Atorus, LLC 7/17/2014 Current Date: hange on Day: |___-0.97%| Current Long Exposure @ Cost: Current Short Exposure @ Cost: 6,430,579 (905,777) Total Return since 1/1/12: MSCI World Change on 712M Return: . Day -0.94% T90 Day Return: No of Positions 130 Day Return: | «G.2396 (+MTM) on Day No of Positions (-MTM) on Day Net Exposure: Current No. of | gd Starting Capital: Positions: (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days No. of Profitable Positions T12M 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: 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. 12 [UU 3/3 13|212 T24M Sharpe Ratio: 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 T- Vn A nn AD > 5 ne nD DAD SY AY AO” AB” AS” AB” ~O” AO” AS” AO” AO” OY AB” A.B” Ao” 0” HT AT A A A A Ah AM KH A Ah A AK AK ANY PEPE EAE MP PAGE AM WP Gh A” EFTA00288607

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Atorus, LLC Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- 7/17/2014 Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | Security Notional [x6 of Total Notional | Security __| MTM Gain | 22 Positions 42 Positions SX7E Index (33,887) 0.46% MDY US Equity 5,412 0.26% SXOP Index (35,267) 0.48% AEX Index 5,418 0.26% SHCOMP Index (39,032) 0.53% AZN SS Equity 5,568 0.27% SXNP Index (44,130) 0.60% SXAP Index 5,573 0.27% CAC Index (44,295) 0.60% NVS US Equity 5,624 0.27% ATX Index (44,635) 0.61% WLP US Equity 5,730 0.28% SEQ Index (47,733) 0.65% AZN US Equity 5,877 0.29% 2A_TSY CREDIT (53,153) 0.72% JNJ US Equity 5,900 0.29% SE_TSY CREDIT (55,965) 0.76% SENSEX Index 6,020 0.29% NL_TSY CREDIT 82,865 1.13% CMCSK US Equity 6,132 0.30% DE_TSY CREDIT 84,524 1.15% AZN LN Equity 6,164 0.30% FI_TSY CREDIT 85,645 1.17% XLF US Equity 6,185 0.30% AU_TSY CREDIT 88899 1.21% SXXP Index 6,293 0.31% C01 Comdty (89,512) 1.22% DAI GR Equity 6,331 0.31% PSI20 Index (94,327) 1.29% BE_TSY CREDIT 6,466 0.31% US_TSY CREDIT 100,443 «1.37% ROG VX Equity 6,588 0.32% GB_TSY CREDIT 101,774 1.39% XLI US Equity 6,589 0.32% MX_TSY CREDIT 103,019 1.40% MAERSKB DC Equity 6,704 0.33% SG_TSY CREDIT 106,900 1.46% HON US Equity 6,768 0.33% MY_TSY CREDIT 136,346 © 1.86% SMI Index 6,869 0.33% JP_TSY CREDIT 159271 2.17% NOVN VX Equity 7,185 0.35% CA_TSY CREDIT 309,688 4.22% SX6P Index 7,345 0.36% HEX Index 8,516 0.41% DAX Index 8,885 0.43% MDT US Equity 9,048 0.44% TMO US Equity 9,049 0.44% PRU LN Equity 9,056 0.44% IBEX Index 9,176 0.45% D pact py Cat Expo IT_TSY CREDIT 9,462 0.46% MMMM US Equity 10,435 0.51% Listed Equity short | __—-0.003% LUXXX Index 10,704 0.52% ES_TSY CREDIT 11,621 0.57% lEquityCom Short | 27% SKIP Index 11,870 0.58% lszoRatestong | 50% KFX index 12,648 0.61% TYC US Equity 13,059 0.63% XLV US Equity 13,500 0.66% NOX Index 13,806 0.67% Listed Equities | 38.65% SPX Index 21,492 1.04% SXOP Index 27,976 1.36% XAU Comdty 28,608 1.39% EFTA00288608

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1E_TSY CREDIT 33,904 1.65% STBCNZL Index 34,737 1.69% PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short | 85 | pS | 3 | AME Sheet P22 | P21 | 369 | otal Short PS Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 @ APAC Long *2/000,000 m APAC Short $1,500,000 lm EMEA Long m EMEA Short $1,000,000 m AMER Long $500,000 m AMER Short ® EquityCom Long $ ® EquityCom Short $(500,000) © G20 Rates Long ™@ G20 Rates Short $(1,000,000) EFTA00288609

