Atorus, LLC Current Date: Total Return since 1/1/12: MSCI World Change on 712M Return: | 35.67% ay T90 Day Return: No of Positions 130 Day Return: (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: : Current NAV: Current Leverage (Gross Exposures): 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: 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. 12 [HU BEEBE 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 + r r r + + + + r r + + + xn ON N N Cy ee, as as es aT om t+ t+ st = ct ct ot nl a an at cal at - - a mal Sond at soo ooesoeeoecsechmUcCGMUCUCOUCUCUCOCOCUCUCSTMCUCUCSTPWUC[CUCS Nn N N Nn N Nn N N nN N Nn Nn N Nn N Nn ~ ~ ~ ~ ~ ~ ~ ~ ~~ ~ ~ ~ ~ ~ ~ ~ gsggsgegsggggggsgsgsgEgE a7 FF F Faw AFR F FAs en EFTA00288655

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Atorus, LLC 8/4/2014 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 | 20 Positions 40 Positions | 18.61% INDEXCF Index (61,017) 0.88% DTV US Equity 4,086 0.21% NG1 Comdty (61,837) 0.89% NOK US Equity 4,419 0.22% CAC Index (62,017) 0.89% AT_TSY CREDIT 4,636 0.23% SXNP Index (62,472) 0.90% XLB US Equity 4,651 0.23% SXOP Index (69,139) 0.99% XLI US Equity 4,653 0.23% NO_TSY CREDIT (70,342) 1.01% AGN US Equity 4,687 0.24% SXRP Index (80,697) 1.16% HON US Equity 4,702 0.24% DE_TSY CREDIT 84,524 1.21% FR_TSY CREDIT 5,055 0.25% FI_TSY CREDIT 85,645 1.23% IBEX Index 5,118 0.26% CO1 Comdty (89,512) 1.29% NVS US Equity 5,123 0.26% AU_TSY CREDIT 90,775 1.30% MDY US Equity 5,127 0.26% PSI20 Index (94,327) 1.36% WLP US Equity 5,199 0.26% IBOV Index 94,594 1.36% INTC US Equity 5,219 0.26% US_TSY CREDIT 100,443 1.44% AZN SS Equity 5,399 0.27% GB_TSY CREDIT 108,101 1.55% JNJ US Equity 5,568 0.28% JP_TSY CREDIT (120,012) 1.72% MAERSKB DC Equity 5,606 0.28% MX_TSY CREDIT 121,882 1.75% SENSEX Index 5,711 0.29% SG_TSY CREDIT 132,728 1.91% CMCSK US Equity 5,834 0.29% MY_TSY CREDIT 136,346 1.96% AZN US Equity 5,901 0.30% CA_TSY CREDIT 309,688 4.45% XLF US Equity 5,966 0.30% AZN LN Equity 6,039 0.30% ROG VX Equity 6,130 0.31% BE_TSY CREDIT 6,349 0.32% NOVN VX Equity 6,604 0.33% HEX Index 7,429 0.37% PRU LN Equity 8,216 0.41% MDT US Equity 9,096 0.46% TMO US Equity 9,230 0.47% IT_TSY CREDIT 9,413 0.47% Listed Equitylong_ | 855% MMM US Equity 9,512 0.48% Listed Equity short | 0.017% KFX Index 11,105 0.56% lEquitycomtong | (0.262% TYC US Equity 11,588 0.58% lEquitycomShort__— | _—0.001%| pSI20 Index 11,599 0.58% ES_TSY CREDIT 11,628 0.59% XLV US Equity 14,001 0.71% NOX Index 14,219 0.72% SPX Index 20,674 1.04% Listed Equities | 28.92%] SXOP Index 26,230 1.32% IE_TSY CREDIT 33,344 1.68% STBCNZL Index 34,116 1.72% EFTA00288656

