187 (76) 841 28 (30) (18) 292 1,961 (228) 709 1,198 3,517 6,427 5,746 6,277 (158) (104) 1,461 865 498 (24) (3) (1) (100) 1,619 87 (106) 305 5,645 9,685 (6,206) 6,279 (5,506) (5,164) 11,731 7,630 (5,037) (4,849) (1,574) 11,741 8,563 7,637 5,843 10,621 6,175 12,241 (1,466) 5,509 4,954 8,878 13,044 (2,898) 12,947 12,393 6,564 12,239 12,731 12,119 12,866 10,667 8,241 1,044 8,672 9,102 4,842 11,012 1,386 5,475 5,427 (3,075) 6,375 10,241 1,091 5,658 74.36 78.79 23.25 51.86 7.24 7.31 105.26 39.40 18.17 14.34 98.27 77.97 77.26 61.61 113.90 137.84 51.90 67.12 168.39 167.99 116.15 77.99 306.51 29.78 91.83 100.97 74.22 49.87 50.82 50.37 129.92 15.44 4.07 99.78 54.92 73.52 137.35 11.53 14.62 14.64 64.23 10.30 16.31 54.63 74.61 93.73 23.02 22.98 56.79 7.15 7.21 114.96 41.20 AN/AN/A 18.22 14.38 104.84 81.34 80.22 62.71 169.52 136.17 55.46 65.82 167.48 167.39 119.98 89.71 330.63 31.41 100.71 109.27 95.55 75.05 74.91 74.94 128.02 15.56 3.70 116.60 60.14 73.52 143.56 11.33 14.61 14.64 66.31 12.92 HN/AN/A 14.86 57.57 0.29 26.04 2.37 14.97 1.55 1.45 15.93 8.51 0.09 0.23 0.24 19.14 7.82 7.06 2.94 41.54 1.63 11.61 1.74 1.42 ~0.88 5.13 33.17 6.86 7.73 14.09 10.54 50.07 40.93 39.26 39.56 2.35 0.96 11.52 38.17 14.36 0.01 9.32 “1.09 ~0.04 0.02 3.31 33.76 2.19 11.92 7.21 1.15% 0.73% 0.49% 0.63% 0.88% 0.98% 0.58% 0.54% 1.08% 1.08% 1.10% 0.35% 0.55% 0.54% 0.61% 1.18% 0.75% 0.59% 1.11% 0.39% 0.40% 0.64% 0.45% 1.15% 0.71% 0.69% 0.78% 0.57% 1.23% 1.21% 1.23% 0.63% 0.80% 0.87% 0.44% 0.66% 0.40% 0.49% 1.58% 1.20% 1.26% 0.98% 0.75% 0.39% 0.82% 0.75% 4.18 97.61 10.96 31.53 (101.79) (95.46) 6.60 54.30 (16.81) (21.90) 140.67 24.92 94.56 34.94 (60.02) 60.31 195.42 27.11 21.86 10.87 107.50 4.99 (52.32) (45.55) (6.18) (19.97) 111.95 208.70 147.78 202.53 75.00 102.52 10.92 (4.04) 105.54 82.68 182.18 13.40 8.70 18.23 (63.84) 117.20 17.46 (24.60) EFTA00288566

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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 (14) (53) 131 335 (50) 1,445 372 (86) 1,460 1,465 (87) 1,753 1,469 793 153 1,031 254 (41) 3,051 1,617 265 208 581 3,046 999 579 5,970 3,592 2,743 3,483 1,559 1,252 112 3,142 315 (46) 128 2,149 2,208 (5) 1,374 (2,195) 9,507 7,278 1,066 (3,522) 10,651 5,982 (3,303) 15,609 5,972 4,840 (3,462) 15,076 12,299 15,648 5,698 11,940 5,167 6,030 15,121 17,559 7,287 6,766 337 9,952 22,712 13,057 10,468 14,910 14,136 12,022 14,238 9,398 12,885 9,550 7,850 3,835 2,887 8,274 9,972 12,539 5,595 7,953 21.26 34.49 68.00 245.93 32.52 33.50 304.18 32.31 102.01 49.01 71.49 7.91 121.13 6.81 105.71 32.17 47.93 90.92 69.92 60.74 36.49 88.01 99.00 60.34 51.28 38.47 52.09 71.32 78.45 114.02 64.85 54.50 24.44 24.64 25.47 64.62 130.93 60.80 21.40 34.30 69.22 323.19 32.99 38.04 323.11 33.15 #N/AN/A 127.04 48.14 75.49 70.25 #N/AN/A 8.85 127.26 6.99 114.84 33.75 47.61 37.00 109.26 76.36 62.95 