Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Profit Factor: Win Ratio: 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: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 7/28/2014 hange on Day: 107.19% MSC! World Change on 49.64%) ay 12.37% No of Positions 0.96% (+MTM) on Day 6,407,992 No of Positions (-MTM) (962,817, ‘on Day 5,445,175 Current No. of 2,071,910 Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically No. of Profitable Positions T12M 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. [UU BEBE 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 FP if we T T Lv Av AL AL Ab A> AD AD 6 A AD ah AD y Sh SP SP SP PP Pr mh oh AANA LAIN ELLE EAM HP PPE A GPE APE PAM SP a” T T T T T T T T T T T Na mS “ry we EFTA00288639

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Atorus, LLC 7/28/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _sSecurity | __ Notional __|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 22 Positions 41 Positions | 20.16%] INDEXCF Index (43,307) 0.59% AGN US Equity 5,247 0.25% ATX Index (44,635) 0.61% NVS US Equity 5,360 0.26% SE_TSY CREDIT (55,965) 0.76% INTC US Equity 5,366 0.26% CAC Index (57,501) 0.78% NEE US Equity 5,397 0.26% SXNP Index (57,657) 0.78% MDY US Equity 5,510 0.27% ISEQ Index (59,590) 0.81% AZN SS Equity 5,614 0.27% SXOP Index (60,271) 0.82% WLP US Equity 5,792 0.28% NG1 Comdty (61,837) 0.84% AZN US Equity 6,061 0.29% SXRP Index (62,770) 0.85% CMCSK US Equity 6,133 0.30% DE_TSY CREDIT 84,524 1.15% JNJ US Equity 6,137 0.30% FI_TSY CREDIT 85,645 1.16% SXXP Index 6,213 0.30% CO1 Comdty (89,512) 1.21% AZN LN Equity 6,241 0.30% JP_TSY CREDIT 89,848 1.22% DAX Index 6,278 0.30% AU_TSY CREDIT 90,775 1.23% MAERSKB DC Equity 6,329 0.31% PSI20 Index (94,327) 1.28% SMI Index 6,341 0.31% IBOV Index 94,594 1.28% BE_TSY CREDIT 6,390 0.31% US_TSY CREDIT 100,443 1.36% XLF US Equity 6,403 0.31% GB_TSY CREDIT 108,101 1.47% XLI US Equity 6,475 0.31% MX_TSY CREDIT 121,882 1.65% ROG VX Equity 6,523 0.31% SG_TSY CREDIT 132,728 1.80% HON US Equity 6,600 0.32% MY_TSY CREDIT 136,346 1.85% NOVN VX Equity 6,862 0.33% CA_TSY CREDIT 309,688 4.20% SENSEX Index 7,122 0.34% SX6P Index 7,968 0.38% HEX Index 8,767 0.42% PRU LN Equity 9,020 0.44% MDT US Equity 9,388 0.45% IT_TSY CREDIT 9,512 0.46% TMO US Equity 9,753 0.47% IBEX Index 10,515 0.51% Listed Equitylong_ | 0.263% MMMM US Equity 10,567 0.51% Listed Equity short | 0.022% LUXXX Index 10,740 0.52% ES_TSY CREDIT 11,685 0.56% lEquityComShort_— |. 81%| SKIP Index 11,705 0.56% lczoRatestong | 08 KFX Index 12,306 0.59% TYC US Equity 13,280 0.64% XLV US Equity 14,421 0.70% NOX Index 15,003 0.72% Listed Equities | 38.71% SPX Index 22,382 1.08% lequitycom «8.23% SXOP Index 26,765 1.29% IE_TSY CREDIT 33,486 1.62% EFTA00288640

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STBCNZL Index 36,104 1.74% PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short | 83 PSS | 12 AME Sheet J 18 | | | P21 p34 otal Short [SG Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 @ APAC Long #2/000,000 im 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) EFTA00288641

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Atorus, LLC 7/28/2014 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 oe AMER 2,000,000 — EquityCom 500, 000 1,000,000 G20 Rates _P oomeee NexEposure RHS - Tr To Tr T Tr Tr T T T T { ° N N N N m m m m a zs zs st a a a ca a a a cl a a al a oo ooseo [8 8 So 8S 8S @G_ BO} (3,000,000) ga gssgsgegg <a (500,000) rt ert a a a | ~~ ~~ > ~ > = ~~ ~ ~ = = ~~ a ow veg tw gd ot em } (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 3,000,000 2,500,000 2,000,000 1,500,000 1,000,000 Pa ow yy Pd Ra Poh oH PME EFTA00288642

