Atorus, LLC 7/10/2014 Current Date: hange on Day: Total Return since 1/1/12: MSCI World Change on 712M Return: . ay T90 Day Return: J No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: No. of Profitable PoatonsTio | enasx_| Avg. Realized Gain / Avg. fesmedas | 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 customized to eac h investor. [HU BEER 124M Sharpe Ratio: Sharpe Since 1/1/12: EE 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 + T T T T T T T T T T T 7 T T r ae EG EG EG ENG EG EG Gs Se PW oy RIA i CL UC UC UCC SVE AE VE AV OVE SVE SVE a GPE AVE VE A VP" QV” aN EFTA00288575

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Atorus, LLC 7/10/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _Security | __ Notional __|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 22 Positions 43 Positions | 21.4596] T US Equity (8,039) 0.11% AZN SS Equity 5,580 0.28% IBM US Equity (9,102) 0.13% MDY US Equity 5,654 0.28% TGT US Equity (9,106) 0.13% BEL20 Index 5,793 0.29% XAG Curncy (10,701) 0.15% NVS US Equity 5,828 0.29% XAU Comdty (31,099) 0.44% SENSEX Index 5,830 0.29% SHCOMP Index (39,032) 0.55% SXXP Index 6,040 0.30% CO1 Comdty (45,919) 0.65% CMCSK US Equity 6,054 0.30% ZA_TSY CREDIT (53,153) 0.75% SXSE Index 6,110 0.30% SE_TSY CREDIT (55,965) 0.79% AZN US Equity 6,145 0.30% ISEQ Index (59,665) 0.84% XLF US Equity 6,185 0.31% PSI20 Index (64,165) 0.90% AZN LN Equity 6,259 0.31% NL_TSY CREDIT 82,865 1.17% HON US Equity 6,464 0.32% DE_TSY CREDIT 84,524 1.19% DAI GR Equity 6,499 0.32% FI_TSY CREDIT 85,645 1.20% ROG VX Equity 6,522 0.32% MX_TSY CREDIT 87,928 1.24% XLI US Equity 6,577 0.33% GB_TSY CREDIT 100,192 1.41% BE_TSY CREDIT 6,596 0.33% US_TSY CREDIT 100,443 141% SMI Index 6,669 0.33% SG_TSY CREDIT 100,443 141% PSI20 Index 6,752 0.33% MyY_TSY CREDIT 109,755 1.54% MAERSKB DC Equity 6,910 0.34% SPGSCITR Index 112,796 1.59% JNJ US Equity 7,071 0.35% JP_TSY CREDIT 145,654 2.05% SX6P Index 7,146 0.35% CA_TSY CREDIT 309,688 4.36% SXAP Index 7,239 0.36% NOVN VX Equity 7,274 0.36% HEX Index 7,929 0.39% SXTP Index 8,177 0.40% TMO US Equity 8,615 0.43% PRU LN Equity 8,640 0.43% DAX Index 8,683 0.43% IT_TSY CREDIT 9,305 0.46% IBEX Index 9,410 0.47% Listed EquityShot T0249 MDT US Equity 9,658 0.48% MMM US Equity 10,319 0.51% JEquityComShort | S09 7% LUXXX Index 10,335 0.51% c2oRatestong 019% ES_TSY CREDIT 11,374 0.56% SXIP Index 11,515 0.57% KFX Index 11,956 0.59% TYC US Equity 12,942 0.64% listed Equities |S 0.11% NDX Index 13,834 0.68% lequitycom i. 79% XLV US Equity 14,170 0.70% czorates (8.68% SPX Index 21,773 1.08% EFTA00288576

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APAC Short EMEA Long [EMEA Short AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short otal Short SXDP Index 1E_TSY CREDIT STBCNZL Index 27,999 1.39% 34,187 1.69% 35,275 1.75% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $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 m AMER Short ® EquityCom Long ® EquityCom Short © G20 Rates Long @ G20 Rates Short EFTA00288577

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Atorus, LLC 7/10/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,000,000 (500,000) (1,000,000) 3/1/2012 ~ 5/1/2012 - 11/1/2012 ~ 1/1/2013 ~ s a S Ss ~ cal = m 11/1/2013 ~ 7,000,000 6,000,000 5,000,000 4,000,000 APAC 3,000,000 —— EMEA orn AMER 2,000,000 —= EquityCom 1,000,000 G20 Rates eee NexEposure RMS (2,000,000) (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 T Vv wb eb eb Ad db Ce er er oy 0” Ao” AS” Ao” AS” Ad” Ao” oY 0% oY Ao WY WO A” AO ALARA LAMA ARIA LAREN ARITA CART UN ART UAE CRAM AU PEPE HEE pT PEE PA” Th Wa oh ao T r a> EFTA00288578