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Atorus, LLC 7/17/2014 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 mrs AMER 2,000,000 — EquityCom 500,000 (500,000) 11/1/2012 ~ 3/1/2013 ~ 5/1/2013 ~ 11/1/2013 ~ 1/1/2014 + § 3/1/2014 3/1/2012 (1,000,000) 7/1/2014 ~ 1,000,000 1, (2,000,000) + (2,000,000) (3,000,000) G20 Rates owen NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 3,000,000 T T T T T T T T T T T T T ae ed & Sk hk th PP” VP” oP” vf » » aN » as CC CS b YO 8% 8% 8% 0” 0” “oY A” oY 0 Ao) ARTA USENET CASEIN REET UE AARC PEPE PE APr’ ph YH WEP 0 T - RS EFTA00288610

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Atorus, LLC 7/17/2014 Current Gross Notional Risk by Category mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 iss 1.35 —ssa 1.15 ATorus 0.95 0.75 + r r : r r r r r r r ; r r ; - Vv vv v v Vv vv > > “el > ) > & &® & “a Sh Sh Ry Oy Oy OY OY OY UY UY OY gh Ud Ugh gy A A A A ah Ah ath ah Wh a? FAT Mh gE EGE GEE MEE ME gE Rolling 30 Day Realized Volatility - Atorus —— 30P Vol EFTA00288611

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Atorus, LLC 7/17/2014 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 + mee P/'L Vol Days by Position 40.00 + 3.00 + 20.00 + 10.00 + 0.00 + PFE EEE EEE EEEEE EEE EE -12.57 MTM Gains(Losses) % of NAV "Signficant” ~4.10) (<7 Vol Days) 1.21% 10.00% 15.00% 20.00% MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) 37.69% 35.00% 45.00% 55.00% 65.00% 70.00% 75.00% 24.7 85.00% 57.8 95.00% 77.9 AAitatiatta EFTA00288612

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Atorus, LLC 7/17/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™M Senitos) Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS = (5,336) 54.75 54.49 0.60 0.80% (14.19) 005380 KS Equity 39 2,519 224.39 227.84 177 0.87% 11.50 005490 KS Equity (161) (5,041) 289.59 298.81 -3.36 0.95% (123.01) 005930 KS Equity 54 (5,024) 1,305.89 1,291.87 1.12 0.96% (49.31) 012330 KS Equity 276.17 : 1 HK Equity 1,366 14,064 16.37 17.96 13.86 0.70% (19.65) 1299 HK Equity 428 8,729 4.88 5.11 10.07 0.49% 47.51 13 HK Equity 883 6,579 11.90 13.50 21.36 0.63% 20.18 16 HK Equity 13.69 c 27 HK Equity (301) (4,202) 7.46 7.99 4.64 1.54% 49.45 2914 JP Equity 652 11,062 35.05 37.11 9.30 0.63% 64.23 3382 JP Equity 382 3,719 39.56 43.62 13.88 0.74% 36.61 4063 JP Equity 34 5,188 61.35 61.75 0.86 0.76% 27.12 4502 JP Equity 214 8,600 45.47 46.61 5.73 0.44% 12.01 4689 JP Equity (159) 4,252 4.62 4.46 “3.51 1.07% 7.82 5 HK Equity (78) (5,533) 10.16 10.30 -2.99 0.47% (18.38) 5108 JP Equity 412 7,634 36.08 38.02 5.97 0.90% 66.80 5401 JP Equity 3.02 : 6301 JP Equity 85 4,173 22.56 23.02 2.47 0.82% 53.99 6752 JP Equity 11.98 c 6902 JP Equity 47.09 - 6954 JP Equity 529 7,571 160.05 171.24 9.38 0.75% 11.98 7201 JP Equity 175 5,116 9.48 9.81 4.49 0.76% 8.27 7203 JP Equity (6) 3,023 59.92 59.80 0.33 0.62% 16.70 7267 JP Equity (19) (2,337) 35.34 35.63 “1.41 0.59% - 762 HK Equity 1.67 28.00 7751 JP Equity 141 9,172 33.01 33.51 2.92 0.53% 47.88 8031 JP Equity 128 9,105 16.13 16.36 241 0.58% 151.16 8058 JP Equity 845 11,969 19.84 21.25 11.14 0.63% : 8306 JP Equity 5.97 (1.05) 8316 JP Equity (74) (3,372) 39.96 40.84 -2.95 0.74% (2.86) 8411 JP Equity (154) 8,561 2.02 199 4.38 0.41% 8.00 8604 JP Equity 466 6,151 6.12 6.58 8.34 0.91% c 8801 JP Equity 34.20 8802 JP Equity (49) (1,517) 24.86 25.65 “3.52 0.91% (20.81) 9020 JP Equity 295 9,800 78.94 81.32 4.21 0.72% 208.71 941 HK Equity : 885 10.53 10.53 0.00 0.65% 2.10 9432 JP Equity 2,073 10,754 55.82 66.58 23.50 0.82% 64.09 9433 JP Equity 567 9,967 58.51 61.84 741 0.77% 72.41 9437 JP Equity 183 4,896 17.09 17.73 6.82 0.55% 72.70 9983 JP Equity (19) (2,292) 322.77 325.47 -0.96 0.87% (17.11) EFTA00288613