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Atorus, LLC 7/28/2014 Current Gross Notional Risk by Category m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 155 1.35 —ssa 1.15 ATorus 0.95 0.75 + T T T T T T T T T T T T T T T Vv v v Vv Vv Vv “) “I > > > ‘) b® ® ® &® oY 9” 9” oY SY Sy” SY SY oY L6Y USY LOY USY 8” LOY oY “vy 7 7 iv 7 7 “v 7 “r 7 vy 7 7 “vy 7 vy RO os Aw A A Ry RO oY 3s AY aw RY RO a aw A Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% ——30P Vol 0.80% 0.60% EFTA00288643

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Atorus, LLC 7/28/2014 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 EEEEEEEEEE 11.87 MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) | azo MTM Gains(Losses) % of NAV "Signficant"™ & & 10.00% 15.00% 20.00% 35.00% 45.00% 55.00% 1 65.00% 70.00% 75.00% 19.6 32.7 85.00% 45.7: 95.00% 83.8 3]2/ 8/218 = fed fed Fel ed ea faa le rene EFTA00288644

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Atorus, LLC 7/28/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™M Seno) Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS = (5,336) 54.75 55.58 “1.78 0.85% (21.74) 005380 KS Equity oo 2,519 224.35 221.43 “1.35 0.97% (6.86) 005490 KS Equity 325.78 c 005930 KS Equity (60) (5,024) 1,305.89 1,321.61 “1.41 0.85% (33.46) 012330 KS Equity 273.32 : 1 HK Equity 1,759 14,064 16.37 18.42 17.60 0.71% 126.43 1299 HK Equity 929 9,303 4.89 5.38 17.44 0.57% 38.00 13 HK Equity 901 6,579 11.90 13.53 23.49 0.58% 2.93 16 HK Equity 13.93 c 27 HK Equity (502) (4,202) 7.46 8.35 8.84 1.35% (64.35) 2914 JP Equity 302 11,062 35.05 36.00 4.48 0.61% (5.36) 3382 JP Equity 351 3,719 39.56 43.29 12.48 0.76% 29.38 4063 JP Equity 234 5,594 61.33 63.89 5.10 0.82% 59.68 4502 JP Equity 168 8,600 45.47 46.36 4.18 0.47% 50.33 4689 JP Equity (146) 4,252 4.62 4.47 -3.52 0.98% 67.79 5 HK Equity (183) (4,150) 10.16 10.61 -8.80 0.50% (35.58) 5108 JP Equity 253 7,634 36.08 37.27 3.57 0.93% 15.01 5401 JP Equity 3.07 : 6301 JP Equity 24 4,173 22.56 22.69 0.75 0.75% 61.33 6752 JP Equity 12.17 c 6902 JP Equity 47.37 : 6954 JP Equity 998 7,571 160.05 181.15 15.06 0.88% 127.04 7201 JP Equity 168 5,116 9.48 9.79 4.29 0.77% 25.37 7203 JP Equity 20 4,106 59.89 60.18 0.76 0.65% 23.83 7267 JP Equity 19 (2,805) 35.34 35.10 1.04 0.65% - 762 HK Equity 171 241.07 7751 JP Equity 138 9,172 33.01 33.50 2.73 0.55% 24.82 8031 JP Equity 69 9,105 16.13 16.25 1.30 0.59% 39.69 8058 JP Equity 893 11,969 19.84 21.32 12.45 0.60% : 8306 JP Equity 5.92 (54.72) 8316 JP Equity (66) (3,372) 39.96 40.74 -2.53 0.77% 137.69 8411 JP Equity (184) 8,561 2.02 198 5.46 0.39% : 8604 JP Equity 6.57 13.53 8801 JP Equity 326 6,151 31.79 33.47 6.50 0.82% 8802 JP Equity (1) (2,263) 24.88 24.88 0.03 0.96% (6.99) 9020 JP Equity 612 9,800 78.94 83.87 8.66 0.72% 10.74 941 HK Equity 10.95 : 9432 JP Equity 1,901 11,412 56.36 65.74 22.06 0.76% (76.09) 9433 JP Equity 215 9,967 58.51 59.78 2.63 0.82% 119.80 9437 JP Equity 314 4,896 17.09 18.19 9.78 0.66% 109.90 9983 JP Equity (23) (2,292) 322.77 325.98 “1.18 0.84% (40.00) EFTA00288645

