Atorus, LLC 7/11/2014 Current Date: Change on Day: |___0.33%| Total Return since 1/1/12: MSCI World Change on 712M Return: Day 0.09% T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: No of Positions (-MTM) on Day Net Exposure: Current No. of Starting Capital: Positions: Current NAV: 2,018,597 Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval Profit Factor: Win Ratio: 40% - 50% historically T24M (+) NAV Days | S396) T24M Avg. Daily NAV (+) Change en ran T24M Avg. Daily NAV (-) Change Positions T12M Target Vol-Adj. Risk Listed Equities ve Reaescsin/ Awe | Target Vol-Adj. Risk Global Macro Realized Loss Targeted Max Loss (ex-Leverage) Leverage Target At Inception: i. Notes on Leverage: 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. T24M Sharpe Ratio: 1.2 Sharpe Since 1/1/12: Historical Sharpe & Notes: l 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 T T T r Sh PP Pg? gh Ra SB” oe oo ov” 8 P50 Goro EFTA00288591

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Atorus, LLC 7/11/2014 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 | 21.29%] DBK GR Equity (7,909) 0.11% NEE US Equity 5,353 0.27% T US Equity (8,039) 0.11% FR_TSY CREDIT 5,463 0.27% IBM US Equity (9,102) 0.13% SXAP Index 5,509 0.27% TGT US Equity (9,106) 0.13% AEX Index 5,569 0.28% XAU Comdty (31,099) 0.44% AZN SS Equity 5,629 0.28% SHCOMP Index (39,032) 0.55% MDY US Equity 5,633 0.28% ZA_TSY CREDIT (53,153) 0.75% NVS US Equity 5,787 0.29% CO1 Comdty (54,787) 0.77% CMCSK US Equity 6,068 0.30% SE_TSY CREDIT (55,965) 0.79% SXXP Index 6,153 0.30% ISEQ Index (59,665) 0.84% AZN US Equity 6,163 0.31% PSI20 Index (71,670) 1.01% XLF US Equity 6,220 0.31% NL_TSY CREDIT 82,865 1.16% SXSE Index 6,234 0.31% DE_TSY CREDIT 84,524 1.19% AZN LN Equity 6,304 0.31% FI_TSY CREDIT 85,645 1.20% PSI20 Index 6,323 0.31% MX_TSY CREDIT 87,928 1.23% DAI GR Equity 6,415 0.32% SPGSCITR Index 90,237 1.27% ROG VX Equity 6,482 0.32% GB_TSY CREDIT 100,192 1.41% HON US Equity 6,543 0.32% US_TSY CREDIT 100,443 1.41% BE_TSY CREDIT 6,589 0.33% SG_TSY CREDIT 100,443 1.41% SMI Index 6,655 0.33% MY_TSY CREDIT 109,755 1.54% XLI US Equity 6,708 0.33% JP_TSY CREDIT 190,579 2.68% JNJ US Equity 6,934 0.34% CA_TSY CREDIT 309,688 4.35% MAERSKB DC Equity 6,948 0.34% NOVN VX Equity 7,245 0.36% SX6P Index 7,488 0.37% HEX Index 7,887 0.39% TMO US Equity 8,680 0.43% DAX Index 8,738 0.43% PRU LN Equity 8,740 0.43% IT_TSY CREDIT 9,438 0.47% listed Equitylong | —(0.08 7%) IBEX Index 9,460 0.47% Listed EquityShot | -0.001% MDT US Equity 9,806 0.49% lEquityComLong |= .05 5%) LUXXX Index 10,234 0.51% JEquityComShort |S -0.028% MMM US Equity 10,373 0.51% c2oRatestong 0.017% ES_TSY CREDIT 11,478 0.57% SXIP Index 11,707 0.58% KFX Index 12,217 0.61% TYC US Equity 13,205 0.65% listed Equities T0159 NDX Index 14,163 0.70% lequitycom i785 XLV US Equity 14,251 0.71% szorates 8.77%) SPX Index 21,897 1.08% EFTA00288592

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APAC Short EMEA Long LEMEAShort AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short otal Short SXDP Index 1€_TSY CREDIT STBCNZL Index 28,251 1.40% 34,283 1.70% 34,557 1.71% 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 S- $(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 EFTA00288593

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Atorus, LLC 7/11/2014 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 1,500,000 4,000,000 APAC 3,000,000 a EMEA 1,000,000 mr AMER 2,000,000 —= EquityCom (500,000) (1,000,000) 3/1/2012 ~ 5/1/2012 - 11/1/2012 ~ 1/1/2013 ~ 3/1/2013 ~ 3/1/2014 (2,000,000) (2,000,000) (3,000,000) G20 Rates omen 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 Rees T T T T T T T 7 Y VY mb CC eG ee oy” 0” 0” AS Ao Aa 0 Ad” od oY 0” oY Ao Ao” Ao” 0” LABIA LAREN UREA LAREN CARITAS UMAR UATE ARC RU PHP QA’ Ry PP Pr’ » PP he EFTA00288594