37.61 88.01 104.77 68.43 #N/AN/A 54.12 53.88 65.33 #N/AN/A #N/AN/A 83.15 86.08 115.35 #N/AN/A 90.81 58.98 24.05 25.02 30.96 #N/AN/A 76.00 130.81 71.30 0.72 0.58 1.87 30.69 -1.60 20.24 10.75 -2.76 22.72 33.25 2.25 1.99 29.91 23.27 15.20 3.48 14.32 4.35 1.15 27.29 16.63 3.67 4.08 0.00 9.19 27.38 17.57 11.56 87.94 52.67 25.82 $4.12 25.07 19.07 2.28 29.84 5.05 -1.89 2.25 29.05 31.59 0.19 24.25 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% (25.64) 74.94 112.25 30.54 (71.66) 219.11 70.58 (77.17) 7.56 (47.65) (130.39) 59.53 82.97 77.56 (8.14) 58.72 62.28 104.63 (15.28) 116.72 (4.65) 7.59 (34.05) 50.61 83.36 201.44 72.42 58.61 63.29 (7.16) 52.36 56.41 23.51 62.94 27.35 76.24 18.66 (6.12) EFTA00288567

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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 7,184 984 970 4,134 381 4,443 136 395 2,713 79 190 2,875 70 1,286 3,977 (80) 2,969 (22) 557 (30) 489 2,791 1,527 476 3,529 3,153 (45) (187) 424 155 1,434 682 821 251 235 2,365 (33) 2,411 452 993 (162) 4,192 479 13,908 (7,451) 5,413 8,377 10,094 10,090 2,632 11,611 12,054 (6,841) 8,725 7,396 2,529 9,840 11,097 (1,946) 14,370 (2,167) 11,898 12,257 8,739 12,532 8,902 12,523 6,245 5,841 14,612 1,269 8,644 7,458 8,293 2,630 7,159 6,601 8,112 7,483 15,659 3,204 13,140 5,756 25,323 (1,773) 12,136 8,503 62.20 40.67 55.43 63.20 86.88 51.66 31.00 76.85 70.61 75.84 17.95 37.11 35.22 15.60 62.68 70.84 65.78 49.95 106.13 25.48 66.79 4.48 24.46 19.28 72.84 64.66 12.49 70.68 73.42 16.88 44.06 33.84 135.53 33.25 34.19 63.30 22.23 22.32 78.68 50.89 5.22 16.41 35.24 94.33 35.30 65.36 94.39 90.16 #N/AN/A 74.40 32.60 79.46 86.51 74.96 18.34 51.54 36.19 17.64 85.15 73.76 79.37 50.45 111.56 31.66 26.64 66.57 #N/AN/A 5.89 27.44 20.75 116.85 78.61 12.06 69.18 77.60 17.19 68.08 37.07 152.38 34.28 35.27 72.87 22.01 26.41 84.85 52.89 53.91 5.70 22.08 37.22 67.30 14.18 36.77 63.38 6.87 81.82 7.45 5.76 37.60 1.22 3.60 66.72 3.61 19.64 60.53 -7.06 31.69 1.48 12.29 9.43 0.53 7.16 34.92 15.71 9.64 65.67 47.76 6.44 3.54 9.24 3.26 50.06 11.87 18.94 4.21 4.37 23.42 1.38 43.30 9.34 10.83 12.71 60.54 7.20 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% 194.42 (26.56) 16.95 135.74 (82.51) (88.99) 54.48 103.66 129.75 (47.95) 53.09 23.05 0.45 48.34 28.34 7.91 (45.08) (17.96) 81.05 139.61 23.02 131.53 86.34 30.72 7.91 94.99 (1.32) (4.06) 50.58 (47.94) 29.46 184.54 57.00 1.88 11.75 183.78 17.56 52.05 103.28 168.52 (37.44) 90.93 203.00 EFTA00288568