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EMEA Long [EMEA Short AMER Long PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short | 84 | P53 | 2 J 16 | | SS | | 19 | J | 330 | | SS Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 @ APAC Long $1,500,000 @ APAC Short @ EMEA Long $1,000,000 m EMEA Short $500,000 m AMER Long m AMER Short 5. ® EquityCom Long ® EquityCom Short $500,000) © G20 Rates Long ™@ G20 Rates Short $(1,000,000) EFTA00288657

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Atorus, LLC 8/4/2014 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 EMEA 1,000,000 oom AMER 2,000,000 —— EquityCom G20 Rates ome NexEposure RHS - 1 pot r a cl a a Cl a a a a R RRR & R & Ff (2,000,000) (500,000) = a 7 — = =~ ~ > =~ ~ > = ~~ a) pa a 8 =a om = | (2,000,000) (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 3,000,000 EFTA00288658

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Atorus, LLC 8/4/2014 Current Gross Notional Risk by Category 315,972 518,829 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 155 1.35 —nsa 1.15 ATorus 0.95 0.75 + T T T T T T T T T T T T T T T Re Ae ee SP ND? SS HP HH”? HH” HG” HG Gh RO A aw AY x Ry RO A a A A RS RO x s AW Rolling 30 Day Realized Volatility - Atorus a> 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% 0.40% —— 30P Vol EFTA00288659

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Atorus, LLC 8/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 80.00 + 70.00 + 60.00 30.00 + 40.00 + = P/L Vol Days by Position 30.00 + 20.00 + 10.00 + 0.00 FEE EEEEEEEEEEEEEE ES -11.07 MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ 10.00% 15.00% 20.00% 35.00% 45.00% 55.00% 65.00% 70.00% 75.00% 15.8. 27.1 85.00% 95.00% 74.5. 205.67 ‘Miata WN EFTA00288660

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Atorus, LLC 8/4/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MT™ aT Exp. 2c Cost {in USD) 000270 KS = 60.29 60.29 0.00 1.02% 29.90 005380 KS Equity S 3,149 226.50 231.00 1.77 1.12% (49.19) 005490 KS Equity 320.85 - 005930 KS Equity 157 (5,024) 1,305.89 1,265.13 3.28 0.95% (3.95) 012330 KS Equity 293.98 - 1 HK Equity 1,824 14,064 16.37 18.49 14.11 0.92% (230.36) 1299 HK Equity 1,005 9,733 4.91 5.42 17.38 0.59% (61.28) 13 HK Equity 990 7,771 12.15 13.70 20.27 0.63% (34.47) 16 HK Equity 14.75 . 27 HK Equity (511) (4,202) 7.46 8.36 9.18 1.33% (6.01) 2914 JP Equity 160 11,062 35.05 35.55 2.23 0.65% 91.84 3382 JP Equity 275 3,719 39.56 42.48 10.49 0.70% 7.38 4063 JP Equity 188 9,790 62.35 63.54 2.79 0.69% (48.11) 4502 JP Equity 19 8,600 45.47 45.57 0.52 0.42% (73.82) 4689 JP Equity (180) 2,551 4.61 4.30 5.87 1.20% (24.60) 5 HK Equity 10.61 - 5108 JP Equity 3 7,634 36.08 36.09 0.05 0.95% 42.40 5401 JP Equity 3.02 . 6301 JP Equity (5) 4,173 22.56 22.54 0.17 0.78% (5.98) 6752 JP Equity 12.16 . 6902 JP Equity 46.33 . 6954 JP Equity 712 7,571 160.05 175.10 11.80 0.80% (32.37) 7201 JP Equity 186 5,116 9.48 9.83 4.20 0.86% (65.65) 7203 JP Equity (24) 1,971 59.88 59.17 1.96 0.61% (10.16) 7267 JP Equity 38 (2,226) 35.30 34.69 2.26 0.76% - 762 HK Equity 1.76 145.39 7751 JP Equity 29 9,172 33.01 33.11 0.57 0.55% (42.21) 8031 JP Equity 48 9,105 16.13 16.22 1.00 0.53% 38.50 8058 JP Equity 838 11,969 19.84 21.23 11.21 0.62% - 8306 JP Equity 5.93 38.44 8316 JP Equity (85) (3,372) 39.96 40.97 -3.35 0.76% (46.18) 8411 JP Equity (312) 6,849 2.02 1.93 10.47 0.43% - 8604 JP Equity 6.37 (52.97) 8801 JP Equity 279 6,151 31.79 33.23 6.64 0.68% 8802 JP Equity 83 (3,774) 24.87 24.33 2.44 0.90% 56.29 9020 JP Equity 144 7,840 78.94 80.39 2.53 0.73% (40.00) 941 HK Equity 11.02 . 9432 JP Equity 1,940 11,412 56.36 65.93 20.57 0.83% (149.87) 9433 JP Equity 93 9,967 58.51 59.06 1.03 0.90% 61.03 9437 JP Equity 170 6,364 17.25 17.71 3.69 0.72% (11.01) 9983 JP Equity (71) (2,292) 322.77 332.83 -3.80 0.82% 12.00 EFTA00288661