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Atorus, LLC 7/10/2014 Current Gross Notional Risk by Category 327,794 647,605 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.45 1.95 175 155 1.35 —nso 115 ATorus 0.95 o7s + - - - - : - - - - - - - - - - Vv Vv v v Vv Vv el Ne] “el > > \) “a b® & » or oY oY Oo” .o” .or oY oY wr” wo” wo ww” Ww WW “vy 7 7 iv vv 7 “r vy 7 vy 17 “vy 7 iv “v iv RO A a Aw x Ss RO A Aw A A RD a AN aw A Rolling 30 Day Realized Volatility - Atorus —— 30P Vol EFTA00288579

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Atorus, LLC 7/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 90.00 + 80.00 + 70.00 60.00 + 50.00 + ——— P/L Vol Days by Position 40.00 + 3.00 + 20.00 + 10.00 + 0.00 + PFE EEE EE EEEEEEEE EEE MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) 10% MTM Gains(Losses) % of NAV "Signficant"™ 10.00% 15.00% 20.00% o ~ 35.00% 45.00% oo iy 55.00% 65.00% 70.00% 75.00% 16.8 27.6: 85.00% 95.00% 77.9 AMitatiatta NNN EFTA00288580

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Atorus, LLC 7/10/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MT™ soni Exp. @ Cost {in USD) 000270 KS = (5,336) 54.75 53.38 2.62 0.96% (11.46) 005380 KS Equity “o 2,519 224.39 223.58 0.39 0.92% 30.17 005490 KS Equity (98) (5,041) 289.59 295.24 2.23 0.87% 10.29 005930 KS Equity 72 (4,601) 1,307.65 1,287.12 1.47 1.07% (16.03) 012330 KS Equity 273.35 0.82% : 1 HK Equity 1,590 13,773 16.34 18.23 14.72 0.78% 183.47 1299 HK Equity 306 8,729 4.88 5.05 7.81 0.45% (10.01) 13 HK Equity 927 6,579 11.90 13.58 18.83 0.75% (11.70) 16 HK Equity 13.71 c 27 HK Equity (324) (4,202) 7.46 8.03 5.11 1.51% 4.29 2914 JP Equity 490 11,062 35.05 36.60 5.57 0.80% 88.83 3382 JP Equity 353 3,719 39.56 43.31 11.20 0.85% (16.54) 4063 JP Equity (23) 1,424 60.97 59.99 -2.30 0.71% (3.42) 4502 JP Equity 92 8,600 45.47 45.96 1.88 0.57% 13.35 4689 JP Equity (106) 4,252 4.63 451 “1.73 1.44% (40.57) 5 HK Equity (16) (4,127) 10.15 10.19 0.74 0.53% 7.65 5108 JP Equity 152 7,634 36.08 36.80 2.27 0.88% 82.02 5401 JP Equity 3.06 0.94% : 6301 JP Equity 63 4,173 22.56 22.91 1.76 0.86% (21.31) 6752 JP Equity 12.12 c 6902 JP Equity 46.35 : 6954 JP Equity 670 7,571 160.05 174.21 10.93 0.81% 50.50 7201 JP Equity 104 6,395 9.48 9.64 1.85 0.88% 23.76 7203 JP Equity (74) 9,546 59.99 59.53 “1.06 0.73% (2.75) 7267 JP Equity (4) (4,675) 35.34 35.37 0.11 0.77% (4.64) 762 HK Equity (29) (819) 1.53 159 “3.57 0.99% 5.65 7751 JP Equity (202) 9,172 32.99 32.28 5.75 0.38% (72.33) 8031 JP Equity 48 9,105 16.13 16.22 0.65 0.82% (19.46) 8058 JP Equity 654 11,230 19.78 20.93 12.49 0.47% 7.58 8306 JP Equity (42) 1,762 6.13 5.98 2.61 0.91% 47.35 8316 JP Equity (101) (3,372) 39.96 41.16 “3.01 1.00% (89.12) 8411 JP Equity (131) 8,561 2.02 1.99 -2.68 0.57% (2.91) 8604 JP Equity (154) 1,971 7.21 6.69 -7.09 1.10% (132.13) 8801 JP Equity 346 5,254 31.48 33.56 4.50 1.47% 8802 JP Equity 12 (3,033) 24.86 24.76 0.30 1.28% (39.98) 9020 JP Equity 158 8,122 78.83 80.37 2.68 0.72% 45.90 941 HK Equity 119 (4,634) 10.09 9.83 4.83 0.53% (22.11) 9432 JP Equity 1,586 10,589 55.68 64.02 19.50 0.77% (9.24) 9433 JP Equity 481 9,967 58.51 61.34 5.12 0.94% 27.14 9437 JP Equity 84 4,896 17.09 17.38 3.38 0.51% (2.81) 9983 JP Equity (58) (2,292) 322.77 330.98 2.29 1.11% (42.05) EFTA00288581