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Atorus, LLC 7/11/2014 Current Gross Notional Risk by Category mAPAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.15 195 175 iss 1.35 —nsa 1.15 ATorus 0.95 Le nf Lh PP PP PP gm gm gh SS Os Sy y PP SP PPP Pe” SP Ph” Ph” eh” ah SPE A gh BAM MWh Mh gh eas A Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series1 0.80% 0.60% 0.40% Yh SPS of Po wr ww EFTA00288595

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Atorus, LLC 7/11/2014 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 + 30.00 + 20.00 + 10.00 + 0.00 of FE EEE EEE EEEEE EEE EE MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) 0.94% MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) és i Ss 10.00% 15.00% 20.00% 38.30%) 35.00% 45.00% 55.00% 13.71 65.00% 17.5 70.00% 75.00% 85.00% 60.7 95.00% 218.7 AAitatiatta ANN i EFTA00288596

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Atorus, LLC 7/11/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™M Senltes) Exp. @ Cost {in USD) Days Vol {in USD) 000270 KS a (5,336) 54.75 53.21 3.50 0.81% 17.58 005380 KS Equity ton 2,519 224.30 219.88 -2.40 0.84% (40.89) 005490 KS Equity 16 (5,041) 289.59 288.65 0.35 0.94% 113.02 005930 KS Equity 154 (5,024) 1,305.89 1,265.83 2.82 1.09% 85.65 012330 KS Equity 268.79 : 1 HK Equity 1,578 13,773 16.34 18.21 13.74 0.83% (11.96) 1299 HK Equity 361 8,729 4.88 5.08 8.27 0.50% 54.94 13 HK Equity 849 6,579 11.90 13.44 18.86 0.68% (77.62) 16 HK Equity 13.71 c 27 HK Equity (352) (4,202) 7.46 8.08 5.08 1.65% (24.59) 2914 JP Equity 479 11,062 35.05 36.57 7.58 0.57% (10.85) 3382 JP Equity 282 3,719 39.56 42.56 10.03 0.76% (69.42) 4063 JP Equity (14) 712 60.97 59.82 -2.63 0.73% (1.97) 4502 JP Equity 88 8,600 45.47 45.94 2.19 0.47% (3.54) 4689 JP Equity (205) 4,252 4.62 4.41 -3.85 1.25% (97.10) 5 HK Equity 16 (4,127) 10.15 10.11 0.90 0.43% 32.24 5108 JP Equity 74 7,634 36.08 36.43 1.30 0.75% (77.44) 5401 JP Equity 3.00 : 6301 JP Equity 19 4,173 22.56 22.67 0.56 0.80% (44.28) 6752 JP Equity 12.00 c 6902 JP Equity 45.87 : 6954 JP Equity 534 7,571 160.05 171.33 8.70 0.81% (134.24) 7201 JP Equity 38 5,116 9.48 9.55 0.98 0.76% (45.14) 7203 JP Equity (141) 7,637 59.98 58.89 -2.86 0.65% (81.33) 7267 JP Equity 3 (4,675) 35.34 34.78 2.78 0.56% : 762 HK Equity 159 (12.72) 7751 JP Equity 6 9,172 33.01 33.03 0.12 0.51% 209.31 8031 JP Equity (61) 9,105 16.13 16.02 “1.14 0.59% (144.61) 8058 JP Equity 537 11,600 19.81 20.73 7.64 0.61% (8.33) 8306 JP Equity (35) 881 6.12 5.89 5.05 0.79% 54.22 8316 JP Equity (44) (3,372) 39.96 40.49 “1.51 0.87% (137.70) 8411 JP Equity (165) 8,561 2.02 198 -3.99 0.48% (3.69) 8604 JP Equity (90) 986 7.19 6.59 8.81 1.04% (81.76) 8801 JP Equity 280 5,254 31.48 33.16 5.63 0.95% 8802 JP Equity 52 (3,033) 24.86 24.43 1.89 0.92% 41.66 9020 JP Equity 47 8,961 78.88 79.29 0.82 0.64% (121.01) 941 HK Equity 75 (3,476) 10.09 9.87 4.11 0.53% (14.88) 9432 JP Equity 1,645 10,589 55.68 64.33 21.22 0.73% 59.20 9433 JP Equity 441 9,967 58.51 61.10 6.64 0.67% (39.88) 9437 JP Equity 40 4,896 17.09 17.23 1.64 0.50% (42.88) 9983 JP Equity (20) (2,292) 322.77 325.66 0.97 0.92% 36.52 EFTA00288597