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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 (270) 2,084 128 107 314 310 198 581 (8) 32 4 215 117 359 (118) 4,687 (32) 171 739 (232) (195) 1,023 2,868 68 576 1,334 583 1,642 6,039 5,399 5,901 (213) 9 447 (34) (464) 319 308 687 11 (121) 5,645 10,665 (7,476) 6,570 (5,506) (5,164) 12,645 9,473 (5,037) (4,849) (1,763) 11,741 8,563 11,307 2,045 10,917 356 12,241 (6,344) 6,157 5,785 11,752 13,269 (4,254) 13,493 12,393 6,564 10,063 12,950 12,372 13,079 8,241 1,452 9,427 8,474 6,607 5,475 5,427 3,825 10,241 6,278 74.19 80.12 23.20 52.10 7.24 7.31 105.88 39.80 18.17 13.79 98.27 77.97 78.54 62.26 114.88 136.77 51.90 64.70 170.78 170.20 117.64 78.17 318.50 29.84 91.83 100.97 74.65 50.16 51.16 50.64 123.26 14.96 55.12 74.80 136.68 14.62 14.64 10.30 54.90 70.81 95.78 22.79 22.80 52.95 6.83 6.87 107.53 42.24 AN/AN/A 18.05 13.76 100.07 79.03 81.04 58.87 164.19 125.58 52.62 57.17 164.59 164.65 127.88 95.06 313.41 31.11 101.72 109.94 86.83 73.56 73.48 73.49 120.16 15.05 3.79 100.98 57.73 74.50 127.71 12.09 15.47 15.47 68.08 12.16 AN/AN/A 15.17 53.86 5.87 26.20 2.38 1.85 6.38 611 3.12 10.22 -0.20 0.77 0.17 3.90 3.23 9.44 “11.01 54.75 -11.07 2.31 9.23 5.83 5.17 9.19 44.96 1.20 8.53 12.34 7.59 26.12 76.78 70.14 67.25 -3.27 0.61 7.11 0.77 8.17 4.87 4.60 18.77 0.21 -2.90 0.81% 0.75% 0.72% 0.88% 0.89% 0.98% 0.50% 0.60% 0.83% 0.85% 1.25% 0.47% 0.42% 0.34% 0.52% 0.78% 0.81% 0.60% 1.26% 0.64% 0.65% 0.95% 0.48% 1.33% 0.50% 0.87% 1.17% 0.62% 0.61% 0.62% 0.67% 0.79% 0.96% 0.67% 0.52% 0.86% 1.20% 1.23% 0.96% 0.50% 0.66% (167.79) (4.24) 83.58 47.40 21.66 50.22 32.81 42.21 (40.24) (31.55) 28.94 (67.21) (10.12) (100.02) (1.57) 149.00 5.42 (23.73) (21.16) 213.20 60.59 (70.51) (45.75) 113.28 292.02 42.92 238.28 181.93 179.39 (28.08) 1.12 (52.74) (67.56) (91.96) 24.60 27.90 (20.07) 2.32 EFTA00288662