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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 (4) 1,950 164 396 144 147 912 322 (231) (223) 222 686 214 280 4,697 (152) 551 103 190 197 161 2,214 (191) 578 964 329 3,291 6,259 5,580 6,145 (267) (17) 1,243 901 190 26 20 48 1,250 61 211 5,645 9,987 (7,476) 6,570 (5,506) (5,164) 12,645 9,473 (5,037) (4,849) (4,005) 11,741 8,563 8,942 5,843 10,621 6,175 12,241 (3,670) 8,815 8,815 11,177 13,269 (2,898) 12,947 12,393 6,564 12,375 12,950 12,372 13,079 10,667 8,241 8,902 9,427 5,568 11,012 5,475 5,427 6,375 10,241 6,278 74.36 79.20 23.20 52.10 7.24 7.31 105.88 39.80 18.17 18.17 14.33 98.27 77.97 77.68 61.61 113.90 137.78 51.90 65.87 170.32 170.06 117.07 78.17 306.51 29.78 91.83 100.97 74.39 50.16 51.16 50.64 129.87 15.44 100.15 55.12 73.88 137.35 14.62 14.64 10.30 45.03 54.92 74.32 94.67 22.74 22.69 55.24 7.06 7.10 113.51 41.15 19.00 19.01 13.54 104.01 79.91 80.12 62.45 164.26 134.48 54.23 64.03 173.98 173.86 118.76 91.21 326.72 31.11 98.98 106.04 94.18 74.41 74.23 74.44 126.70 15.41 3.53 114.14 60.39 76.40 137.68 11.76 14.67 14.77 66.82 12.32 45.30 14.19 56.76 0.05 26.82 4.50 9.49 2.95 2.90 12.45 6.33 4.23 4.27 5.03 16.73 451 5.78 2.24 37.61 3.26 7.60 2.52 5.57 5.55 2.25 36.81 5.75 6.30 11.34 6.43 46.33 39.18 37.34 38.10 3.96 0.26 31.63 14.45 8.57 0.49 0.30 0.71 26.06 1.54 449 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% 38.10 (102.33) 65.43 22.63 44.40 (144.52) (7.02) (40.32) (41.12) 102.81 (64.37) (101.63) (37.11) (44.49) (71.05) (85.40) (177.66) 1.98 (28.52) (27.29) (70.20) 104.59 10.99 (40.62) (32.21) (74.84) (115.09) (70.35) (128.97) (75.35) 7.50 (97.49) (194.16) (61.44) 54.01 (198.83) (10.36) (216.28) 18.96 (95.71) EFTA00288582

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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 171 195 315 1,288 207 1,703 1,292 (68) 346 1,948 1,121 928 (99) 889 (68) (136) 3,006 1,476 124 (1) 143 3,459 1,090 648 6,054 3,646 2,577 3,592 1,632 1,071 354 3,131 (11) (108) 283 2,128 2,330 (28) 1,175 (2,398) 9,507 7,278 1,066 11,358 7,136 16,447 6,162 4,840 (3,462) 15,539 12,727 15,648 5,698 11,940 6,395 6,030 15,716 17,832 7,287 2,706 (534) 10,967 22,712 13,057 11,232 15,601 14,371 12,854 14,238 9,398 12,885 10,169 7,850 3,835 3,893 11,373 10,356 12,539 5,595 7,953 20.95 34.49 68.00 245.93 33.73 306.91 67.69 102.66 49.02 71.49 60.01 7.94 121.13 6.81 105.71 32.40 47.91 91.52 70.01 60.74 36.49 88.66 99.46 60.29 84.64 51.48 38.97 52.27 37.85 52.32 71.32 78.45 114.26 64.85 54.50 24.36 24.79 25.64 64.62 130.93 60.80 20.62 35.11 69.82 318.69 33.55 37.56 315.83 33.53 74.70 124.20 48.34 73.78 64.35 67.54 8.63 128.31 6.69 113.59 32.06 46.85 36.53 109.02 75.81 61.77 36.48 87.75 100.75 69.47 91.70 54.45 54.09 65.53 45.44 65.52 83.71 84.97 118.24 AN/AN/A 90.72 54.35 23.70 25.41 30.90 31.63 76.63 130.28 69.78 1.81 1.88 2.78 28.90 16.92 5.02 25.15 28.43 1.76 11.45 32.25 17.17 17.80 2.26 12.35 0.94 3.85 25.88 14.95 1.71 0.04 1.07 2.05 31.08 19.17 12.06 85.24 52.58 22.68 55.81 26.25 16.31 6.78 29.74 0.17 -3.26 3.61 27.68 33.33 -1.00 20.75 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% 6.60 29.70 (64.64) 1.24 (27.15) (106.36) (61.36) (113.36) 52.93 73.34 (62.67) (66.24) (40.77) (137.41) (128.63) (138.04) (64.63) (157.46) (33.94) (187.14) (29.68) (7.27) (18.22) (58.86) (41.74) 15.01 110.81 (100.37) (107.42) (122.19) (72.67) (154.77) 50.75 (13.06) (14.43) (45.73) 11.94 (66.14) 3.20 (29.72) 102.66 EFTA00288583