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9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AI FP Equity AIG US Equity AIR 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 (50) 2,028 155 395 178 174 855 329 (246) (235) 219 718 205 266 89 4,815 (165) 593 190 206 267 2,254 (340) 628 257 3,307 6,304 5,629 6,163 (194) (41) 1,173 938 189 14 61 86 1,274 76 248 5,645 10,137 (7,476) 6,570 (5,506) (5,164) 12,645 9,473 (5,037) (4,849) (4,465) 11,741 8,563 8,942 5,843 10,621 6,175 12,241 (4,212) 9,641 9,641 11,177 13,269 (2,898) 12,947 12,393 6,564 12,443 12,950 12,372 13,079 10,667 8,241 8,988 9,427 6,295 11,012 5,475 5,427 6,375 10,241 6,278 74.36 79.40 23.20 52.10 7.24 7.31 105.88 39.80 18.17 18.17 14.25 98.27 77.97 77.68 61.61 113.90 137.77 51.90 65.63 170.63 170.39 117.07 78.17 306.51 29.78 91.83 100.97 74.48 50.16 51.16 50.64 129.91 15.44 100.26 55.12 74.16 137.35 14.62 14.64 10.30 45.03 54.92 73.70 95.28 22.72 22.72 55.23 7.01 7.06 113.04 41.18 19.06 19.05 13.55 104.28 79.84 80.00 62.55 165.53 134.18 54.41 64.22 173.99 174.03 119.86 91.45 342.48 31.22 97.83 104.93 94.28 74.58 74.44 74.51 127.59 15.37 3.56 113.35 60.61 76.39 137.53 11.86 14.78 14.87 67.03 12.36 45.36 14.31 57.09 1.02 29.11 5.03 7.56 3.94 3.47 13.47 6.52 5.16 5.33 471 16.79 4.83 7.09 3.29 45.00 4.35 10.24 2.34 4.65 4.87 4.08 40.73 10.33 8.51 9.29 5.21 55.39 81.24 76.46 75.51 -2.76 0.69 21.61 18.17 5.74 0.21 0.94 1.23 24.01 1.79 6.33 0.87% 0.69% 0.41% 0.80% 0.82% 0.97% 0.50% 0.53% 0.95% 0.91% 1.04% 0.36% 0.50% 0.42% 0.46% 1.01% 0.61% 0.47% 0.92% 0.42% 0.44% 0.59% 0.42% 1.14% 0.57% 0.70% 0.75% 0.48% 0.60% 0.60% 0.62% 0.66% 0.73% 0.60% 0.55% 0.52% 0.61% 1.18% 1.29% 0.83% 0.42% 0.62% (46.17) 79.51 (9.99) (0.53) 36.81 29.24 (56.29) 7.67 (14.17) (10.90) (2.66) 32.15 (8.17) (13.92) 9.41 119.14 (13.09) 42.88 (12.98) 0.89 9.72 106.50 40.68 (123.46) 50.58 (153.53) (71.40) 16.82 44.71 49.86 17.91 73.54 (24.26) (69.90) 37.44 (0.72) (11.64) 41.29 37.36 24.33 14.76 37.52 EFTA00288598

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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 78 193 265 320 1,280 234 1,628 1,361 (51) 260 1,825 1,093 930 (83) 815 (34) (139) 3,096 1,520 102 7 1 143 3,458 985 640 6,068 3,626 2,357 3,563 1,644 1,045 305 3,190 (25) (56) 341 2,136 2,345 (105) 1,161 (3,365) 9,507 7,278 1,066 11,358 7,136 16,572 6,162 4,840 (3,920) 15,539 12,727 15,648 5,698 11,940 6,395 6,030 15,874 17,832 7,287 1,353 (534) 10,967 22,712 13,057 11,232 15,601 14,371 12,999 14,238 9,398 12,885 10,787 7,850 3,835 4,866 11,838 10,356 12,539 5,595 7,953 20.85 34.49 68.00 245.93 33.73 306.91 67.73 102.66 49.02 70.57 60.01 7.94 121.13 6.81 105.71 32.41 47.91 91.67 70.01 60.74 36.49 88.66 99.46 60.27 84.64 51.48 38.97 52.27 37.91 52.32 71.32 78.45 114.46 64.85 54.50 24.31 24.82 25.64 64.62 130.89 60.80 20.37 35.19 70.47 319.71 33.43 37.54 316.97 33.44 74.39 125.33 48.51 73.99 65.89 67.06 8.62 128.33 6.71 112.93 32.24 46.83 36.83 109.54 75.98 61.59 36.68 88.53 100.76 69.45 91.02 54.42 54.13 65.46 44.79 65.41 83.80 84.82 117.69 AN/AN/A 91.20 54.14 24.03 25.53 30.93 31.47 76.70 128.47 69.67 2.34 2.53 4.05 40.31 17.82 5.65 27.24 27.78 141 6.37 29.56 15.19 16.78 “1.51 12.28 0.54 3.64 32.98 18.34 1.49 0.79 0.06 3.00 31.76 17.90 10.35 78.00 46.77 25.50 44.23 26.84 16.19 6.70 33.49 0.56 1.34 7.76 35.40 37.25 3.49 19.44 0.99% 0.80% 0.90% 0.74% 0.63% 0.58% 0.36% 0.79% 0.74% 1.04% 0.40% 0.57% 0.35% 0.97% 0.56% 0.97% 0.63% 0.59% 0.46% 0.94% 0.66% 2.57% 0.44% 0.48% 0.42% 0.55% 0.50% 0.54% 0.71% 0.57% 0.65% 0.50% 0.42% 1.21% 1.16% 0.86% 0.37% 0.58% 0.50% 0.54% 0.75% 41.58 21.72 69.99 4.43 (7.54) 26.64 (75.48) 68.69 17.30 (100.25) (121.97) (28.01) 1.73 15.77 (73.59) 34.24 (3.04) 90.72 44.11 (21.84) 7.58 (4.74) 0.61 (7.65) (104.29) (7.98) 13.90 (19.75) (218.90) (29.26) 12.16 (25.35) (51.57) 59.19 (14.37) 66.94 61.46 8.73 15.05 (76.17) (13.91) EFTA00288599