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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 (55) 2,441 (243) 191 (118) (76) 482 732 (125) (117) (34) 582 277 539 152 5,247 (79) 455 507 94 120 505 2,445 2 791 1,281 451 2,878 6,241 5,614 6,061 (350) 31 535 893 188 (298) 418 409 857 166 279 5,645 10,439 (7,476) 6,570 (5,506) (5,164) 12,645 9,473 (5,037) (4,849) (1,460) 11,741 8,563 10,491 10,226 10,917 1,778 12,241 (6,344) 10,261 9,641 11,177 13,269 (2,245) 12,947 12,393 6,564 12,579 12,950 12,372 13,079 6,400 8,241 7,259 9,427 8,474 11,012 5,475 5,427 3,825 10,241 6,278 74.35 79.80 23.20 52.10 7.24 7.31 105.88 39.80 18.17 18.17 14.06 98.27 77.97 78.30 62.46 114.88 137.59 51.90 64.70 171.02 170.39 117.07 78.17 319.74 29.78 91.83 100.97 74.65 50.16 51.16 50.64 129.56 15.44 100.38 55.12 74.80 137.25 14.62 14.64 10.30 45.03 54.92 73.64 98.46 23.98 23.95 53.61 7.40 7.42 109.92 42.87 18.62 18.61 14.39 103.14 80.49 82.32 63.39 170.09 131.75 53.82 59.53 172.58 172.51 122.36 92.57 319.39 31.60 101.33 107.92 91.73 74.34 74.38 74.11 122.85 15.50 3.71 107.78 60.34 76.45 133.63 13.08 15.73 15.74 70.50 12.61 45.76 14.86 57.36 1.16 34.07 5.37 3.54 2.56 1.43 7.34 12.24 2.57 2.52 2.07 11.48 9.02 15.41 4.22 61.95 6.31 7.27 7.73 1.67 2.25 6.49 46.19 0.09 11.16 12.33 7.07 49.40 75.01 76.74 70.17 7.17 0.49 9.01 15.25 4.53 4.23 6.39 5.97 24.63 3.47 7.19 0.84% 0.69% 0.60% 0.82% 0.84% 1.03% 0.52% 0.63% 0.96% 0.96% 1.13% 0.43% 0.36% 0.33% 0.35% 0.78% 0.70% 0.51% 1.03% 0.55% 0.55% 0.70% 0.40% 1.25% 0.55% 0.84% 0.97% 0.46% 0.64% 0.59% 0.66% 0.76% 0.77% 0.82% 0.62% 0.49% 0.64% 1.20% 1.26% 0.91% 0.47% 0.62% 2.47 147.25 (25.58) (2.16) 26.22 35.49 (172.51) (22.26) (42.34) (30.45) 9.91 (72.25) 7.28 (10.17) (34.09) (24.63) 0.10 (125.97) 83.39 (86.52) (113.30) (10.59) 19.66 4.19 (25.56) (84.57) (104.42) (44.24) (70.42) (59.22) (104.56) (23.54) (46.79) (77.19) 51.15 (16.49) 3.43 (42.18) (57.92) (31.74) 18.18 6.74 EFTA00288646

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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 47 636 586 388 1,941 193 2,083 1,305 191 2,139 822 868 59 459 299 232 2,087 1,826 (369) (194) 2,691 1,393 658 6,133 4,414 2,304 4,362 1,339 1,156 256 2,703 (24) (33) 492 2,069 2,698 179 1,295 (4,743) 11,120 9,032 1,066 11,358 7,520 17,075 6,162 1,231 (5,794) 15,655 12,727 15,648 5,698 11,940 6,625 6,595 16,300 18,926 7,287 (534) 10,967 23,685 13,918 11,232 15,946 14,430 12,999 14,238 9,398 12,885 12,643 7,850 3,835 2,180 12,884 10,688 12,780 8,549 7,953 20.69 34.69 68.75 245.93 33.73 307.81 67.96 102.66 49.60 68.94 60.07 7.94 121.13 6.81 105.71 32.52 48.07 92.03 70.38 60.58 88.66 99.43 60.46 85.07 51.48 39.22 52.31 37.91 52.32 71.32 78.45 114.93 64.85 54.50 24.08 24.90 25.78 64.83 130.48 60.80 20.49 36.67 73.21 335.54 35.11 39.50 315.72 35.26 76.25 124.40 49.60 74.71 66.68 68.28 8.45 127.85 6.88 109.78 33.98 49.76 36.23 103.81 77.17 57.66 36.48 87.26 97.70 67.33 93.58 54.50 54.30 68.32 44.64 68.35 81.49 85.49 117.26 AN/AN/A 87.19 54.16 23.73 25.85 30.77 30.26 78.51 133.22 70.69 1.00 7.45 7.54 32.33 23.17 4.05 32.71 24.34 0.00 3.28 33.97 10.98 16.84 1.05 6.37 4.26 5.21 21.63 20.60 4.52 0.56 -3.00 28.17 24.12 8.51 61.32 50.32 23.03 48.23 23.31 14.29 5.86 26.25 0.57 “1.76 9.15 47.30 44.56 3.43 24.53 1.00% 0.77% 0.86% 1.13% 0.74% 0.63% 0.37% 0.87% 0.63% 1.00% 0.40% 0.59% 0.33% 0.99% 0.60% 1.06% 0.68% 0.59% 0.47% 1.12% 2.83% 0.59% 0.40% 0.41% 0.69% 0.63% 0.61% 0.77% 0.64% 0.61% 0.63% 0.35% 1.31% 1.10% 0.85% 0.42% 0.41% 0.47% 0.61% 0.66% (23.76) 10.78 (8.68) 0.89 25.84 16.37 17.91 (167.99) 9.03 46.65 36.04 (80.99) 16.86 (36.33) (162.20) (104.94) (43.01) (172.16) (22.62) (24.28) (2.48) 43.61 (156.28) 83.50 (21.04) (40.95) (50.43) (207.29) 5.88 (45.92) (90.34) (18.15) (109.22) (34.76) (13.04) (31.49) (118.46) (94.87) (23.25) 89.53 EFTA00288647