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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 6,499 1,116 3,734 172 716 52 181 2,796 (225) (44) 2,797 (6) 529 4,116 (78) 2,677 (4) 426 562 56 509 2,381 961 107 3,379 2,841 (213) 391 209 1211 1,091 712 332 332 1,420 (66) 2,290 727 1,030 3,898 601 13,908 (7,909) 8,377 10,094 2,018 3,082 11,611 12,410 (6,841) 8,725 7,396 2,265 10,164 11,097 (4,513) 14,757 (3,128) 11,898 12,257 8,739 12,532 8,902 13,637 7,125 5,841 14,612 5,436 8,219 8,293 2,630 8,069 6,811 8,704 7,483 15,659 1,068 13,140 6,565 25,323 12,136 11,236 62.20 40.31 63.20 86.88 51.66 31.23 76.85 70.99 75.84 17.95 37.11 35.31 15.65 62.68 71.20 66.06 50.12 106.13 25.48 66.80 45.66 4.48 24.69 19.44 72.84 64.66 70.46 73.83 16.88 44.06 34.30 136.00 33.35 34.19 63.30 22.11 22.32 79.65 50.89 16.41 35.80 91.27 34.62 64.85 91.38 88.36 #N/AN/A 69.99 31.76 78.05 86.99 78.33 17.86 51.15 35.22 16.46 85.93 72.43 78.05 50.18 109.93 30.68 26.65 67.22 47.51 5.68 26.43 19.74 114.98 77.23 11.57 67.81 77.35 17.30 64.34 38.94 150.21 34.62 35.71 69.04 20.82 26.21 88.47 52.96 49.72 5.89 21.68 37.72 60.89 15.15 57.24 3.09 65.96 2.46 2.64 37.64 3.48 0.83 64.91 0.35 7.82 62.64 2.97 27.82 0.17 8.60 9.50 0.99 7.44 29.79 9.08 1.91 62.88 43.03 6.39 7.74 440 42.27 16.85 15.92 5.18 6.17 14.06 8.33 41.15 13.19 11.23 56.29 6.83 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% (341.53) 176.60 (190.19) (74.56) (27.47) (11.85) (25.16) 36.94 (38.28) (389.85) (17.63) (33.26) (44.89) (5.01) (22.05) (206.19) 23.97 (16.17) 11.22 (62.83) (25.50) (7.54) (283.31) (110.64) (79.57) (6.82) 16.27 (56.73) (35.24) 7.16 (15.73) (55.47) (13.45) (5.75) (259.14) (18.16) (67.30) 7.75 (129.83) (274.43) (69.55) EFTA00288584