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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 300 215 171 993 2,941 819 135 6,510 2,566 (62) 2,835 48 2,912 3,570 3,590 (495) (358) 4,047 21 238 7,081 260 352 158 45 85 139 668 178 275 621 140 134 120 1,521 12 7,402 170 318 4,394 9,905 2,024 1,572 10,465 1,612 6,999 8,442 5,707 12,912 8,401 13,333 7,694 11,930 8,268 8,008 7,531 (9,102) 14,380 13,687 5,699 5,715 4,601 14,011 5,364 6,567 20,338 10,159 11,894 8,374 4,065 5,724 7,489 11,076 3,350 6,595 2,016 (2,748) 4,960 3,103 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,556 4,187 21,331 13,316 557.07 162.84 26.22 25.62 52.62 76.98 42.69 61.10 26.13 10.34 5.56 186.82 37.31 24.57 1.93 15.76 15.69 67.84 153.23 49.09 78.39 56.23 108.16 35.37 41.85 43.92 41.91 201.42 1.23 59.87 122.48 181.90 46.96 74.87 59.29 75.27 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 96.89 37.33 580.95 166.98 27.00 27.59 71.04 81.70 43.44 94.44 34.24 10.26 7.65 185.84 44.87 30.98 3.15 14.50 14.56 87.43 153.83 50.87 105.69 57.67 111.36 36.04 42.31 44.58 42.69 213.57 1.29 62.36 160.18 172.62 48.23 77.76 98.55 75.42 2,501.93 192.73 100.99 188.95 37.92 63.80 56.25 #N/AN/A #N/AN/A 144.43 41.85 4.82 3.72 5.31 11.07 47.55 9.77 2.83 92.73 35.45 1.53 74.83 1.01 34.45 35.43 46.95 6.04 5.40 57.10 0.56 4.93 93.85 447 8.69 2.82 1.94 2.99 10.74 6.47 6.83 55.55 3.70 3.16 3.51 132.73 0.34 44.36 4.87 0.81 16.52 80.88 55.35 29.46 53.84 137.57 19.66 0.89% 56.11 0.68% (11.87) 0.56% 56.95 0.69% 19.13 0.74% 25.04 0.63% 126.44 0.62% (46.33) 0.59% 300.58 0.88% 148.18 0.51% 81.08 0.50% 2.71 0.59% (15.59) 0.74% 59.15 1.34% 154.94 1.44% 40.04 1.44% 34.58 0.51% (77.86) 0.70% 3.78 0.74% 128.54 0.37% 229.90 0.57% 16.65 0.34% (4.27) 0.67% (40.52) (2.81) 0.76% 58.89 0.62% 77.49 0.56% 45.45 0.82% 55.71 0.61% (7.93) 0.55% (18.20) 1.38% (37.43) 0.86% 41.32 1.10% 58.04 0.50% 35.48 0.60% 153.69 1.16% 167.34 0.47% (26.65) 0.43% 20.24 0.88% 29.64 0.39% 149.91 0.86% (59.01) 0.91% 126.28 0.70% 0.36% 228.94 0.62% (67.26) EFTA00288569

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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 2,107 1,895 174 1,535 762 (213) 5,876 154 1,186 2,934 492 4,164 473 7,979 1,289 2,733 6,338 4,026 189 1,429 1,653 713 (184) (157) 280 (77) 838 35 32 69 (8) (383) 1,544 381 342 8,645 812 1,449 2,774 2,397 3,334 1,423 1,222 1,270 12,758 13,724 3,990 9,097 6,116 10,650 15,275 (1,333) 11,809 13,478 5,145 4,498 8,643 21,827 11,124 10,790 18,195 (4,107) 11,677 8,559 9,129 10,929 2,578 2,307 5,110 8,068 13,556 (2,385) (2,235) 4,811 11,013 11,156 10,569 9,480 10,582 10,521 13,406 6,695 17,041 12,871 16,268 12,125 12,883 11,427 106.90 51.19 30.99 35.88 197.70 31.51 73.39 28.38 70.94 12.00 71.37 3.96 78.01 66.92 41.11 82.20 67.78 4.39 168.96 13.80 34.50 96.82 15.59 16.60 1,174.29 257.61 83.90 7.42 7.90 29.61 79.25 87.19 78.10 36.75 12.76 162.12 66.16 114.23 67.10 78.73 53.94 75.73 78.85 124.55 49.41 58.26 32.34 41.94 222.34 30.89 10.26 101.62 25.11 78.07 14.61 78.19 7.63 82.28 91.39 45.87 103.02 91.39 0.09 171.70 16.11 40.75 103.13 14.54 15.54 1,238.68 255.18 89.08 7.31 7.79 30.03 79.19 31.85 84.29 89.52 HN/AN/A 37.93 23.25 171.94 80.48 132.82 79.60 94.87 60.27 82.91 