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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 140 1,831 78 205 59 695 567 (256) (240) 70 681 184 282 189 4,877 (213) 715 346 323 359 (87) 2,215 (446) 625 1,121 583 3,183 6,164 5,568 5,877 (251) (95) 1,189 913 208 (83) 95 120 1,182 106 245 5,645 10,439 (7,476) 6,570 (5,506) (5,164) 12,645 9,473 (5,037) (4,849) (5,840) 11,741 8,563 8,942 5,843 10,858 6,175 12,241 (5,827) 10,261 9,641 11,177 13,269 (2,898) 12,947 12,393 6,564 12,579 12,950 12,372 13,079 10,667 8,241 9,073 9,427 8,474 11,012 5,475 5,427 6,375 10,241 6,278 74.36 79.80 23.20 52.10 7.24 7.31 105.88 39.80 18.17 18.17 14.06 98.27 77.97 77.68 61.61 114.68 137.70 51.90 65.04 171.02 170.39 117.06 78.17 306.51 29.78 91.83 100.97 74.65 50.16 51.16 50.64 129.88 15.44 100.38 55.12 74.80 137.35 14.62 14.64 10.30 45.03 54.92 76.21 93.80 22.95 22.96 53.72 7.17 7.23 111.70 42.18 19.09 19.07 13.90 103.97 79.64 80.13 63.60 166.19 133.11 54.93 61.17 176.39 176.73 116.16 91.21 353.65 31.21 100.14 109.94 93.54 74.04 74.18 73.40 126.90 15.27 3.62 113.54 60.46 76.63 136.32 12.22 14.87 14.96 68.55 12.21 45.50 14.49 57.06 3.16 25.21 2.35 3.26 1.38 1.15 10.45 9.24 5.08 4.84 1.14 15.92 5.03 8.06 6.98 62.62 5.14 12.54 6.01 6.47 7.53 1.29 38.36 “12.57 7.73 12.23 9.44 50.40 77.36 75.87 68.84 -3.20 1.28 19.40 16.24 5.07 “1.11 1.35 1.60 21.80 2.34 6.03 0.79% 0.70% 0.44% 0.96% 0.79% 0.99% 0.53% 0.65% 1.00% 1.02% 1.05% 0.36% 0.43% 0.39% 0.46% 0.72% 0.67% 0.47% 0.99% 0.49% 0.49% 0.60% 0.44% 1.22% 0.62% 0.74% 0.94% 0.50% 0.62% 0.59% 0.65% 0.74% 0.90% 0.68% 0.60% 0.48% 0.68% 1.28% 1.38% 0.85% 0.44% 0.65% 9.09 (299.33) (29.00) 93.12 (12.22) (38.37) (112.46) 244.77 (76.59) (72.37) (24.94) (89.67) (19.09) (43.29) 59.30 103.26 (62.48) (27.70) 56.77 (57.47) (29.59) (93.65) (115.39) 21.92 85.98 92.73 (74.92) (173.06) (193.97) (164.51) (312.98) (56.14) (133.15) (79.29) 29.83 4.53 (130.43) (96.09) (79.33) (73.64) 37.16 (65.88) EFTA00288614

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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 69 416 248 1,447 321 1,903 1,559 (53) 261 2,024 945 769 (65) 675 429 206 3,123 1,634 145 27 296 3,285 1,073 669 6,132 4,066 2,236 4,021 1,548 1,126 221 2,791 (97) (64) 457 2,170 2,296 1,123 (4,743) 11,120 8,593 1,066 11,358 7,520 16,572 6,162 4,840 (4,861) 15,655 12,727 15,648 5,698 11,940 6,395 6,595 15,874 17,832 7,287 (534) 10,967 23,685 13,401 11,232 15,946 14,430 12,999 14,238 9,398 12,885 12,643 7,850 3,835 3,115 11,838 10,472 12,659 8,549 7,953 20.69 34.69 68.59 245.93 33.73 307.81 67.73 102.66 49.02 69.65 60.07 7.94 121.13 6.81 105.71 32.41 48.07 91.67 70.01 60.74 88.66 99.46 60.60 84.80 51.48 39.22 52.31 37.91 52.32 71.32 78.45 114.93 64.85 54.46 24.30 24.82 25.69 64.72 130.48 60.80 20.39 36.37 71.92 303.16 34.46 38.03 320.97 34.44 75.51 128.63 48.50 76.49 65.91 67.83 8.52 127.08 6.73 111.69 34.58 49.57 37.32 109.71 76.43 61.94 36.22 84.22 102.15 69.01 91.59 54.55 54.30 67.06 44.44 67.10 83.07 85.31 116.94 AN/AN/A 87.91 53.12 23.81 25.78 31.01 31.04 76.46 130.59 69.38 1.39 6.42 5.47 26.71 18.86 6.48 29.72 32.99 1.73 5.01 30.75 12.24 13.52 1.05 9.42 6.26 3.99 33.45 18.09 1.81 1.91 5.73 32.73 19.84 9.90 72.06 49.02 21.72 46.57 23.10 14.47 4.30 28.17 2.29 2.27 9.20 39.18 35.66 0.14 19.21 1.05% 0.76% 0.89% 0.87% 0.68% 0.66% 0.39% 0.77% 0.63% 1.07% 0.42% 0.61% 0.36% 1.08% 0.60% 1.07% 0.78% 0.59% 0.51% 1.09% 2.62% 0.47% 0.42% 0.40% 0.60% 0.53% 0.57% 0.79% 0.61% 0.71% 0.60% 0.41% 1.26% 1.11% 0.91% 0.42% 0.53% 0.51% 0.57% 0.74% 47.75 202.65 (95.87) (10.72) (34.15) (114.09) 30.09 35.63 (22.29) 38.74 (116.51) (235.48) (135.08) (73.07) (108.85) 144.70 (9.62) (215.11) 96.29 153.27 13.29 (67.60) (194.93) (15.28) (125.91) (202.21) 147.44 (110.72) 145.60 (175.09) (148.56) (111.83) (123.41) (61.42) (34.60) (95.79) (34.23) (140.19) (5.60) (20.27) EFTA00288615