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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 145 (18) 125 513 2,669 235 (226) 6,464 2,407 (195) 2,286 (18) 3,200 3,614 587 (420) (292) 3,727 (30) 163 7,071 (138) 506 27 (51) 28 208 287 117 391 (36) (5) 1,522 13 6,910 59 (1) 317 4,404 9,658 1,874 1,624 10,319 1,962 8,672 8,980 5,707 12,912 8,541 17,619 10,012 11,930 8,313 8,008 7,531 (9,102) 14,380 13,899 1,140 5,715 4,601 14,011 2,146 7,794 20,338 10,159 11,894 1,157 4,065 5,724 7,489 12,928 2,680 7,377 403 (2,884) 7,548 3,103 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,556 4,903 21,331 13,316 561.32 163.21 26.22 25.62 52.84 78.01 42.50 61.10 26.16 10.33 5.56 186.82 37.31 24.65 1.93 15.79 15.73 67.84 153.20 49.37 78.39 56.22 108.16 35.62 41.85 43.92 41.91 202.91 1.23 60.16 122.48 180.59 47.35 74.87 59.29 75.27 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 15.08 96.89 37.33 570.68 162.88 26.79 26.63 69.35 79.05 41.57 94.20 33.73 10.09 7.25 187.19 45.61 31.05 2.92 14.71 14.79 85.88 151.12 50.40 105.65 55.47 112.76 35.62 42.13 43.54 42.07 206.18 1.24 62.50 158.15 156.11 47.13 74.75 98.57 75.42 2,445.41 189.89 100.63 188.86 37.94 63.28 55.37 20.08 HN/AN/A 143.77 42.83 1.87 0.29 3.89 5.71 42.45 2.12 3.65 92.07 33.08 4.78 60.34 0.39 37.85 35.31 38.40 5.12 4.39 52.59 “1.96 2.84 93.72 -2.37 12.48 0.00 1.16 0.59 2.87 1.36 6.38 52.55 9.84 0.55 0.14 132.82 0.35 4141 1.70 0.03 16.45 81.07 53.97 27.28 47.52 135.65 23.94 0.89% 0.68% 0.56% 0.69% 0.74% 0.63% 0.62% 0.59% 0.88% 0.51% 0.50% 0.52% 0.59% 0.74% 1.34% 1.44% 1.44% 0.51% 0.70% 0.74% 0.37% 0.57% 0.34% 0.67% 0.76% 0.62% 0.56% 0.82% 0.61% 0.55% 1.38% 0.86% 1.10% 0.50% 0.60% 1.16% 0.47% 0.43% 0.88% 0.39% 0.86% 0.91% 0.70% 0.36% 0.62% (55.92) (88.85) 34.49 (212.80) (162.49) (351.30) (68.43) (23.11) 15.31 (87.41) (83.78) 52.75 49.43 119.53 (33.14) 31.72 (203.96) (23.99) (53.34) (94.55) (85.78) (17.49) 0.78 18.63 (65.55) (58.33) (150.46) (12.82) (8.21) 0.97 31.64 (118.83) (22.02) (5.34) (67.44) (59.35) 16.25 (33.84) (2.57) (112.17) (199.27) (163.36) (77.97) (160.16) (13.97) EFTA00288585

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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 1,871 1,933 47 1,473 624 (64) 5,413 973 2,802 437 4,031 568 7,274 1,057 2,650 5,828 4,027 108 984 1,518 418 (99) (73) 188 (118) 980 (43) (54) (2) 327 (272) 1,236 (171) (219) 8,640 740 1,357 2,635 2,546 3,246 1,889 925 1,058 12,758 13,912 4,759 9,097 6,116 10,650 15,275 (778) 12,449 13,478 5,145 4,498 8,643 21,827 11,706 10,790 18,195 (4,107) 11,677 8,559 9,129 10,929 2,578 2,307 5,110 8,068 14,142 (2,385) (2,235) 7,697 11,013 11,156 10,761 9,967 10,582 10,521 13,406 6,695 17,041 12,871 17,569 12,340 12,883 11,427 106.90 51.28 31.23 35.88 197.70 31.52 73.39 27.20 71.26 12.00 71.37 3.96 78.01 66.92 41.33 82.20 67.78 4.39 168.96 13.80 34.50 96.82 15.64 16.66 1,174.29 257.58 84.13 7.42 7.90 29.86 79.25 87.24 78.28 36.60 36.73 12.76 162.12 66.16 114.23 67.10 79.74 54.05 75.73 78.85 122.57 47.32 58.40 31.54 41.69 217.86 31.33 10.49 99.39 25.66 76.83 14.50 77.42 7.52 83.13 89.23 45.07 102.38 89.49 0.09 170.53 15.39 40.24 100.52 15.07 16.15 1,217.52 253.86 89.96 7.55 8.09 29.85 81.60 31.53 85.16 87.27 35.98 35.99 23.24 171.07 79.58 131.89 80.38 94.48 62.33 81.16 86.14 29.59 27.29 1.21 24.80 24.02 0.89 58.53 5.78 16.56 27.96 12.12 73.24 6.58 91.72 10.51 37.22 80.13 32.50 1.90 11.30 27.34 7.14 -2.96 2.26 3.69 1.79 15.76 1.21 1.53 ~0.08 9.65 6.40 18.62 2.33 -3.03 150.00 12.58 27.42 35.33 45.43 4S.47 17.87 13.00 12.93 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% (142.10) (16.29) (52.78) (0.63) (55.13) 18.18 126.28 (8.71) (48.32) (50.82) (68.96) 25.84 (87.45) (115.68) (44.87) (114.83) (44.53) (57.48) 15.09 (13.56) (154.05) 12.05 10.62 (70.72) (14.10) 27.87 (56.98) 37.32 (124.31) (126.92) (155.56) (156.29) (184.84) 70.55 14.15 (66.64) (51.58) (58.31) (96.15) (160.53) (98.18) EFTA00288586