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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 6,415 1,112 3,639 147 36 199 2,742 (220) (21) 2,864 (7) 528 4,152 (72) 2,523 (86) 372 549 402 2,444 968 3,299 2,865 (226) 434 279 1,310 1,005 729 266 283 1,426 2,389 782 1,000 3,860 652 13,908 (7,909) 8,377 10,094 1,168 3,082 11,611 12,410 (6,841) 8,725 7,396 1,699 10,164 11,097 (4,513) 14,839 (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 8,251 6,811 8,704 7,483 15,659 1,168 13,140 6,565 25,323 12,136 11,236 62.20 40.31 63.20 86.88 70.49 31.23 76.85 70.99 75.84 17.95 37.11 35.31 15.65 62.68 71.20 66.12 50.12 106.13 25.48 66.80 45.66 4.48 24.69 19.44 72.84 64.66 70.45 73.83 16.88 44.06 34.38 136.00 33.35 34.19 63.30 20.96 22.32 79.65 50.89 16.41 35.80 90.90 34.64 64.96 90.66 88.14 #N/AN/A 70.49 31.59 78.17 86.68 78.28 17.91 51.49 35.16 16.46 86.13 72.34 77.36 51.49 109.45 30.60 26.62 67.03 47.12 5.71 26.44 19.69 113.98 77.34 11.53 67.63 77.73 17.44 66.00 38.57 150.55 34.37 35.48 69.07 20.96 26.37 89.13 52.90 50.37 5.85 21.63 37.88 64.00 13.10 60.89 2.61 0.00 2.09 4.19 40.17 -3.56 0.28 87.64 ~0.66 9.11 142.28 -2.30 33.57 4.61 6.35 9.96 0.65 6.50 32.35 10.64 1.98 70.19 32.53 7.28 9.01 5.49 50.03 14.96 18.13 4.67 5.60 12.26 0.00 36.93 13.22 8.11 58.99 7.54 0.72% 1.07% 0.71% 0.56% 0.66% 0.56% 0.41% 0.55% 0.90% 0.85% 0.44% 0.64% 0.57% 0.26% 0.70% 0.51% 0.59% 0.49% 0.45% 0.54% 0.49% 0.85% 0.67% 0.64% 0.80% 0.60% 0.57% 0.59% 0.61% 1.00% 0.81% 0.59% 0.65% 0.67% 0.74% 0.68% 0.49% 0.90% 0.49% 0.54% 0.77% (84.03) (4.51) (94.63) (24.69) 8.31 (16.00) 18.23 (53.96) 4.56 22.80 67.72 (2.64) (1.04) 35.74 5.55 (152.98) (79.67) (53.46) (12.73) (25.02) (105.49) 62.90 6.91 (16.85) (79.65) 24.44 (13.72) 42.97 71.16 101.49 (87.36) 17.00 (65.46) (49.46) 6.90 8.14 98.78 54.83 (30.62) (37.92) 51.85 EFTA00288600