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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 6,331 806 2,842 112 (304) 2,539 (650) 153 2,919 (3) 621 4,198 (83) 2,374 (82) 463 656 56 787 2,258 1,042 102 3,528 2,948 (218) 526 506 1,372 1,008 878 (204) (260) 1,098 2,608 534 1,022 3,874 482 13,908 (7,909) 6,701 8,076 3,082 11,611 12,485 (5,131) 8,725 7,396 453 10,164 11,097 (4,513) 15,093 (3,128) 11,898 12,257 8,739 12,532 8,902 13,637 7,125 5,841 14,612 3,262 8,219 9,388 2,630 8,796 6,811 8,704 7,483 15,659 13,140 6,869 25,323 12,136 11,236 62.20 40.31 63.20 86.88 31.23 76.79 71.06 75.84 17.95 37.11 35.31 15.65 62.68 71.20 66.27 50.12 106.13 25.48 66.80 45.66 4.48 24.69 19.44 72.84 64.66 70.26 73.83 16.98 44.06 34.61 136.00 33.33 34.15 63.30 22.32 80.04 50.89 16.41 35.80 90.52 36.20 65.06 90.01 88.08 #N/AN/A 70.44 31.25 74.84 85.52 85.45 18.27 51.76 35.05 16.60 86.39 72.50 76.69 51.44 110.26 30.68 26.85 67.22 48.52 5.62 26.57 19.72 116.83 77.70 11.67 65.86 78.56 17.90 67.03 38.58 153.52 32.57 33.00 67.74 20.69 26.75 86.27 52.94 51.20 6.08 21.65 37.34 67.09 10.35 57.68 2.33 0.11 AAS 34.66 11.33 2.06 90.27 -1.03 9.62 136.79 2.49 26.71 4.10 7.93 11.48 1.07 11.51 28.98 11.44 1.97 63.76 38.20 11.09 8.65 8.69 47.69 14.24 20.84 2.78 -3.80 8.91 34.78 8.22 8.74 50.99 6.75 0.68% 0.99% 0.74% 0.59% 0.61% 0.59% 0.59% 1.12% 0.85% 0.44% 0.71% 0.63% 0.28% 0.74% 0.59% 0.64% 0.49% 0.47% 0.59% 0.55% 0.88% 0.67% 0.72% 0.95% 0.53% 0.60% 0.74% 0.62% 1.09% 0.80% 0.62% 0.84% 0.91% 0.79% 0.57% 0.95% 0.46% 0.63% 0.64% (194.03) 45.20 (164.13) (93.80) (29.29) (491.05) (42.48) (109.38) (6.22) (35.83) (6.28) (89.80) (46.84) (16.25) (206.38) (41.94) (29.30) (47.30) (100.25) 173.42 (113.22) (55.86) (158.88) 88.71 30.47 (18.74) (102.55) 73.18 (29.91) (62.27) (12.40) (146.47) (178.00) (266.02) (96.15) (70.13) (35.63) (157.70) (86.36) EFTA00288616