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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 1,043 842 1,095 235 72 6,522 1,375 1,315 (175) 1,543 1,038 47 45 810 48 192 3,451 69 150 (48) 277 1,381 177 1,528 220 1,577 (35) (61) (116) 1,566 180 157 495 59 891 (293) (120) 8,615 959 147 1,082 911 1,249 12,402 12,492 12,149 7,642 4,819 4,934 17,035 14,935 12,639 5,211 9,880 7,980 8,587 7,472 14,941 416 2,538 10,752 (4,831) 11,861 12,778 (7,339) 11,818 7,670 14,944 10,184 14,725 1,089 (6,953) (8,039) 15,790 9,929 8,452 (9,106) (2,907) 14,776 (5,268) 7,185 10,218 8,160 6,354 15,820 (7,272) 5,234 37.55 38.08 39.49 56.95 54.31 54.34 212.78 67.17 50.16 106.59 8.73 8.73 77.21 77.19 74.69 46.76 117.57 87.56 650.18 44.11 168.98 21.38 26.89 66.09 38.21 87.64 38.07 26.05 364.98 35.16 47.07 16.31 16.22 63.24 54.91 4.69 7.02 119.76 63.59 61.65 47.86 88.15 5.49 120.22 40.71 40.65 43.04 311.41 58.70 §5.12 55.23 294.26 73.36 55.38 103.13 10.10 9.87 77.63 77.65 78.74 $2.20 AN/AN/A 126.45 115.66 640.91 44.67 168.35 85.76 20.57 30.03 67.61 42.11 89.54 42.15 25.23 368.18 35.67 51.74 16.61 16.53 59.81 53.79 4.97 7.41 117.79 117.20 68.89 48.97 94.17 4.80 148.90 15.77 13.01 13.18 2.66 1.51 1.44 71.60 22.11 13.72 8.02 27.04 15.85 0.87 0.86 7.71 13.11 12.95 57.40 1.24 2.23 0.62 7.25 14.78 3.17 12.60 2.28 13.41 5.01 -2.18 3.48 21.98 3.58 2.40 7.95 2.17 11.96 “12.45 -2.70 133.53 15.25 5.24 20.64 15.55 45.97 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% (80.50) (98.29) (49.17) 39.95 (51.87) (73.77) (234.73) (59.97) (205.64) (40.92) (268.37) (419.23) (81.80) (76.44) (89.14) (13.50) (42.96) (137.90) 2.33 71.92 110.54 (6.11) (196.43) (64.18) (230.33) (218.16) (202.30) (15.75) 71.55 (9.12) (21.47) (172.25) (200.39) 33.48 34.06 (18.26) 4.63 (119.81) (103.03) (172.11) 65.95 (66.18) (2.05) 3.93 EFTA00288587