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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 239 118 499 2,610 340 (267) 6,543 2,494 (160) 2,338 (46) 3,679 3,703 (365) (248) 3,708 (19) 191 6,934 (104) 484 16 24 95 143 305 123 382 (12) 1,541 33 6,948 31 (29) 314 4,668 9,806 1,920 1,603 10,373 2,126 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 14,005 634 5,715 4,601 14,011 1,073 7,794 20,338 10,159 11,894 4,065 5,724 7,489 12,928 2,680 7,377 1,095 (3,019) 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 24.68 3.01 15.81 15.74 67.84 153.18 49.37 78.39 56.22 108.16 41.85 43.92 41.91 202.91 1.23 60.16 143.68 179.33 47.35 74.86 59.29 75.27 1,651.64 188.38 100.64 164.92 28.74 43.22 44.37 15.08 96.89 37.33 576.76 164.40 26.76 26.61 68.99 79.52 41.39 94.61 34.01 10.13 7.29 187.75 46.86 31.21 3.01 14.86 14.94 85.79 150.56 50.58 105.12 55.66 112.56 35.58 42.01 44.11 42.44 205.15 1.25 62.65 159.79 156.61 47.37 74.58 99.06 75.67 2,449.87 189.16 100.33 188.63 38.49 63.59 55.64 20.02 HN/AN/A 144.01 43.29 3.94 1.23 4.39 5.72 41.16 3.68 4.27 117.60 49.91 -4.60 57.15 -0.96 34.20 37.51 0.00 4.24 “3.52 55.97 -2.68 4.79 80.28 “1.87 11.32 1.11 0.60 1.93 2.34 1.76 8.34 18.80 9.55 0.07 0.37 119.29 0.88 52.39 0.79 0.82 23.86 70.05 66.88 32.47 53.98 154.75 22.92 0.70% 95.02 0.60% 84.40 0.47% (7.50) 0.68% (13.60) 0.74% (58.34) 0.52% 105.94 0.62% (40.82) 0.47% 79.38 0.60% 87.14 0.44% 35.10 0.54% 51.87 0.52% (27.13) 0.75% 492.41 0.70% 90.21 1.38% 17.82 1.50% 56.01 1.53% 44.24 0.47% (19.11) 0.65% (3.87) 0.51% 27.93 0.42% (136.76) 0.55% 34.17 0.36% (21.33) 0.35% (11.63) 0.70% 75.60 0.66% 67.75 0.47% (64.96) 0.86% 10.52 0.50% 18.77 0.60% 12.67 1.33% (11.01) 0.55% 38.70 1.03% (6.93) 0.56% 18.92 0.61% 20.01 0.92% 38.89 0.53% (28.48) 0.37% (27.96) 0.60% (2.99) 0.48% 268.02 0.70% 148.97 0.78% 46.05 0.61% (20.64) 0.31% 54.34 0.70% 165.79 EFTA00288601

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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 1,714 1,956 42 1,516 636 (19) 5,353 19 950 2,826 414 3,977 508 7,245 1,092 2,807 5,787 4,027 147 986 1,500 400 (76) (59) 186 (94) 946 (72) (77) 32 270 (250) 1,211 (255) (306) 8,740 738 1,411 2,588 2,397 3,366 1,685 1,030 1,144 12,758 13,912 4,759 9,097 6,116 10,650 15,275 (389) 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 15.65 16.67 1,174.29 257.60 84.13 7.42 7.90 29.86 79.25 87.25 78.28 36.58 36.71 12.76 162.12 66.16 114.23 67.10 79.74 54.05 75.73 78.85 121.26 47.30 58.48 31.51 41.86 218.24 31.46 10.57 99.10 25.89 76.70 14.52 77.11 7.47 82.59 89.14 45.19 103.57 89.34 0.09 171.10 15.39 40.18 100.36 15.20 16.25 1,217.01 254.65 89.76 7.64 8.17 29.99 81.19 31.54 85.34 87.09 35.67 35.68 23.36 171.05 80.11 131.57 79.60 95.02 61.43 81.78 86.74 19.93 25.38 1.28 26.73 24.52 0.32 56.52 5.43 19.87 28.22 12.16 74.50 5.65 84.30 14.26 38.27 72.89 45.74 2.64 11.58 23.78 6.49 2.01 -1.67 5.00 -1.60 15.93 1.82 2.07 1.07 7.38 -3.68 22.41 3.95 4.32 144.73 12.97 28.07 38.33 43.37 63.37 16.81 14.59 15.78 0.67% 0.55% 0.69% 0.62% 0.42% 0.55% 0.62% 0.89% 0.38% 0.74% 0.66% 1.19% 1.04% 0.39% 0.65% 0.68% 0.44% 2.14% 0.48% 0.99% 0.69% 0.56% 147% 1.54% 0.73% 0.72% 0.42% 1.65% 1.68% 0.39% 0.33% 0.61% 0.50% 0.65% 0.67% 0.57% 0.42% 0.75% 0.40% 0.43% 0.30% 0.81% 0.55% 0.63% (155.05) 22.60 (5.08) 43.79 11.90 45.16 (60.08) (3.56) (22.52) 23.95 (22.64) (53.79) (59.35) (29.26) 34.81 158.30 (40.33) 39.11 1.55 (17.38) (18.37) 22.93 14.02 (2.19) 24.64 (34.48) (27.11) (21.95) 34.30 (56.19) 22.17 (25.58) (82.98) (86.58) 101.19 (1.87) 53.73 (47.15) (147.71) 120.63 (201.38) 105.99 87.05 EFTA00288602