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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 222 399 43 552 2,936 351 (143) 6,768 2,641 (49) 2,321 (332) 3,326 5,285 (385) (260) 3,567 115 5,900 369 553 15 200 129 278 146 360 7 (56) 1,567 134 6,704 (13) (189) 322 4,440 9,048 1,867 1,730 10,435 1,567 8,672 9,518 5,707 12,912 8,541 17,619 10,012 11,930 8,313 8,008 7,531 (9,102) 14,380 14,216 5,715 4,601 14,011 7,794 20,338 10,159 11,894 4,065 5,724 7,489 12,928 2,680 7,377 3,460 (3,154) 7,548 2,482 2,297 6,084 14,377 7,348 9,603 2,181 13,763 20,811 7,641 4,903 21,331 13,316 561.32 163.60 26.22 25.62 52.84 78.01 42.52 61.10 26.16 10.34 5.56 186.82 37.31 24.76 15.81 15.74 67.84 49.37 78.39 56.23 108.16 41.85 43.92 41.91 202.91 1.23 60.16 155.67 178.22 47.35 74.83 59.29 75.27 1,651.64 188.38 100.60 164.92 28.74 43.22 44.47 15.08 96.89 37.33 575.66 170.46 26.42 26.71 71.00 79.56 41.92 95.76 34.47 10.27 7.27 193.63 45.94 33.97 3.05 14.81 14.90 85.11 149.61 50.09 101.13 58.27 113.19 36.85 42.00 44.38 43.03 204.93 1.26 62.42 162.25 157.90 47.46 73.19 99.73 76.92 2,421.74 188.04 98.66 189.27 38.02 62.02 55.33 20.41 AN/AN/A 144.29 41.72 3.63 6.72 1.69 6.86 44.62 3.97 2.25 113.53 48.69 1.23 57.32 6.14 25.87 41.19 443 3.67 50.09 2.43 57.78 5.00 12.61 1.04 1.50 4.25 1.89 2.91 7.76 6.46 8.89 0.40 2.25 117.99 2.91 50.77 0.33 5.28 25.48 67.20 65.67 39.95 55.16 129.85 14.97 0.70% 0.62% 0.44% 0.62% 0.77% 0.50% 0.64% 0.50% 0.65% 0.50% 0.54% 0.59% 0.89% 0.90% 1.52% 1.54% 0.51% 0.61% 0.50% 0.73% 0.37% 0.36% 0.69% 0.63% 0.53% 0.84% 0.49% 0.65% 1.28% 0.56% 0.99% 0.58% 0.75% 0.92% 0.54% 0.37% 0.58% 0.48% 0.66% 0.61% 0.64% 0.38% 0.79% (143.74) (0.99) (15.11) (132.95) (24.40) (18.70) 14.10 (121.48) (118.95) (56.61) (51.86) (61.16) 419.47 4.36 (78.02) (49.15) (248.16) (72.91) (312.76) (82.82) (92.56) (11.95) (28.51) (6.62) (70.86) (21.23) (16.32) 14.54 10.12 (21.76) (33.82) 13.29 (113.25) (132.89) (45.78) (53.62) 15.47 (52.81) (339.77) (106.33) (70.42) (325.60) (78.85) EFTA00288617

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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 1,562 1,794 205 2,298 695 152 5,146 26 1,025 2,939 375 3,944 783 7,185 1,304 2,967 5,624 4,027 126 991 1,531 449 n2 85 160 (30) 1,036 272 207 (232) 754 (195) (233) 9,056 820 1,405 2,721 2,180 3,393 957 1,186 1,137 12,758 13,912 4,759 9,167 6,116 10,650 15,275 (836) 12,449 13,552 5,145 4,498 10,746 21,827 11,851 10,790 18,195 (4,107) 11,677 8,559 9,129 10,929 2,578 2,307 5,110 8,068 14,142 8,419 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 35.92 197.70 31.52 73.39 26.24 71.26 12.01 71.37 3.96 79.15 66.92 41.39 82.20 67.78 4.39 168.96 13.80 34.50 96.82 15.67 16.68 1,174.29 257.63 84.13 29.91 79.25 87.25 78.28 36.59 36.73 12.76 162.12 66.16 114.23 67.10 79.76 54.05 75.73 78.85 119.98 47.64 57.89 32.58 44.93 220.15 31.97 10.43 98.11 25.41 77.13 14.62 76.57 7.44 84.92 88.96 45.94 104.80 88.73 0.09 170.79 15.40 40.29 100.80 16.10 17.30 1,211.08 256.69 90.30 8.08 8.71 30.88 80.74 31.46 85.48 83.76 35.89 35.94 23.75 172.04 80.05 132.46 78.47 95.16 58.24 82.69 86.69 18.56 23.07 5.84 33.67 25.27 2.54 $1.20 3.08 21.67 39.14 10.64 78.30 10.49 77.06 17.95 41.36 65.51 63.46 2.17 12.50 23.07 6.19 2.04 2.59 4.23 0.53 16.33 6.99 5.78 -3.12 10.57 “3.15 3.43 141.17 15.77 28.46 41.39 36.49 $1.11 7.36 17.34 16.68 0.66% 0.56% 0.74% 0.74% 0.45% 0.56% 0.66% 1.02% 0.38% 0.55% 0.69% 1.12% 0.69% 0.43% 0.61% 0.66% 0.47% 1.55% 0.50% 0.93% 0.73% 0.66% 1.37% 1.43% 0.74% 0.69% 0.45% 0.46% 0.33% 0.67% 0.66% 0.62% 0.64% 0.61% 0.39% 0.74% 0.39% 0.46% 0.38% 1.05% 0.53% 0.60% (34.60) (35.62) 26.58 338.84 (32.96) 77.69 (91.32) (4.16) 55.18 (88.07) (41.11) (66.65) (4.34) (418.48) (37.29) (11.46) (383.15) (53.23) (95.46) (11.52) (63.66) 27.60 2.31 (78.06) (32.03) (19.73) 30.67 (30.47) 62.71 (187.41) 10.14 34.70 (80.05) (11.54) (79.75) (114.93) (238.87) (198.57) (117.82) (20.00) (88.74) EFTA00288618