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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 (5) 312 363 355 1,784 (76) 1,396 392 113 1,869 369 1,022 (19) 259 £ 664 1,785 (224) (331) 498 1,086 502 5,834 3,915 1,532 3,873 1,137 476 325 2,757 10 (2) 87 1,571 2,406 (204) 307 (5,450) 11,120 9,032 1,066 11,358 7,520 17,075 2,465 (5,794) 15,655 12,727 15,815 5,698 11,940 6,625 6,595 6,520 19,541 4,372 (828) 6,580 9,474 13,918 11,232 15,946 14,430 12,999 14,238 9,398 12,885 12,643 8,082 3,835 436 13,232 10,803 12,841 8,549 3,181 20.62 34.69 68.75 245.93 33.73 307.78 102.66 68.94 7.94 121.19 6.81 105.71 32.52 48.07 92.03 70.58 60.58 88.50 99.21 60.64 51.48 39.22 52.31 71.32 78.45 114.93 65.33 54.50 24.09 24.93 25.81 64.88 130.41 60.80 20.63 35.66 7151 327.95 33.88 39.03 304.70 33.95 #N/AN/A 118.98 49.98 72.41 67.59 #N/AN/A 8.17 129.02 6.79 108.01 32.73 48.32 35.01 101.40 77.02 57.62 36.25 87.52 94.45 63.82 #N/AN/A 53.78 53.56 66.51 #N/AN/A #N/AN/A 79.96 81.35 117.89 #N/AN/A 87.61 54.64 24.00 25.09 29.57 #N/AN/A 77.04 127.37 66.66 0.08 4.32 5.07 27.31 21.61 1.52 17.39 16.73 2.09 28.39 4.36 15.72 0.33 3.58 0.59 0.66 13.38 22.67 4.81 0.40 8.01 10.65 17.31 5.33 46.97 44.17 13.47 43.09 20.41 5.22 6.48 75.29 0.23 -0.37 1.33 32.30 39.09 -3.80 13.97 1.02% 0.65% 0.79% 1.22% 0.73% 0.67% 0.47% 0.95% 0.93% 0.42% 0.66% 0.41% 0.99% 0.61% 1.13% 0.78% 0.76% 0.40% 1.07% 2.76% 0.63% 0.49% 0.45% 0.84% 0.78% 0.61% 0.87% 0.63% 0.59% 0.71% 0.40% 0.45% 1.12% 0.97% 0.50% 0.45% 0.48% 0.63% 0.69% (141.95) (5.80) 77.80 (9.85) 56.81 7.72 24.19 (68.88) 98.57 414.68 21.58 125.54 42.17 5.23 82.39 (11.40) 35.44 (6.27) (59.75) 69.44 104.43 42.80 67.75 88.24 (7.04) 123.08 76.47 9.58 65.73 (27.02) 75.20 (45.57) (61.12) EFTA00288663