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TWX US Equity 621 9,814 67.77 72.05 7.68 0.82% (13.07) TXN US Equity 4,841 12,205 34.93 48.78 70.27 0.56% (140.15) TYC US Equity 12,942 24,080 29.17 44.84 72.75 0.74% (313.85) UBS US Equity 18.13 = UBSN VX Equity 246 (5,827) 18.90 18.11 5.83 0.72% 61.35 UCG IM Equity 1,746 4,400 5.62 7.86 32.51 1.22% (189.21) ULVR LN Equity 236 7,646 43.35 44.69 5.77 0.54% (90.75) UNA NA Equity 55 8,550 42.33 42.60 1.22 0.52% (135.39) UNH US Equity 2,823 10,775 64.97 82.00 42.89 0.61% (82.85) UNP US Equity 2,496 14,812 85.34 99.72 30.31 0.56% (149.96) UPS US Equity 4,128 14,806 79.87 102.14 52.21 0.53% (139.31) USB US Equity 3,427 14,625 34.87 43.04 53.32 0.44% (113.24) UTX US Equity 2,316 6,076 82.05 113.33 62.83 0.61% (30.31) V US Equity 460 10,070 205.70 215.09 8.74 0.52% (20.41) VALE US Equity 169 (3,004) 14.63 13.81 4.53 1.24% 31.18 VALE3 BZ Equity 239 (2,939) 15.07 13.84 5.85 1.39% VIAB US Equity 3,996 9,746 61.33 86.47 68.36 0.60% 54.66 VIV EP Equity 23.76 : VMW US Equity 322 4,886 89.33 95.21 8.02 0.82% 31.28 VOD LN Equity 612 (4,209) 3.78 3.23 16.40 0.89% 34.81 VOD US Equity 576 (4,063) 37.68 32.34 14.77 0.96% 38.98 VOW3 GR Equity (101) 2,567 259.28 249.43 -7.08 0.56% (19.93) VRX CN Equity (128) 2,413 126.38 120.02 -3.66 1.45% (23.19) VRX US Equity (138) 2,560 126.33 119.87 -3.93 1.37% (24.74) VTIUS Equity 858 5,134 86.91 101.43 41.64 0.40% (28.63) VWO US Equity 96 9,008 43.18 43.64 1.97 0.54% (81.93) VZ US Equity (22) (3,147) 49.04 49.38 “1.54 0.46% (31.69) WBC AU Equity 317 11,844 30.87 31.70 4.27 0.63% (56.49) WES AU Equity 314 13,490 39.08 39.99 4.29 0.54% (21.57) WFC US Equity 3,968 13,253 39.86 51.79 49.20 0.61% (120.55) WLP US Equity 5,131 12,547 78.54 110.65 66.78 0.61% 19.43 WMT US Equity 109 9,262 76.31 77.21 2.61 0.45% 12.65 WOW AU Equity (168) 4,724 34.79 33.59 6.73 0.53% (19.70) XOM US Equity 1,790 16,573 92.53 102.52 24.71 0.44% (159.69) XTA LN Equity #N/AN/A YHOO US Equity (33) 2,439 35.06 34.59 “1.44 0.95% (17.05) YUM US Equity 963 10,341 75.36 82.37 19.62 0.47% (68.91) ZURN VX Equity 178 9,344 295.49 301.13 4.89 0.39% (58.06) Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol {in USD) SPX Index 21,773 62,272 1,455.70 1,964.68 93.96 0.37% (347.20) NDX Index 13,834 38,177 2,848.04 3,880.04 78.88 0.46% (172.03) RTY Index 463 18,515 1,133.51 1,161.86 3.12 0.80% (193.20) EFTA00288588

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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 3,730 272 3,690 4,330 8,683 61 9,410 6,669 3,315 6,752 1,015 (91) 5,515 5,793 10,335 11,956 7,929 (617) 3,715 513 2,599 5,830 986 816 1,488 2,158 1,227 35,275 (6) 351 5,654 (7) 6,185 1,041 3,313 6,577 895 1,613 1,496 4,760 14,170 6,040 7,239 2,522 48,100 15,064 22,139 49,421 37,847 5,885 43,174 53,702 16,170 (64,165) (59,665) 8,636 48,492 38,337 41,632 40,987 44,404 15,430 15,430 7,420 29,330 44,654 43,690 48,389 30,686 43,840 (39,032) 45,441 33,715 73,207 3,397 12,786 14,269 12,756 13,610 11,089 13,272 16,147 12,469 12,582 14,057 15,233 24,346 49,038 23,096 30,101 13,158.28 3,287.82 915.40 10,501.74 10,682.74 5,788.46 11,759.39 8,442.28 23,118.94 9,277.54 6,427.43 7.30 492.48 3,658.46 1,672.08 102.53 8,639.05 200.02 3,217.54 1,695.78 87.27 43.48 4,051.82 377.03 145.52 2,943.76 341.67 1.88 4,948.24 444.47 44.02 70.30 184.03 41.38 15.57 39.46 30.99 38.20 42.17 59.54 89.62 37.75 38.87 407.21 521.95 366.14 14,178.69 3,347.19 24,581.36 1,067.99 11,421.76 13,133.52 5,848.42 14,322.54 9,490.68 27,858.55 8,301.30 6,318.06 7.22 548.49 4,211.25 2,087.18 132.44 10,181.73 200.02 3,217.54 1,565.67 98.33 43.98 4,292.86 422.45 150.20 2,998.58 328.64 197 5,128.38 658.64 43.94 72.23 256.95 41.36 22.65 43.16 38.72 53.76 45.20 67.17 99.16 49.54 61.49 457.36 685.56 396.81 23.27 3.29 9.64 27.92 60.01 2.63 36.98 43.85 21.52 12.89 2.04 1.96 32.91 42.88 33.34 53.01 36.96 0.00 0.00 4.92 23.91 1.04 8.62 13.00 4.66 446 6.87 9.75 6.68 122.81 0.29 6.56 78.08 -0.50 101.51 14.85 56.62 80.92 17.76 23.91 25.46 74.94 144.83 43.52 47.47 16.46 1.69% 0.53% 1.10% 0.69% 0.93% 0.69% 0.42% 0.56% 0.49% 0.54% 0.39% 0.61% 0.42% 0.51% 0.11% 0.45% 0.63% 0.44% 0.50% 0.40% 0.54% 0.42% 0.42% 0.40% 0.28% 0.66% 0.51% (47.80) 121.23 21.04 (85.27) 24.52 125.32 (18.42) 41.97 (140.89) (49.13) (130.23) 82.06 (46.98) (134.46) (20.67) (131.91) (149.13) (88.39) (25.04) (386.93) (393.18) EFTA00288589