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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 1,083 902 1,162 167 15 51 6,482 1,290 1,252 (176) 1,637 1,074 41 757 3,323 127 141 (28) 302 1,377 181 1,270 358 1,296 (117) 1,425 128 141 478 75 966 (256) (79) 8,680 967 176 1,132 963 1,234 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 8,173 15,440 71 1,269 10,752 (4,831) 11,861 12,778 (7,339) 11,818 7,670 14,944 10,184 14,725 1,168 (6,953) (8,039) 15,957 9,929 8,452 (9,106) (2,907) 15,262 (5,268) 7,185 10,218 8,160 7,196 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 77.22 74.80 51.40 117.57 87.56 650.18 44.11 168.98 21.38 26.89 66.09 38.21 87.64 38.07 25.49 364.98 35.16 47.12 16.31 16.22 63.24 54.91 4.70 7.02 119.78 63.59 61.65 48.01 88.15 5.49 120.22 40.83 40.84 43.26 315.16 58.19 54.48 54.90 293.75 72.98 55.13 103.10 10.18 9.91 77.51 77.61 78.47 51.40 HN/AN/A 125.81 114.62 633.12 44.63 168.62 86.48 20.50 30.02 67.65 41.45 90.72 41.42 25.49 364.76 35.67 51.32 16.52 16.49 59.92 53.50 5.00 7.36 118.48 117.61 68.95 49.19 94.45 4.76 148.58 18.78 14.78 18.74 2.12 0.34 0.99 76.62 20.80 13.10 8.39 23.38 13.89 0.71 0.90 8.66 0.00 12.35 42.90 2.44 1.88 0.46 6.06 15.79 4.20 9.65 4.05 10.01 0.00 0.07 AAS 23.31 2.11 2.25 9.88 3.62 13.64 9.68 1.74 218.73 15.24 5.15 21.24 16.53 42.12 0.46% 0.49% 0.51% 1.03% 0.94% 1.04% 0.50% 0.42% 0.76% 0.40% 0.71% 0.97% 0.55% 0.56% 0.57% 1.23% 0.57% 0.72% 1.08% 0.63% 0.47% 0.68% 0.74% 0.56% 0.88% 0.87% 0.88% 0.66% 0.81% 0.33% 0.38% 0.61% 0.74% 0.53% 0.71% 0.46% 0.50% 0.63% 0.39% 0.78% 0.48% 0.34% 0.80% 0.56% 40.32 60.89 67.72 (67.69) (56.18) (29.06) (40.61) (84.25) (62.05) (1.43) 94.22 35.87 (13.65) (4.30) (54.88) (10.84) (6.84) (126.83) 60.25 (9.54) 20.59 26.26 (4.13) 4.11 (253.58) 139.81 (276.27) 11.70 64.50 (0.44) (140.99) (51.83) (15.91) (18.48) 16.12 78.02 33.27 41.22 65.76 7.59 32.85 50.53 67.75 (14.21) EFTA00288603

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TWX US Equity 636 9,814 67.77 72.16 8.73 0.74% 15.49 TXN US Equity 4,962 12,205 34.93 49.13 104.06 0.39% 121.97 TYC US Equity 13,205 24,080 29.17 45.16 95.06 0.58% 264.40 UBS US Equity 18.19 = UBSN VX Equity 215 (5,827) 18.90 18.21 4.75 0.78% (33.50) UCG IM Equity 1,370 3,300 5.62 7.96 34.28 1.21% 61.00 ULVR LN Equity 239 7,646 43.35 44.71 6.45 0.48% 2.51 UNA NA Equity 52 8,550 42.33 42.58 1.40 0.43% (3.09) UNH US Equity 2,921 10,775 64.97 82.59 50.09 0.54% 99.54 UNP US Equity 2,560 14,812 85.34 100.09 36.82 0.47% 64.37 UPS US Equity 4,181 14,806 79.87 102.42 79.75 0.35% 53.07 USB US Equity 3,429 14,625 34.87 43.05 53.86 0.44% 1.38 UTX US Equity 2,378 6,076 82.05 114.16 71.27 0.55% 61.69 V US Equity 520 10,070 205.36 215.96 11.53 0.45% 42.70 VALE US Equity 165 (3,004) 14.63 13.83 4.73 1.16% (5.35) VALE3 BZ Equity 240 (2,939) 15.07 13.84 6.58 1.24% 1.49 VIAB US Equity 3,828 9,746 61.33 85.41 72.95 0.54% (165.67) VIV EP Equity 23.57 : VMW US Equity 279 4,886 89.33 94.43 8.36 0.68% (42.55) VOD LN Equity 605 (4,209) 3.78 3.24 9.91 1.45% (9.09) VOD US Equity 569 (4,063) 37.68 32.41 16.34 0.86% (9.97) VOW3 GR Equity (71) 2,567 259.49 252.54 “3.84 0.72% 31.16 VRX CN Equity (120) 3,017 125.22 120.44 -3.36 1.18% 10.20 VRX US Equity (127) 3,202 125.19 120.41 “3.49 1.14% 13.88 VTIUS Equity 866 5,134 86.91 101.56 54.41 0.31% 7.58 VWO US Equity 151 9,852 43.24 43.90 3.52 0.44% 60.15 VZUS Equity (53) (2,360) 49.04 50.13 4.73 0.47% (35.08) WBC AU Equity 364 11,844 30.87 31.82 5.72 0.54% 46.84 WES AU Equity 419 13,490 39.08 40.30 6.31 0.49% 105.73 WEC US Equity 3,818 13,253 39.86 51.34 52.92 0.54% (148.50) WLP US Equity 5,151 12,547 78.54 110.78 78.11 0.53% 20.55 WMT US Equity 56 9,262 76.31 76.77 151 0.40% (52.68) WOW AU Equity (148) 4,724 34.80 33.74 5.83 0.54% 19.72 XOM US Equity 1,638 16,573 92.53 101.67 18.30 0.54% (151.20) XTA LN Equity #N/AN/A YHOO US Equity 13 2,439 35.07 35.25 0.46 1.17% 47.01 YUM US Equity 950 10,341 75.36 82.28 20.20 0.45% (12.79) ZURN VX Equity 210 9,344 295.49 302.13 4.74 0.47% 31.79 Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MTM Gain/(Loss) . (in USD) Days Vol {in USD) SPX Index 21,897 62,272 1,455.70 1,967.57 112.66 0.31% 123.81 NDX Index 14,163 38,177 2,848.04 3,904.58 101.44 0.37% 331.04 RTY Index 432 18,515 1,133.51 1,159.93 3.60 0.65% (31.47) EFTA00288604