87.61 33.33 27.11 5.33 25.86 29.37 2.98 63.53 11.76 21.28 29.27 13.65 75.64 5.48 100.60 13.48 38.39 87.14 32.50 3.30 16.41 29.79 12.18 5.55 4.86 5.50 1.17 14.05 0.99 0.90 4.12 0.24 9.02 23.68 5.45 4.73 150.10 13.80 29.26 37.19 42.77 50.45 13.70 17.18 15.52 0.50% (5.83) 0.51% 94.86 0.82% 25.62 0.65% 14.42 0.42% 45.10 0.67% (33.11) 0.61% (79.54) 0.98% 9.51 0.47% 97.29 0.74% 268.21 0.70% 52.67 1.22% 59.30 1.00% (8.32) 0.36% 229.10 0.86% (5.25) 0.66% (62.20) 0.40% 246.38 0.49% (46.23) 1.02% 190.13 0.61% 30.75 0.54% 51.79 1.29% (6.56) 1.40% (10.34) 1.00% 136.06 0.82% 85.87 0.44% (32.56) 1.49% (1.26) 1.58% 7.60 0.35% 53.42 0.31% 56.58 0.38% (33.20) 0.62% 59.00 0.74% 0.68% (20.87) 0.55% 284.11 0.44% 67.64 0.74% (8.96) 0.44% 5.66 0.44% 78.97 0.41% 196.15 0.86% (45.01) 0.55% 90.64 0.72% 258.94 EFTA00288570

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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 1,326 1ili 1,308 (39) 121 100 6,850 1,006 2,102 (19) 2,069 1,664 43 679 872 762 3,746 29 282 (165) 329 1,764 208 1,732 714 1,776 97 (99) (56) 1,523 616 538 719 79 827 (238) 142 8,866 1,485 21 1,288 855 1,235 11,888 12,492 10,889 (420) 4,367 2,754 2,819 17,035 13,223 12,446 5,211 9,840 7,980 4,907 4,670 13,447 3,287 6,344 10,642 (3,613) 11,861 12,778 (6,930) 11,818 6,796 14,615 10,184 14,725 5,446 (6,953) (8,039) 14,589 9,929 8,452 (8,750) (2,907) 13,319 (5,268) 5,625 10,218 8,160 3,268 15,820 (6,992) 5,234 37.39 38.08 39.07 273.60 55.80 53.03 53.14 212.78 50.06 106.71 8.73 8.73 76.40 76.56 74.25 44.57 117.57 87.32 653.36 44.11 168.95 21.44 26.89 65.78 87.64 38.07 26.08 364.98 35.16 16.31 16.22 63.45 54.91 4.66 7.02 118.97 63.59 61.65 88.15 5.52 120.22 41.57 41.47 43.77 299.31 57.35 54.88 55.03 298.35 #N/AN/A 58.51 106.31 10.56 10.55 77.23 77.27 78.00 56.40 #N/AN/A 131.70 118.07 648.18 45.16 166.81 89.85 20.42 30.91 67.80 #N/AN/A 93.79 42.66 26.54 370.19 35.41 #N/AN/A 17.33 17.26 58.24 53.42 4.95 7.34 121.99 118.76 72.87 #N/AN/A 95.32 4.84 148.59 20.93 17.18 17.56 8.05 2.40 3.53 3.15 75.20 18.27 22.28 ~0.88 36.39 25.40 1.73 1.34 7.17 29.91 20.61 62.96 0.69 4.19 2.12 9.09 18.88 4.22 14.61 7.39 15.11 2.73 -3.56 -1.68 23.14 12.24 8.23 12.03 2.90 12.32 10.11 4.08 137.42 23.63 1.49 24.57 15.17 45.47 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% 67.23 40.17 72.92 (23.30) 94.82 89.42 56.84 10.49 134.38 (13.18) 149.11 146.02 (7.43) 2.76 99.17 3.99 (34.02) 52.56 (10.24) (48.50) 48.49 (3.38) 31.54 65.51 (63.07) 19.48 16.21 14.12 1.87 113.94 62.11 (17.04) (18.36) 66.35 (14.71) 114.30 102.38 96.52 35.65 56.21 EFTA00288571