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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 1,280 1,101 1,188 545 223 214 6,588 1,572 1,668 (196) 1,345 1,049 428 379 618 3,359 53 145 72 234 1,578 357 1,269 272 1,289 (60) 1,516 39 494 136 1,291 (241) (51) 9,049 756 507 1,239 796 1,203 12,402 12,492 12,149 7,642 4,819 4,934 17,035 15,233 12,639 5,211 9,880 7,980 8,587 8,173 15,938 10,752 (4,831) 11,861 12,778 (7,339) 11,818 8,544 14,944 10,184 15,335 3,290 (6,953) (2,010) 16,571 9,929 8,452 (9,289) (2,907) 15,748 (5,268) 5,748 10,218 8,160 9,721 15,820 (7,272) 5,234 37.55 38.08 39.49 56.95 54.31 54.34 212.78 67.29 50.16 106.56 8.73 8.73 77.21 77.22 74.92 87.56 650.18 44.11 168.98 21.38 26.89 66.40 38.21 87.64 38.21 25.71 364.98 35.16 47.27 16.31 16.22 63.18 54.91 4.71 7.02 119.79 63.59 61.65 48.45 88.15 5.49 120.22 41.42 41.44 43.35 299.86 61.01 56.82 56.70 295.07 74.23 56.79 102.69 9.92 9.88 81.06 80.81 77.83 $1.92 HN/AN/A 125.99 114.91 643.00 44.65 169.94 87.37 20.70 30.48 69.18 41.45 89.98 41.42 25.76 364.66 36.22 51.59 16.38 16.35 59.82 $2.35 5.09 7.34 118.73 119.90 67.36 50.98 95.05 4.89 147.85 22.16 18.83 20.10 7.01 449 4.27 69.10 23.03 17.12 -B.46 16.50 11.81 7.16 6.84 6.91 39.85 1.00 1.86 1.21 443 18.58 7.09 8.40 3.07 8.54 0.27 0.11 8.26 22.89 0.66 0.98 10.05 6.34 16.58 8.08 1.54 215.20 10.21 9.77 24.12 13.73 37.48 0.47% 0.47% 0.49% 1.02% 1.03% 1.02% 0.56% 0.45% 0.77% 0.45% 0.83% 1.11% 0.70% 0.68% 0.56% 0.78% 1.11% 0.66% 0.47% 0.72% 0.72% 0.59% 1.01% 0.87% 0.98% 0.72% 0.83% 0.36% 0.40% 0.60% 0.79% 0.53% 0.74% 0.49% 0.57% 0.58% 0.41% 0.91% 0.53% 0.32% 0.80% 0.61% 18.55 49.28 (44.37) 167.38 (9.86) (57.12) (244.92) 13.53 33.06 (30.01) (119.66) (144.42) 298.73 196.24 (177.20) (51.43) (28.51) 10.28 (37.95) 24.10 11.92 (29.65) (44.51) (93.22) (36.32) (10.74) 25.79 11.25 (32.97) (114.91) (118.52) 43.31 33.81 126.04 88.52 (23.48) 86.16 (188.92) 113.75 (105.04) 34.35 (83.12) EFTA00288619