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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 XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 3,449 269 4,029 4,457 8,738 9,460 6,655 2,583 6,323 857 (50) 5,569 4,272 10,234 12,217 7,887 (14) (42) (396) 3,746 354 2,656 5,026 871 1,334 1,640 1,355 34,557 (10) 361 5,633 6,220 948 3,399 6,708 913 1,660 1,377 4,796 14,251 6,153 5,509 1,888 48,100 15,064 12,513 22,139 49,421 37,847 15,576 43,174 53,702 12,128 (71,670) (59,665) 5,757 48,492 28,753 41,632 40,987 44,404 (6,219) (7,116) 4,947 29,330 44,654 43,690 48,389 30,686 43,840 (39,032) 45,441 33,715 73,207 4,540 12,786 14,269 12,756 13,610 11,089 13,272 16,147 12,658 12,582 14,057 15,233 24,346 49,038 17,322 22,575 13,158.28 3,287.82 24,669.46 915.40 10,501.74 10,682.74 5,871.73 11,759.39 8,442.28 23,118.94 9,164.69 6,427.43 7.30 492.48 3,658.46 1,672.08 102.53 8,639.05 200.02 3,217.54 1,696.64 87.27 43.48 4,051.82 377.03 145.52 2,943.76 341.67 1.88 4,948.24 444.47 43.99 70.30 184.03 41.38 15.57 39.46 30.99 38.20 42.22 59.54 89.62 37.75 38.87 407.21 521.95 366.14 14,101.72 3,346.58 24,669.46 1,081.99 11,448.89 13,149.12 5,871.73 14,335.93 9,488.54 28,042.39 8,356.15 6,335.11 7.24 549.03 4,202.06 2,083.11 133.09 10,173.44 200.47 3,236.55 1,571.00 98.42 43.83 4,298.16 416.19 149.65 2,997.86 330.00 1.95 5,147.16 654.28 43.89 72.28 256.68 41.39 22.69 42.83 38.92 54.07 45.26 67.39 98.40 49.63 61.62 458.30 687.96 396.76 19.12 3.85 0.00 8.82 22.86 48.87 0.00 36.04 34.25 26.14 8.44 2.05 -1.70 24.67 35.07 41.93 57.99 37.20 0.48 0.93 6.25 20.34 0.74 10.68 12.87 5.37 3.99 7.60 7.27 7.03 161.33 0.46 7.53 93.11 0.16 112.40 12.72 68.75 90.21 20.63 28.07 21.05 82.46 150.97 30.58 50.64 13.70 0.38% (279.84) 0.46% (2.77) 0.93% 44.85 2.06% 342.95 0.39% 127.95 0.47% 55.34 0.58% 62.08 0.61% 49.22 0.36% (13.64) 0.81% 97.08 1.04% ($15.34) 0.70% (163.27) 0.51% 10.67 0.47% 53.35 0.42% (72.05) 0.59% (101.14) 0.51% 262.27 0.48% (42.60) 0.46% (13.83) 0.64% (41.79) 1.28% 15.49 0.63% 30.81 1.07% (157.94) 0.57% 57.23 o.si%| (79.72) 0.53% (114.94) 0.46% (10.65) 0.45% (166.10) 0.50% 0.57% 128.40 0.29% (713.37) 0.48% (5.16) 0.37% 9.10 0.42% (20.91) 0.11% 9.25 0.41% 35.02 0.67% (92.04) 0.37% 86.11 0.46% 131.79 0.35% 18.01 0.47% 46.65 0.47% (118.29) 0.38% 36.39 0.39% 81.60 0.41% 113.00 0.63% 79.84 0.61% (3.46) EFTA00288605