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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 1,297 (29) (482) 2,777 (135) 2,846 262 4,086 14 2,246 (164) 313 1,902 (81) 968 2,271 352 (332) 3,030 2,262 (40) 1,749 643 610 (460) (213) 153 1,055 48 (518) (8,131) 616 11,611 12,485 8,725 7,396 10,164 11,097 (4,546) 15,383 (3,128) 11,898 12,257 1,748 12,532 8,902 13,637 5,700 5,841 14,612 887 11,031 2,630 8,796 6,811 8,704 2,993 6,263 7,021 10,129 1,057 8,989 40.11 31.16 76.71 71.06 17.95 37.11 15.65 62.68 72.07 66.44 50.12 106.13 25.48 66.65 4.48 24.69 19.38 72.84 64.66 67.55 17.09 44.06 34.61 136.00 33.26 34.02 63.30 80.25 50.89 19.96 35.68 82.24 33.71 64.35 82.45 85.04 #N/AN/A 64.95 29.78 73.65 86.87 84.18 17.68 51.39 31.35 16.05 85.76 71.84 76.14 52.75 108.92 32.78 29.44 63.69 #N/AN/A 5.63 25.32 18.31 110.63 74.67 12.32 70.75 67.55 17.03 73.36 37.14 148.17 31.59 31.75 64.85 21.18 25.22 92.31 51.13 49.82 6.07 19.96 33.74 15.41 7.94 6.70 39.55 1.94 56.87 3.56 125.89 0.46 20.57 8.03 5.33 21.43 7.51 12.68 32.49 3.75 6.55 57.63 21.28 0.00 0.49 46.41 7.88 15.89 6.92 “8.25 2.64 13.70 0.85 0.00 -6.60 1.03% 0.58% 0.62% 0.56% 0.80% 0.68% 0.72% 0.29% 0.68% 0.71% 0.65% 0.49% 0.72% 0.62% 0.61% 0.79% 0.69% 0.89% 0.90% 0.73% 1.08% 0.74% 1.43% 0.93% 0.56% 0.76% 0.86% 0.93% 1.10% 0.56% 0.91% 0.87% 0.27 38.74 242.87 24.47 100.22 (231.64) (44.06) 72.91 269.66 (11.40) 80.01 192.54 12.23 (41.74) (91.87) (44.94) 167.70 322.37 1.93 103.64 58.59 85.42 66.95 (70.43) (14.75) 5.06 71.51 54.27 8.24 35.78 EFTA00288664

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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 155 423 (23) 2,697 427 (181) 4,702 2,902 294 2,546 (60) 2,081 5,219 (125) (74) 3,027 (282) 5,568 63 (456) (264) (284) (307) 26 134 248 83 (36) 1,872 18 5,606 381 3,660 9,096 1,312 1,652 9,512 1,187 8,672 11,132 2,066 8,652 17,619 4,005 9,544 8,313 8,008 7,531 (4,369) 14,380 14,613 5,715 4,601 14,011 7,794 20,338 10,159 9,510 5,724 7,489 10,343 2,144 7,690 6,055 7,548 3,103 2,297 6,084 14,377 2,181 13,763 20,811 7,798 5,260 21,331 13,316 561.32 164.80 25.61 53.00 78.01 42.44 61.10 26.16 10.34 5.56 186.82 37.31 24.95 15.87 15.78 67.84 49.30 78.39 56.23 41.21 43.83 41.85 202.73 1.23 60.25 161.27 47.35 73.88 59.29 75.27 1,651.64 164.92 28.74 43.22 44.64 96.89 37.33 571.35 171.07 24.14 25.34 69.52 79.90 40.61 91.20 35.29 10.72 7.44 189.37 42.71 33.86 3.07 15.53 15.54 82.49 28.57 47.58 99.86 56.58 105.10 36.01 39,32 41.90 40.32 196.88 1.24 61.30 167.86 202.41 47.87 73.03 107.61 75.48 2,295.69 171.34 93.96 193.71 36.39 62.11 52.15 #N/AN/A #N/AN/A 140.10 40.66 2.39 5.72 “1.41 33.34 5.45 8.25 90.39 50.87 5.39 59.04 -2.09 15.52 48.46 1.83 1.30 44.30 4.55 61.48 0.87 10.48 6.37 5.68 4.23 1.42 2.97 6.74 2.09 1.35 102.00 0.35 59.86 30.21 44.95 93.03 26.23 53.20 107.66 13.80 0.75% 0.66% 0.78% 0.93% 0.44% 0.55% 0.54% 0.69% 0.68% 0.57% 0.65% 0.93% 0.74% 1.19% 1.23% 0.48% 0.80% 0.45% 0.72% 0.46% 0.72% 0.67% 0.70% 0.86% 0.59% 0.61% 0.53% 0.87% 0.80% 0.82% 0.65% 0.58% 0.59% 0.47% 0.64% 0.59% 0.41% 0.65% 57.47 19.83 (3.14) 184.90 (49.69) (27.79) (60.96) 53.68 93.15 68.86 3.64 18.17 50.97 60.21 48.42 74.14 135.85 (1.76) (6.07) 1.22 16.14 30.09 (167.04) 11.41 90.42 13.90 47.63 7.97 43.79 61.29 23.24 (5.36) 58.81 305.70 (1.76) (4.58) 36.12 EFTA00288665