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TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV EP Equity VMW US Equity VOD LN Equity VOD US Equity VOWS GR Equity VRX CN Equity VRX US Equity VTIUS Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity 2,606 4,704 13,059 113 338 134 3,460 2,735 4,307 2,961 1,859 667 86 147 4,264 265 489 470 (84) (59) (61) 877 138 (0) 321 563 3,664 5,730 48 (137) 1,868 (97) 374 315 Current Portfolio - Global Macro Portfolio SPX Index NDX Index RTY Index MTM Gain/(Loss) | Exp. @ Cost 21,492 13,806 9,814 12,205 24,080 (5,827) 7,646 8,550 10,775 14,812 14,806 14,625 4,861 11,895 (2,403) (2,351) 9,746 4,886 (4,209) (4,063) 2,567 3,022 3,207 5,134 9,852 1,179 11,844 13,490 13,253 12,673 9,262 4,724 16,573 1,952 10,500 9,344 62,272 38,177 18,515 67.77 34.93 29.17 18.90 7.56 44.57 32.54 72.46 78.31 85.75 30.33 107.41 227.44 15.05 9.83 83.63 3.78 37.68 259.41 124.40 124.41 86.91 43.24 50.55 30.87 39.08 39.86 78.78 76.31 34.80 92.53 34.98 75.46 295.49 1,455.70 2,848.04 1,133.51 85.76 48.39 44.98 18.44 18.54 7.89 45.27 42.99 85.84 101.09 103.10 41.93 113.44 219.29 14.11 14.13 88.16 23.66 94.17 3.34 33.32 251.14 122.02 122.10 101.75 43.84 50.55 31.71 40.71 50.88 114.40 76.70 33.82 102.96 AN/AN/A 33.32 78.15 305.44 Current Price (in USD) 1,958.12 3,878.01 1,133.60 19.28 88.27 96.01 2.40 8.61 3.29 47.37 38.33 68.48 39.28 68.88 10.65 3.06 5.15 69.85 8.27 7.72 12.54 4.57 “1.75 1.76 48.38 3.17 0.00 4.68 8.46 51.95 68.95 141 5.38 18.84 3.62 5.77 7.49 1.38% 423.01 0.44% (221.13) 0.56% (362.74) 0.81% 25.94 0.51% (45.28) 0.48% 19.38 0.68% 41.08 0.48% 470.63 0.42% (89.97) 0.52% (245.93) 0.56% (110.56) 0.53% (117.41) 1.17% 33.55 1.21% 46.54 0.63% (207.07) 0.65% (8.52) 1.50% 21.84 0.92% 33.51 0.72% (42.17) 1.12% 31.95 1.08% 31.40 0.35% (27.75) 0.44% (129.30) 0.45% (7.69) 0.58% (6.29) 0.49% 146.55 0.53% (114.90) 0.66% 347.83 0.36% (21.97) 0.54% 16.17 0.60% (97.83) 1.37% (37.38) 0.62% (605.83) 0.45% (21.12) P/Lin Vol |30P Realized| Change on Day Days Vol {in USD) 92.77 81.84 0.01 0.37% 0.44% (718.16) 0.70% (288.56) EFTA00288620

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O0 Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 3,621 456 (385) 2,603 4,823 8,885 382 9,176 6,869 664 5,304 186 (36) 5,418 2,858 10,704 12,648 8,516 (21) 273 (269) 4,403 (517) 3,360 6,020 1,297 1,352 1,166 1,925 1,576 34,737 (72) 388 5,412 (94) 6,185 802 3,424 6,589 756 1,552 1,420 4,796 13,500 6,293 5,573 1,618 48,100 19,583 58,271 22,139 49,421 38,255 (44,295) 43,174 53,702 3,234 (94,327) (47,733) (22,823) 48,492 18,402 41,632 40,987 45,041 (25,203) (44,635) 8,566 29,330 8,931 44,616 48,389 30,686 45,272 (39,032) 45,441 33,715 73,207 5,684 12,786 14,269 10,205 13,610 11,089 13,272 16,147 13,034 12,582 14,589 15,233 24,346 49,038 17,322 18,060 13,158.28 3,312.01 24,987.80 915.40 10,501.74 10,704.86 5,887.95 11,759.39 8,442.28 23,118.94 8,956.04 6,427.43 7.19 492.48 3,658.46 1,672.08 102.53 8,658.69 201.57 3,249.93 1,660.34 87.27 43.34 4,057.53 377.03 145.52 2,946.55 341.67 1.88 4,948.24 444.47 44.03 70.30 184.03 41.38 15.57 39.46 30.99 38.20 42.30 59.54 89.95 37.75 38.87 407.21 521.95 366.14 14,148.97 3,389.13 24,823.77 1,023.02 11,526.57 13,191.15 5,837.12 14,258.76 9,522.20 27,863.89 8,452.49 6,402.40 7.20 547.51 4,226.66 2,102.00 134.17 10,295.82 201.73 3,230.04 1,609.72 100.37 40.96 4,363.15 423.94 151.67 3,034.56 331.46 1.96 5,179.49 655.37 43.48 72.43 253.82 41.00 22.65 42.31 38.98 53.79 44.75 66.88 98.70 49.63 60.42 459.46 689.87 398.93 16.70 5.15 0.73 5.53 21.77 39.10 1.29 30.00 30.23 21.38 4.83 0.52 0.34 20.88 30.88 42.66 53.68 34.45 0.14 0.81 -2.60 21.89 5.19 12.85 16.26 8.38 6.91 6.67 8.77 8.44 161.54 -2.61 7.72 83.68 -7.33 96.69 9.88 56.61 77.52 16.38 24.96 16.41 78.64 124.44 25.84 48.72 13.37 0.45% 0.45% 0.90% 2.13% 0.45% 0.59% 0.67% 0.71% 0.42% 0.96% 1.16% 0.75% 0.46% 0.54% 0.50% 0.60% 0.57% 0.55% 0.61% 0.76% 1.21% 0.69% 1.12% 0.59% 0.77% 0.50% 0.43% 0.45% 0.48% 0.55% 0.29% 0.48% 0.39% 0.45% 0.13% 0.47% 0.73% 0.46% 0.53% 0.35% 0.49% 0.59% 0.40% 0.45% 0.50% 0.66% 0.67% (83.87) (72.38) (485.28) (458.61) (517.69) (629.17) (438.09) (87.46) 321.92 (12.19) (535.40) (230.62) (153.95) (114.73) (238.07) 278.52 316.12 (0.99) (119.31) (370.54) (404.94) (190.50) 94.75 (7.78) 204.65 202.60 83.19 (62.55) (105.13) (77.75) (207.90) (75.87) (258.76) (108.61) (215.62) (353.69) (85.75) (133.97) (258.52) (84.39) (415.07) (537.31) (316.16) (244.31) EFTA00288621