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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 899 (10) (65) (252) 2,756 (136) 95 3,341 464 4,173 (109) 2,639 (157) 519 1,966 12 1,472 2,443 1,004 3,264 3,260 315 333 1,840 852 662 (280) (363) 1,497 1,527 949 1,003 4,126 (274) (7,909) 808 3,082 11,611 12,485 (3,861) 8,725 7,396 10,164 11,097 (2,708) 15,383 (3,128) 11,898 12,257 8,739 12,532 8,902 13,637 7,125 5,841 14,612 8,219 11,031 2,630 8,796 6,811 8,704 7,483 15,659 10,512 7,021 25,323 12,136 11,236 40.31 86.87 31.21 76.81 71.06 80.18 17.95 37.11 15.65 62.68 71.20 66.44 50.12 106.13 25.48 66.80 45.66 4.48 24.69 19.44 72.84 64.66 73.83 17.09 44.06 34.61 136.00 33.32 34.11 63.30 22.32 80.25 50.89 16.41 35.78 85.20 35.73 65.26 84.90 85.76 #N/AN/A 71.00 30.57 75.18 86.75 83.01 18.15 53.88 32.79 16.36 86.25 74.07 77.84 52.63 110.76 31.56 29.57 66.89 51.02 5.71 26.50 19.62 113.55 79.09 12.69 66.17 76.66 17.61 74.87 37.96 149.22 32.28 32.53 69.36 20.57 25.56 91.10 52.91 51.67 6.32 21.99 34.93 10.82 -2.26 3.77 “3.91 43.81 3.42 1.39 91.56 7.11 137.11 5.62 28.93 -7.90 9.55 23.02 0.27 19.22 31.49 10.63 1.21 64.53 39.61 §.11 5.10 53.64 11.28 14.93 4.07 5.42 11.81 24.70 13.18 9.41 54.18 -3.00 1.05% 0.57% 0.56% 0.55% 0.50% 1.03% 0.79% 0.49% 0.64% 0.27% 0.72% 0.59% 0.64% 0.46% 0.70% 0.53% 0.61% 0.87% 0.69% 0.77% 0.87% 0.56% 0.75% 0.59% 1.30% 0.86% 0.65% 0.79% 0.90% 0.81% 0.59% 1.02% 0.42% 0.63% 0.81% 127.84 (4.22) (4.81) (79.07) 86.98 (8.70) (62.54) 20.37 (7.98) (10.42) (24.88) (117.95) 9.95 39.02 226.75 (71.50) 10.85 (45.49) (32.14) (64.57) (112.44) 49.15 (83.27) (31.28) (22.87) 9.16 (99.92) (83.61) (95.38) 120.54 (119.62) 135.53 39.62 (24.07) (10.00) EFTA00288648