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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 856 1,516 69 1,846 128 305 1,649 (1) 243 2,496 407 4,419 338 6,604 1,123 2,443 5,123 4,031 (144) 1,019 1,451 389 (96) (108) 498 850 (66) (10) (410) 207 (434) (486) 8,216 845 1,546 3,400 413 989 1,006 12,758 13,912 5,272 9,448 2,446 10,650 6,110 (605) 7,469 13,901 5,145 4,498 12,775 22,187 12,542 10,834 18,466 (4,107) 11,677 8,559 9,129 10,929 4,517 4,034 6,424 14,142 1,684 3,524 6,694 4,305 9,967 10,582 10,521 14,244 6,695 1,282 18,032 12,340 12,883 11,427 106.90 51.28 31.36 36.13 197.70 31.52 73.39 25.47 71.26 12.07 71.37 3.96 80.09 67.19 41.61 82.27 68.02 4.39 168.94 13.80 34.50 96.82 16.29 17.38 1,190.29 84.13 29.86 79.25 86.96 78.28 36.67 12.76 162.78 66.16 128.59 80.07 54.05 75.73 78.85 114.07 46.56 56.86 31.77 43.20 208.07 32.42 10.09 93.19 25.50 73.58 14.24 77.02 7.86 82.21 87.18 45.34 100.83 86.88 0.08 166.87 15.45 39.99 100.27 15.95 16.92 1,282.65 229.00 89.19 7.96 8.46 28.74 79.03 30.92 81.95 82.05 HN/AN/A 35.06 22.73 172.44 81.44 128.59 73.20 95.16 55.86 81.54 85.79 9.07 17.74 1.58 28.93 7.60 5.98 43.00 0.12 7.14 31.04 10.05 85.50 3.88 71.40 15.04 31.52 61.67 92.83 2.56 15.04 26.66 5.21 1.48 1.86 10.15 11.19 6.22 0.53 8.38 7.88 -7.03 -7.64 104.79 17.05 28.77 0.00 39.43 3.18 13.54 13.03 0.74% 0.61% 0.83% 0.68% 0.69% 0.48% 0.63% 1.01% 0.46% 0.58% 0.79% 1.15% 0.68% 0.42% 0.60% 0.72% 0.45% 1.06% 0.48% 0.79% 0.60% 0.68% 1.43% 1.45% 0.76% 0.54% 0.63% 0.53% 0.73% 0.61% 0.62% 0.60% 0.75% 0.35% 0.80% 0.37% 0.48% 1.05% 0.57% 0.68% 86.74 29.30 3.25 68.63 (17.56) (9.28) (80.47) (9.78) 63.70 14.93 10.34 208.52 19.11 (40.02) (10.58) (80.47) (14.41) 34.48 28.31 259.09 54.21 34.28 205.33 141.21 (8.92) (42.41) (12.50) (7.83) (2.04) 35.76 (30.10) 112.26 3.70 116.25 12.66 46.45 46.16 EFTA00288666