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TWX US Equity 406 9,814 67.77 70.57 5.02 0.82% 80.13 TXN US Equity 4,729 12,205 34.93 48.46 68.65 0.56% 226.52 TYC US Equity 13,802 24,080 29.17 45.88 77.58 0.74% 344.32 UBS US Equity 18.56 = UBSN VX Equity 101 (5,827) 18.90 18.58 2.39 0.72% (67.00) UCG IM Equity 2,819 5,500 5.62 8.51 41.98 1.22% 157.36 ULVR LN Equity 381 7,646 43.35 45.51 9.29 0.54% 29.38 UNA NA Equity 285 8,550 42.33 43.74 6.37 0.52% (0.34) UNH US Equity 2,827 10,775 64.97 82.02 42.96 0.61% 16.59 UNP US Equity 2,583 14,417 84.99 100.22 32.22 0.56% 16.28 UPS US Equity 4,280 14,806 79.87 102.96 54.13 0.53% 60.27 USB US Equity 3,603 14,625 34.87 43.46 56.06 0.44% 56.80 UTX US Equity 6,293 15,190 82.05 116.04 68.28 0.61% 74.03 V US Equity 442 9,462 204.92 214.51 8.94 0.52% 175.15 VALE US Equity 231 (3,004) 14.63 13.51 6.19 1.24% (80.23) VALE3 BZ Equity 307 (2,939) 15.07 13.49 7.52 1.39% (80.28) VIAB US Equity 4,050 9,746 61.33 86.81 69.29 0.60% 4.93 VIV EP Equity 24.63 : VMW US Equity 484 4,785 89.16 98.18 12.31 0.82% 70.37 VOD LN Equity 459 (4,209) 3.78 3.37 12.30 0.89% (22.14) VOD US Equity 450 (3,960) 37.80 33.50 11.84 0.96% (21.32) VOW3 GR Equity 38 3,208 259.69 262.73 2.10 0.56% 9.38 VRX CN Equity (8) 1,807 #N/AN/A -0.30 1.45% VRX US Equity (22) 2,559 126.98 125.89 0.63 1.37% (24.21) VTIUS Equity 920 5,134 86.91 102.49 44.67 0.40% 43.15 VWO US Equity 98 5,630 42.75 43.50 3.21 0.54% 43.64 VZ US Equity (7) (3,946) 49.19 49.28 0.36 0.46% (25.28) WBC AU Equity 401 11,844 30.87 31.91 5.40 0.63% (37.72) WES AU Equity 165 13,490 39.08 39.56 2.26 0.54% (0.79) WFC US Equity 4,300 13,056 39.71 52.79 54.12 0.61% 85.74 WLP US Equity 4,793 12,234 77.97 108.53 63.99 0.61% 79.81 WMT US Equity (146) 9,262 76.29 75.11 -3.50 0.45% (16.10) WOW AU Equity (194) 4,724 34.77 33.40 7.75 0.53% 7.29 XOM US Equity 1,566 16,573 92.53 101.27 21.61 0.44% 90.73 XTA LN Equity #N/AN/A YHOO US Equity 28 2,171 34.99 35.44 1.35 0.95% 24.44 YUM US Equity 866 10,235 75.29 81.66 17.83 0.47% 66.89 ZURN VX Equity 226 8,429 294.36 302.25 6.87 0.39% 50.12 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day MTM Gain/(Loss) Days Vol (in USD) SPX Index 22,143 62,272 1,455.70 1,973.32 95.55 0.37% NDX Index 14,028 37,592 2,836.05 3,894.33 81.23 0.46% RTY Index 1,183 18,515 1,133.51 1,205.95 7.98 0.80% 214.36 EFTA00288572

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 3,816 ia 51 1,826 5,532 10,184 1,623 12,145 8,073 6,998 (166) (416) 7,518 8,602 12,002 13,580 9,280 741 (482) (182) 4,606 (97) 3,290 6,202 1,135 786 1,252 2,275 1,097 35,643 (3) 304 6,092 6,386 1,226 3,322 6,843 753 1,680 1,653 4,849 14,239 7,809 10,524 5,028 46,911 15,064 (30,393) 22,139 49,421 37,847 29,424 42,944 53,322 25,266 (11,371) (38,102) 10,478 48,492 47,922 41,632 40,987 44,404 10,682 64,153 12,366 29,043 40,984 39,989 43,256 23,222 39,542 (39,032) 45,441 33,715 73,207 (493) 12,786 14,269 12,756 13,610 11,089 13,272 16,147 12,469 10,746 13,907 15,233 24,346 48,422 28,869 37,626 3,287.82 24,178.82 915.40 10,501.74 10,682.74 5,788.46 11,748.18 8,435.15 23,118.94 9,312.21 6,435.28 7.27 