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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 432 733 (90) 323 3,187 684 (147) 6,600 2,960 274 2,635 (250) 2,813 5,366 3,481 (146) 6,137 504 (134) (187) (190) 230 387 317 21 (11) 1,921 6,329 (265) 347 4,511 9,388 1,718 1,729 10,567 1,514 8,672 11,132 1,141 10,330 8,541 17,619 10,012 11,930 8,313 8,008 7,531 (5,461) 14,380 14,296 5,715 4,601 14,011 7,794 20,338 10,159 1,231 9,510 5,724 7,489 12,928 2,680 7,377 5,536 (3,154) 7,548 3,103 2,297 6,084 14,377 4,409 1,231 2,181 13,763 20,811 7,767 4,903 21,331 13,316 561.32 164.80 26.06 25.62 52.84 78.01 42.52 61.10 26.16 10.34 5.56 186.82 37.31 24.80 15.88 15.79 67.84 49.35 78.39 56.23 108.15 41.30 43.88 41.89 202.91 1.23 60.16 160.50 178.22 47.35 74.11 59.29 75.27 1,651.64 187.70 95.67 164.92 28.74 43.22 44.61 15.08 96.89 37.33 589.29 175.66 24.16 26.42 72.56 81.04 41.90 94.90 35.47 10.69 7.51 195.36 44.61 34.11 3.09 15.90 15.93 84.69 30.16 48.45 102.05 59.02 108.15 37.76 40.72 42.49 40.85 206.51 1.27 63.31 169.70 177.04 47.63 73.85 108.87 75.88 2,378.76 177.04 95.67 191.15 38.16 62.72 54.48 20.40 HN/AN/A 144.89 41.57 7.00 10.17 -11.39 4.42 44.66 8.31 -2.59 117.91 59.82 5.58 62.37 -7.66 21.67 51.60 0.12 0.73 53.87 2.89 63.09 7.73 0.00 -3.10 4.90 -4.00 3.37 444 9.21 8.92 0.49 1.31 0.43 110.01 1.03 50.89 7.84 0.00 27.61 71.70 73.24 35.67 59.01 147.18 16.15 0.71% 0.65% 0.69% 0.71% 0.84% 0.47% 0.57% 0.47% 0.60% 0.61% 0.56% 0.60% 0.90% 0.73% 1.16% 1.20% 0.46% 0.65% 0.48% 0.64% 0.43% 0.46% 0.67% 0.63% 0.53% 0.79% 0.57% 0.64% 1.35% 0.45% 0.83% 0.76% 0.79% 0.87% 0.77% 0.43% 0.58% 0.46% 0.62% 0.62% 0.60% 0.34% 0.70% 4.23 21.65 (7.24) (157.44) (122.27) 4.81 (45.77) (186.28) 42.39 102.90 (32.26) (17.01) 141.60 (38.71) (30.57) (37.46) (108.74) (16.68) 771 0.70 (7.88) (50.13) 23.95 (27.24) 20.29 (8.70) (54.64) (10.86) 1.54 (22.11) 28.93 76.94 15.90 (72.07) (16.87) 0.74 (19.99) 6.42 (104.26) (55.44) (4.03) (37.21) (48.18) EFTA00288649

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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 996 1,830 286 2,101 661 369 5,397 10 896 3,205 492 4,771 682 6,862 1,225 3,058 5,360 4,031 167 1,219 1,598 348 197 169 269 (301) 1,142 (4) (361) 787 (23) (68) 9,020 1,090 1,652 2,425 665 3,715 619 1,013 987 12,758 13,912 5,272 9,448 6,116 10,650 15,275 (1,051) 12,449 13,901 5,145 4,498 12,716 22,067 12,288 10,834 18,466 (4,107) 11,677 8,559 9,129 10,929 4,517 4,034 5,110 3,227 14,142 8,419 11,013 11,156 10,761 9,967 10,582 10,521 14,244 6,695 17,041 5,148 17,569 12,340 12,883 11,427 106.90 51.28 31.36 36.13 197.70 31.52 73.39 25.66 71.26 12.07 71.37 3.96 80.09 67.10 41.52 82.27 68.02 4.39 168.96 13.80 34.50 96.82 16.30 17.39 1,174.29 255.39 84.13 29.91 79.25 87.20 78.28 36.61 36.74 12.76 162.78 66.16 114.23 67.10 79.74 54.05 75.73 78.85 115.24 47.35 58.02 33.06 44.17 219.06 32.61 10.21 99.32 25.42 76.39 14.85 78.20 8.17 84.38 87.97 45.67 105.50 87.76 0.08 171.37 15.77 40.54 99.90 17.01 18.11 1,236.02 233.59 90.92 8.52 9.08 30.03 79.22 31.58 84.46 84.00 36.52 36.51 23.70 175.23 82.49 130.48 75.76 96.60 56.76 81.68 85.66 10.63 25.93 7.51 34.89 18.30 6.49 65.77 0.86 19.78 50.88 13.93 80.47 9.18 78.38 18.20 42.22 63.00 86.30 3.06 19.58 25.14 4.96 3.23 3.04 8.18 “11.87 14.95 0.79 -0.10 4.46 12.55 0.34 0.93 132.74 23.53 32.95 38.05 17.79 53.51 4.61 15.50 14.61 0.73% (112.22) 0.51% (33.35) 0.72% (35.90) 0.64% (82.03) 0.59% (40.64) 0.53% 47.58 0.54% 158.14 1.08% (16.40) 0.36% (50.42) 0.45% 83.08 0.69% 12.80 1.32% (63.57) 0.58% (109.91) 0.40% (194.06) 0.55% (11.29) 0.67% (280.43) 0.46% (199.74) 1.14% 289.95 0.47% 1.95 0.73% 27.42 0.70% 39.33 0.64% (42.99) 1.35% (50.08) 1.38% (42.41) 0.64% 29.69 0.79% 4.45 0.54% (121.14) 0.52% (44.96) 0.36% (55.55) 0.73% (54.20) 0.58% (99.90) 0.67% 23.41 0.68% 10.09 0.65% (15.07) 0.33% 65.47 0.75% 3.50 0.37% 47.24 0.73% (24.75) 0.40% (4.76) 1.09% (29.91) 0.51% (61.26) 0.59% (90.98) EFTA00288650