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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 7,345 3,217 11,870 146 1,625 27,976 3,058 67 242 1,056 18 (27) (43) 261 3,812 (2,117) (60) 238 1,017 1,244 (1,399) 3,915 630 1,880 2,679 3,521 69 2,899 1,345 4,870 6,466 4,227 5,267 3,275 33,904 9,462 4,429 11,621 3,362 (368) 2,075 (1,652) 408 1,162 4,446 39,503 55,125 28,923 (44,130) 33,646 61,074 31,185 11,378 (35,267) 47,963 (5,174) (4,103) (9,330) (33,887) 27,874 65,680 (6,420) (89,512) 36,479 (29,593) (31,207) 53,418 100,443 309,688 103,019 88,899 159,271 136,346 106,900 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 40,610 35,151 (53,153) (55,965) 26,825 101,774 360.60 460.42 222.31 548.24 682.29 609.16 939.56 376.46 463.21 808.69 424.99 330.24 262.86 193.45 3,756.79 5,087.36 20.96 108.18 100.39 4.13 98.05 220.12 765.33 1,238.04 222.07 1,511.22 823.82 171.16 222.46 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 391.98 729.23 344.24 429.04 82.80 462.46 1,008.64 1,515.10 427.66 487.28 313.54 546.42 715.24 888.19 1,031.68 378.69 460.03 826.49 423.48 332.42 264.07 191.96 4,270.64 4,928.52 21.15 107.89 103.19 3.95 102.45 236.25 770.13 1,245.56 227.84 1,571.07 824.18 174.80 225.26 379.80 516.48 366.90 1,792.39 1,295.90 482.87 1,894.16 1,402.05 482.75 765.60 341.15 454.37 85.37 459.09 1,052.33 1,581.28 37.43 9.10 73.94 0.57 11.25 110.94 14.77 1.06 0.92 4.46 0.70 1.19 0.70 0.67 19.91 -7.39 1.33 0.40 4.37 3.00 1.22 115.54 5.75 2.49 7.88 14.50 0.21 8.71 7.69 20.67 27.04 17.28 21.83 13.94 155.42 58.07 18.75 80.94 17.50 2.84 13.04 4.09 1.93 15.93 20.65 0.50% (606.11) 0.64% 0.56% (445.41) 0.59% 376.00 0.43% (104.19) 0.41% (721.67) 0.66% (432.51) 0.56% 12.98 0.75% 377.15 0.49% (156.02) 0.51% 44.45 0.55% (2.61) 0.65% 61.81 115% 635.77 0.69% (455.60) 0.44% 356.13 0.70% (117.42) 0.67% 0.64% 1.40% 3.67% 0.06% (117.89) 0.11% 268.44 0.24% | 805.03 0.33% 223.15 0.27% 132.55 0.21% 383.72 0.24% 479.60 0.16% 187.73 0.29% 47.82 0.30% 70.18 0.29% 49.02 0.29% 46.90 0.28% 33.89 0.28% (44.12) 0.30% 24.17 0.28% 39.24 0.29% 65.37 0.29% 36.06 0.32% 105.26 0.45% (45.01) 0.76% (18.10) 0.38% (77.47) 0.27% 18.63 0.21% 229.55 EFTA00288622