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SX6P Index 7,488 39,503 360.60 428.96 38.19 0.50% 344,98 SXEP Index 3582 55,125 460.42 490.33 11.04 0.59% 112.39 SXIP Index 11,707 28,923 222.31 312.28 84.39 0.48% 192.19 SXNP Index . 15,576 544.98 544.98 0.00 0.48% 35.32 SX3P Index 1441 33,646 682.29 711.50 10.89 0.39% 46.38 SXDP Index 28,251 61,074 609.16 890.93 125.57 0.37% 252.77 SX4P Index 3,185 31,185 939.56 1,035.50 19.23 0.53% 48.17 SX8P Index 50 14,222 376.46 377.77 0.71 0.49% (32.67) SXOP Index 1,628 9,106 389.83 459.51 25.91 0.69% (47.15) SXOP Index 1166 47,963 808.69 828.35 5.99 0.41% 179.58 SXRP Index (81) 3,353 430.14 420.01 551 0.44% (2.26) SXMP Index 137 3,478 314.93 327.30 751 0.52% 0.69 SXTP Index 4,097 7,849 172.05 261.86 84.61 0.62% 9.00 SX7E Index (0) 11,833 192.07 192.07 0.00 0.99% 31.27 SXSE Index 6234 43,553 3,756.79 4,294.54 24.81 0.58% 124.10 SPGSCITR Index (3.978) 90,237 5,119.08 4,902.92 10.64 0.41% |G es7ze) XAG Curncy (168) (7,134) 20.96 21.45 4.13 0.57% (15.10) C01 Comdty 1,348 (54,787) 109.35 106.66 4.1 0.60% a CL1 Comdty 159 36,479 100.39 100.83 0.81 0.54% NG1 Comdty - 9,043 4.15 4.45 0.00 1.29% 57.07 XAU Comdty (1,399) (31,099) 99.59 104.07 11.26 0.40% (686.15) IBOXHY Index 4,123 53,418 220.12 237.11 153.76 0.05% (13.00) US_TSY CREDIT 504 100,443 765.33 769.17 4.33 0.12% 66.98 CA_TSY CREDIT 1815 309,688 1,238.04 1,245.30 2.20 0.27% (REE) MX_TSY CREDIT 1988 —-87,928 221.30 226.30 5.96 0.38% 207.09 AU_TSY CREDIT 3,553 81,398 1,506.03 1,571.76 14.42 0.30% 199.91 JP_TSY CREDIT 370 190,579 823.68 825.28 0.86 0.23% 97.23 MY_TSY CREDIT 2,273 109,755 170.41 173.94 8.10 0.26% (128.66) SG_TSY CREDIT 1270 100,443 222.29 225.10 7.58 0.17% 76.87 AT_TSY CREDIT 5,061 81,569 358.40 380.64 21.36 0.29% 11.38 BE_TSY CREDIT 6589 79,771 477.76 517.22 26.62 0.31% (6.68) FI_TSY CREDIT 4,506 85,645 349.64 368.04 18.49 0.28% 2.45 FR_TSY CREDIT 5,463 82,246 1,684.51 1,796.41 22.16 0.30% 15.63 DE_TSY CREDIT 3573 84,524 1,247.55 1,300.29 15.34 0.28% 6.78 \E_TSY CREDIT 34,283 78,270 336.92 484.50 165.90 0.26% 95.33 IT_TSY CREDIT 9,438 «54,986 1,616.07 1,893.45 56.87 0.30% 132.63 NL_TSY CREDIT 4,654 82,865 1,330.92 1,405.67 19.68 0.29% 14.95 ES_TSY CREDIT 11478 50,187 391.98 481.63 78.46 0.29% 103.88 DK_TSY CREDIT 3585 «67,396 729.23 768.02 18.21 0.29% (15.71) NO_TSY CREDIT (567) 50,762 345.28 341.47 3.46 0.32% (73.39) PL_TSY CREDIT 2,226 35,151 429.04 456.21 13.69 0.46% (29.47) 2A_TSY CREDIT (469) (53,153) 83.15 83.88 1.15 0.77% 150.31 SE_TSY CREDIT 287 (55,965) 462.46 460.09 131 0.39% 18.33 CH_TSY CREDIT 1319 26,825 1,008.64 1,058.25 18.86 0.26% (1.33) GB_TSY CREDIT 4,223 100,192 1514.10 1,577.91 17.14 0.25% 107.31 EFTA00288606