492.48 3,658.46 1,672.08 102.53 8,639.05 193.60 3,452.84 1,707.20 87.18 43.30 4,025.86 371.48 143.92 341.67 1.88 4,948.24 43.35 70.30 184.03 41.38 15.57 39.46 30.99 38.20 42.17 58.33 89.52 37.75 38.87 406.61 521.95 366.14 #N/AN/A 3,312.10 24,138.14 990.90 11,677.21 13,557.39 6,107.72 15,070.78 9,712.25 29,522.49 9,448.41 6,505.61 7.33 568.83 4,315.16 2,154.11 136.50 10,444.49 207.03 3,427.09 1,682.42 101.00 43.20 4,357.05 424.74 150.95 #N/AN/A 330.71 198 5,109.26 #N/AN/A 43.64 71.97 262.60 41.57 22.88 43.82 38.74 54.39 44.72 67.45 100.16 49.76 61.60 472.19 712.23 415.07 24.41 1.35 0.15 477 35.68 70.39 13.99 47.399 53.46 29.07 1.79 1.31 1.51 44.87 50.94 38.72 60.21 43.26 17.90 1.21 0.87 29.93 0.21 11.92 15.46 7.08 4.76 5.78 10.28 5.97 124.09 -1.09 5.68 84.13 4.21 104.81 17.50 56.76 84.19 14.95 29.17 28.43 76.34 145.53 56.99 55.21 26.25 (68.35) (54.23) 166.39 (4.65) 32.82 159.41 (49.13) 123.11 (122.43) 168.74 140.34 29.63 132.20 9.33 48.55 EFTA00288573

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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 8,998 6,216 12,155 925 2,333 29,597 4,462 591 10,923 1,873 60 1,453 23,043 692 8,156 (821) (68) (677) 1,798 2,316 (1,911) 4,268 317 2,872 1,786 3,643 (0) 1,300 858 5,175 6,701 4,704 5,662 3,840 34,685 10,078 4,810 12,212 3,733 (998) 2,182 (527) 19 1,457 3,682 39,503 51,942 28,923 8,449 31,675 61,074 30,369 17,778 45,532 47,963 16,765 17,388 39,247 3,475 43,006 86,524 (17,834) 35,907 36,479 15,160 (26,763) 53,418 100,443 255,948 87,928 81,398 44,924 103,107 91,833 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) (49,074) 26,825 91,756 360.60 457.65 222.31 506.33 679.66 609.16 936.68 376.46 389.83 808.69 430.39 314.93 172.05 171.45 3,750.28 5,146.96 20.96 114.41 100.39 3.86 93.29 220.12 765.33 1,236.58 221.30 1,506.03 823.23 170.18 222.12 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.55 347.80 429.04 83.15 463.54 1,008.64 1,509.04 442.74 512.41 315.73 561.74 729.73 904.36 1,074.32 388.97 483.35 840.27 431.94 341.25 273.07 205.57 4,461.50 5,098.59 21.04 112.29 105.34 4.46 99.95 237.71 767.75 1,250.45 225.79 1,573.42 823.23 172.32 224.20 381.14 517.89 368.85 1,800.48 1,304.24 486.23 1,912.27 1,408.17 487.74 769.96 341.10 455.67 83.97 463.36 1,063.43 1,569.60 48.32 21.53 100.04 24.66 18.25 139.46 43.28 7.03 39.38 12.06 0.97 18.26 82.20 23.71 45.27 -2.67 0.53 “3.72 8.43 10.87 0.15 139.38 2.69 4.14 4.47 14.85 0.00 4.83 4.87 23.15 28.55 20.83 24.44 17.58 170.79 57.15 21.48 83.90 19.53 6.84 16.57 “1.01 0.12 22.84 16.88 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% 15.10 310.27 36.50 90.24 299.54 103.53 (115.32) (2.53) (21.95) (10.90) (23.50) 224.23 (8.44) (142.74) (134.89) 211.85 (78.44) 200.33 169.82 (81.86) (88.40) (41.62) (91.21) (67.02) (67.33) 19.06 (59.73) 35.84 (44.13) (84.20) 218.44 68.77 0.53 56.58 EFTA00288574