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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 1,089 905 1,021 572 341 372 6,523 1,509 1,638 (80) 1,662 1,301 360 341 759 2,958 (72) 306 102 173 1,025 620 1,462 403 1,492 108 187 (28) 1,847 113 436 113 1,346 33 9,753 1,021 670 632 1,216 1,238 12,402 12,492 12,149 7,642 4,819 4,934 17,035 15,233 13,023 3,213 9,880 7,980 8,587 8,173 15,938 10,752 (4,831) 11,861 12,778 (7,339) 11,818 8,981 14,944 10,184 15,335 5,874 (6,953) (4,680) 16,571 9,929 8,452 (9,289) (4,578) 16,113 5,594 10,218 8,160 12,878 16,116 (7,272) 5,234 37.55 38.08 39.49 56.95 54.31 54.34 212.78 67.29 50.36 105.29 8.73 8.73 77.21 77.22 74.92 87.56 650.18 44.11 168.98 21.38 26.89 66.55 38.21 87.64 38.21 25.79 364.98 35.45 47.27 16.31 16.22 63.18 54.05 4.72 119.61 63.59 61.65 49.11 88.20 5.49 120.22 40.85 40.84 42.80 300.90 61.21 58.16 58.44 294.26 73.95 56.70 102.72 10.20 10.16 80.45 80.44 78.48 49.68 AN/AN/A 125.23 111.65 659.88 45.25 170.32 87.01 20.88 29.22 71.14 41.94 91.11 41.93 26.27 355.16 35.66 52.53 16.47 16.44 60.21 $2.72 §.11 7.68 120.32 124.28 69.36 51.66 91.66 4.57 148.67 19.69 15.46 17.78 7.84 7.06 7.87 70.05 24.69 18.46 5.17 19.25 15.02 5.94 5.52 7.59 33.88 1.62 4.30 2.04 3.12 12.81 10.55 12.23 444 12.32 2.73 3.28 1.53 29.79 1.62 1.85 8.28 3.58 16.99 1.12 203.90 13.72 8.54 7.85 17.09 35.44 0.45% 0.47% 0.47% 0.95% 1.00% 0.96% 0.55% 0.40% 0.68% 0.48% 0.87% 1.09% 0.71% 0.76% 0.63% 0.81% 0.92% 0.60% 0.39% 0.75% 0.68% 0.65% 0.80% 0.89% 0.79% 0.67% 0.82% 0.40% 0.37% 0.58% 0.72% 0.57% 0.69% 0.49% 0.53% 0.47% 0.91% 0.61% 0.50% 0.98% 0.67% (79.98) (72.81) (87.11) 4.00 (1.30) 22.00 (78.82) 25.33 (3.83) 8.36 (61.89) (67.32) (34.28) (29.54) (39.67) (47.87) (27.52) 130.39 73.23 (93.31) (119.09) (18.81) (83.20) (31.06) (112.35) (30.16) 57.97 (13.27) 86.97 0.18 13.99 39.78 (1.29) (82.96) 28.29 (118.37) 73.12 (18.28) (108.91) 78.56 (5.29) EFTA00288651