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXSE Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 7,146 3,470 11,515 125 1,394 27,999 3,136 103 3,350 987 (157) 272 8,177 56 6,110 (3,635) (228) 341 922 160 (1,327) 4,136 437 3,046 1,782 3,353 296 2,402 1,194 5,050 6,596 4,503 5,448 3,566 34,187 9,305 4,639 11,374 3,601 (493) 2,255 (623) 269 1,321 4,116 39,503 55,125 28,923 1,690 33,646 61,074 31,185 17,778 18,213 47,963 6,706 6,955 15,699 1,057 43,553 112,796 (10,701) (45,919) 36,479 2,426 (31,099) 53,418 100,443 309,688 87,928 81,398 145,654 109,755 100,443 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) (55,965) 26,825 100,192 360.60 460.42 222.31 506.33 682.29 609.16 939.56 376.46 389.83 808.69 430.15 314.93 172.05 181.86 3,756.79 5,123.73 20.96 109.48 100.39 3.86 97.56 220.12 765.33 1,238.04 221.30 1,506.03 823.19 170.41 222.29 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 391.98 729.23 345.29 429.04 83.15 462.46 1,008.64 1,514.10 425.83 489.40 310.81 543.74 710.57 888.41 1,034.05 378.64 461.54 825.34 420.30 327.24 261.66 191.57 4,283.86 4,963.76 21.40 108.67 102.93 4.12 101.72 237.16 768.66 1,250.22 225.78 1,568.07 824.86 174.14 224.93 380.59 517.26 368.03 1,796.09 1,300.19 484.09 1,889.56 1,405.43 480.82 768.19 341.97 456.57 84.12 460.24 1,058.30 1,576.29 38.37 11.32 94.78 16.65 10.27 131.93 29.62 1.22 30.19 6.35 6.33 8.54 72.92 6.36 33.49 -9.06 2.97 1.46 4.32 4.70 0.09 135.08 3.70 3.63 446 13.67 0.90 8.39 6.19 22.59 28.10 19.94 23.51 16.33 168.35 52.77 20.72 78.14 18.84 3.38 17.13 1.19 1.51 20.70 17.28 0.47% 0.56% 0.42% (433.79) 0.44% (25.87) 0.40% (403.90) 0.35% (438.91) 0.34% | (940.56) 0.47% (237.67) 0.61% (329.59) 0.32% (260.97) 0.37% (45.14) 0.46% (114.62) 0.71% (370.13) 0.84% (26.83) 0.36% 130.13 0.72% (136.92) 0.51% (166.62) 0.58% 234.01 1.40% (31.01) 49.06% 588.15 0.06% (114.51) 0.12% 81.43 0.27% (569.29) 0.45% (91.29) 0.30% 61.66 0.22% 509.59 0.26% (186.47) 0.19% 85.93 0.27% (120.46) 0.29% (191.59) 0.26% (168.70) 0.28% (181.74) 0.26% (98.13) 0.26% (388.92) 0.32% (401.01) 0.27% (99.51) 0.29% (367.81) 0.28% (47.10) 0.29% (95.37) 0.37% (255.50) 0.98% 155.65 0.32% (37.90) 0.24% (33.21) 0.24% 119.25 EFTA00288590