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TWX US Equity 2,523 11,604 TXN US Equity 4,216 12,205 TYC US Equity 13,280 24,080 UBS US Equity UBSN VX Equity 198 (5,827) UCG IM Equity ULVR LN Equity 226 7,646 UNA NA Equity 48 8,550 UNH US Equity 3,401 10,929 UNP US Equity 2,682 14,872 UPS US Equity 4,191 14,806 USB US Equity 3,191 14,625 UTX US Equity V US Equity 328 12,503 VALE US Equity (5) (481) VALE3 BZ Equity : 775 VIAB US Equity 3,890 9,746 VIV EP Equity VMW US Equity 450 4,886 VOD LN Equity 391 (4,209) VOD US Equity 362 (4,063) VOW3 GR Equity VRX CN Equity (19) 3,022 VRX US Equity (24) 3,207 VTI US Equity 888 5,134 VWO US Equity 404 9,852 VZ US Equity WBC AU Equity 489 11,844 WES AU Equity 532 15,919 WFC US Equity 3,859 13,253 WLP US Equity 5,792 12,743 WMT US Equity (73) 9,262 WOW AU Equity (139) 4,724 XOM US Equity 2,052 16,573 XTA LN Equity YHOO US Equity 80 2,439 YUM US Equity (78) 4,200 ZURN VX Equity 96 9,344 Current Portfolio - Global Macro Portfolio 70.04 85.26 34.93 46.99 29.17 45.25 18.30 18.90 18.26 8.07 43.35 44.63 42.33 42.57 65.20 85.49 85.39 100.79 79.87 102.48 34.87 42.48 108.68 208.52 213.99 14.63 14.77 14.75 14.75 61.33 85.80 24.93 89.33 97.56 3.78 3.43 37.68 34.32 237.57 124.44 123.66 124.45 123.53 86.91 101.94 43.24 45.01 51.40 30.87 32.14 39.35 40.67 39.86 51.46 78.92 114.78 76.31 75.71 34.80 33.81 92.53 103.99 HN/AN/A 34.76 35.90 75.43 74.06 295.49 298.54 15.94 1.36% 66.39 66.10 0.52% (16.09) 100.11 0.55% 10.65 4.72 0.72% 55.09 5.50 0.54% (2.08) 1.01 0.56% 28.74 38.86 0.80% 154.98 37.96 0.48% (175.18) 64.82 0.44% (234.66) 45.68 0.48% (96.36) 3.93 0.67% 38.30 0.92 1.04% (7.92) 0.00 1.19% 10.69 65.32 0.61% (23.34) 10.95 0.84% 24.62 6.67 1.39% (0.67) 10.91 0.82% (7.04) 0.59 1.08% 10.72 0.75 0.99% 5.25 52.65 0.33% (13.66) 9.07 0.45% 33.10 7.81 0.53% (28.71) 6.14 0.54% (21.73) 62.23 0.47% (56.04) 68.91 0.66% 271.81 2.22 0.36% (30.81) 5.39 0.55% (10.03) 19.36 0.64% 124.05 2.22 1.48% (13.39) -2.49 0.74% (0.96) 2.06 0.50% (135.44) SPX Index 22,382 62,272 NDX Index 15,003 38,177 RTY Index 98 18,515 Current Price (in USD) 1,455.70 1,978.91 2,848.04 3,967.24 1,133.51 1,139.50 Days Vol {in USD) 97.59 0.37% 24.39 83.69 0.47% 27.88 0.79 0.67% (84.86) EFTA00288652

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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 4,163 708 1,934 1,049 4,846 6,278 234 10,515 6,341 328 2,758 571 (162) 3,040 1,478 10,740 12,306 8,767 1,329 18 3,967 1,761 3,966 7,122 1,470 3,217 (294) 2,740 2,036 36,104 145 524 5,510 (40) 6,403 1,004 3,771 6,475 697 1,567 1,566 5,042 14,421 6,213 545 927 48,100 26,362 94,594 22,139 49,421 30,604 (57,501) 43,174 53,702 7,019 (94,327) (59,590) (15,115) 29,095 12,695 41,632 40,987 45,041 16,409 (44,635) 6,853 29,902 (43,307) 44,616 48,389 30,686 46,705 (9,758) 45,441 36,170 73,207 8,257 15,110 14,269 6,531 13,610 11,089 13,272 16,147 13,034 12,582 14,589 15,233 24,346 49,038 2,079 14,304 13,158.28 3,337.29 25,350.69 915.40 10,501.74 10,704.86 5,863.68 11,759.39 8,442.28 26,886.83 8,956.04 6,404.69 7.19 492.48 3,807.55 1,672.08 102.53 8,658.69 205.00 3,249.93 1,626.56 87.49 39.99 4,057.53 377.03 145.52 2,948.93 341.67 1.88 4,967.57 444.47 44.31 70.72 184.03 41.38 15.57 39.46 30.99 38.20 42.30 59.54 89.95 37.75 38.87 407.21 521.95 378.31 14,297.16 3,426.91 25,869.04 958.77 11,531.57 12,900.90 5,839.81 14,623.54 9,439.07 28,144.22 8,694.18 6,343.32 7.27 543.93 4,250.80 2,103.42 133.31 10,344.06 205.00 3,153.18 1,630.81 99.10 38.36 4,418.19 432.52 152.49 3,152.04 351.98 2.00 5,247.21 663.67 45.09 73.17 255.09 41.13 22.90 43.03 39.79 53.52 44.56 66.95 99.60 50.24 61.89 458.80 658.93 402.84 19.66 6.14 2.34 2.05 21.48 29.21 0.54 35.25 26.61 4.34 2.49 1.40 -2.17 18.13 21.29 43.44 58.07 35.95 0.00 415 0.22 19.47 3.04 15.36 20.98 8.99 14.49 5.51 12.02 10.46 154.42 3.48 9.72 87.28 4.31 104.82 12.60 64.37 89.07 13.64 24.66 18.63 91.27 111.05 23.64 32.40 11.42 0.44% 0.44% 0.88% 2.31% 0.46% 0.70% 0.76% 0.69% 0.44% 1.08% 1.18% 0.68% 0.49% 0.58% 0.55% 0.59% 0.52% 0.54% 0.62% 0.72% 1.19% 0.68% 1.34% 0.58% 0.70% 0.53% 0.48% 0.55% 0.50% 0.54% 0.32% 0.50% 0.36% 0.44% 0.14% 0.45% 0.72% 0.44% 0.45% 0.39% 0.50% 0.58% 0.36% 0.53% 0.54% 0.81% 0.57% 15.14 (13.78) 36.13 (142.51) 7.01 (36.81) g 3 191.24 16.00 (8.43) (122.11) (75.11) 502.13 (1.28) 145.63 (29.69) (190.73) 58.16 94.58 (34.83) (7.88) 8.74 168.13 30.04 (113.55) (70.51) 27.53 (38.83) 52.60 37.62 (49.28) (48.77) 18.70 EFTA00288653

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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 7,968 3,203 11,705 342 1,179 26,765 2,639 256 436 375 1,263 (129) 53 (210) 1,802 (1,516) 132 503 464 3,461 (558) 3,901 576 1,265 2,408 3,739 (146) 3,226 1,430 4,629 6,390 3,849 5,087 2,893 33,486 9,512 4,076 11,685 3,095 (346) 2,034 (812) 397 865 4,215 39,503 55,125 28,923 (57,657) 33,646 61,074 31,185 11,378 (60,271) 47,963 (62,770) 81,238 (10,383) (10,726) 13,379 65,680 (7,608) (89,512) 36,479 (61,837) (31,099) 53,418 100,443 309,688 121,882 90,775 89,848 136,346 132,728 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 30,457 35,151 (21,261) (55,965) 21,460 108,101 360.60 460.42 222.31 547.23 682.29 609.16 939.56 376.46 461.61 808.69 422.15 335.28 263.69 193.14 3,756.79 5,027.69 20.95 108.18 100.39 3.97 100.39 220.12 765.33 1,238.04 222.97 1,512.49 824.28 171.16 223.14 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 343.76 429.04 83.15 462.46 1,008.64 1,518.91 433.34 487.17 312.27 543.98 706.20 876.11 1,019.06 384.92 458.27 815.02 413.66 334.75 262.34 196.91 4,262.88 4,914.23 20.58 107.57 101.67 3.75 102.19 236.19 769.72 1,243.10 227.38 1,574.78 822.94 175.21 225.54 378.74 516.03 365.36 1,788.69 1,290.25 481.07 1,895.64 1,396.38 483.62 762.72 339.90 453.87 86.32 459.18 1,049.28 1,578.14 36.01 9.02 70.52 0.95 8.02 104.21 11.82 3.34 0.99 1.39 3.83 0.27 0.88 -1.66 17.39 5.62 2.14 0.89 2.02 4.21 3.18 105.77 5.24 1.95 8.31 15.28 0.85 10.98 6.58 21.99 29.97 18.06 23.67 13.62 174.64 66.74 19.54 94.79 17.80 4.09 16.93 6.61 2.26 16.36 20.24 0.56% 0.64% 0.57% 0.63% 0.44% 0.42% 0.72% 0.67% 0.73% 0.56% 0.53% 0.60% 0.58% 1.18% 0.77% 0.41% 0.81% 0.63% 0.63% 1.33% 0.56% 0.07% 0.11% 0.21% 0.24% 0.27% 0.19% 0.22% 0.16% 0.26% 0.27% 0.25% 0.26% 0.25% 0.24% 0.26% 0.25% 0.25% 0.26% 0.28% 0.34% 0.58% 0.31% 0.25% 0.19% 162.09 137.61 (38.82) 108.38 (29.15) 89.71 (49.47) 201.30 212.13 150.36 62.69 (10.39) 41.37 (2.90) (230.66) 57.21 (151.99) (180.38) (12.42) (90.48) 12.61 77.46 47.81 (65.40) 84.29 135.46 63.73 115.87 77.30 288.80 231.85 74.15 233.72 101.81 (19.48) 9.01 131.81 79.67 29.61 81.90 EFTA00288654