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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 1,042 843 1,033 515 224 263 6,130 1,246 929 11 1,401 1,088 (54) (41) 543 2,617 115 (273) (58) 261 942 500 723 (105) 832 (56) 178 20 1,594 (137) (92) 306 38 1,195 (31) 9,230 186 102 264 1,644 1,166 12,402 12,492 12,149 9,608 4,819 4,934 17,035 15,531 13,023 5,571 9,880 7,980 8,587 8,173 15,938 10,752 (4,831) 9,489 12,778 (7,339) 11,818 8,981 14,944 2,037 15,335 3,525 (6,953) (4,666) 16,822 9,929 8,452 (7,431) (4,997) 17,571 2,238 10,218 3,264 12,878 16,116 (7,272) 5,234 37.55 38.08 39.49 57.78 54.31 54.34 212.78 50.36 104.49 8.73 8.73 77.21 77.22 74.92 87.56 650.18 44.08 168.98 21.38 26.89 66.55 87.41 38.21 25.78 364.98 35.52 16.31 16.22 63.18 53.94 4.75 119.59 63.59 61.65 88.20 5.49 120.22 40.70 40.66 42.84 325.47 60.87 56.83 57.24 289.35 #N/AN/A 53.95 106.57 9.97 9.92 76.72 76.83 77.47 48.33 #N/AN/A 120.94 108.87 634.66 42.84 168.21 84.66 20.62 29.03 70.26 #N/AN/A 83.12 40.28 25.38 355.64 35.37 #N/AN/A 16.09 16.05 60.58 53.53 5.07 7.46 117.97 121.03 65.15 #N/AN/A 89.65 4.25 147.00 16.50 12.79 15.83 6.83 4.36 5.10 65.17 17.25 8.88 3.60 15.69 12.59 0.84 0.67 5.74 29.17 2.21 4.68 1.27 4.67 11.49 8.85 5.73 5.10 6.47 2.39 3.11 0.71 24.12 -2.40 1.54 6.40 1.06 16.80 2.54 174.00 5.34 1.14 3.01 20.29 26.69 0.51% 0.53% 0.54% 0.79% 1.06% 1.04% 0.55% 0.46% 0.80% 0.55% 0.90% 1.08% 0.74% 0.76% 0.59% 0.83% 1.08% 0.62% 0.36% 0.76% 0.69% 0.63% 0.84% 1.01% 0.84% 0.67% 0.82% 0.61% 0.39% 0.57% 0.71% 0.64% 0.72% 0.40% 0.54% 0.52% 1.06% 0.69% 0.54% 1.11% 0.83% 14.71 (42.70) 42.94 13.79 63.91 52.76 (1.68) 16.62 (25.62) (0.18) (104.45) (79.31) 87.86 108.69 (81.90) (125.73) 3.34 (7.27) 129.99 26.77 (18.09) 138.69 (19.64) 15.05 (88.01) (49.10) (116.92) (37.54) 12.23 5.09 (80.38) 26.45 (7.41) 73.28 39.19 EFTA00288667

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TWX US Equity 2,536 11,604 70.04 85.34 15.78 1.39% 286.12 TXN US Equity 3,981 12,205 34.93 46.32 60.22 0.54% 12.31 TYC US Equity 11,588 24,080 29.17 43.20 78.53 0.61% 236.69 UBS US Equity 17.11 . UBSN VX Equity 566 (6,223) 18.79 17.08 10.92 0.83% UCG IM Equity 7.98 - ULVR LN Equity (43) 7,646 43.35 43.11 0.93 0.60% (7.63) UNA NA Equity (245) 6,840 42.27 40.81 5.32 0.67% (61.01) UNH US Equity 2,816 10,929 65.20 82.00 30.51 0.84% 92.71 UNP US Equity 2,188 14,872 85.39 97.96 30.78 0.48% (55.15) UPS US Equity 1,896 8,884 79.87 96.91 38.06 0.56% 2.70 USB US Equity 2,772 14,625 34.87 41.48 36.29 0.52% (14.75) UTX US Equity 104.93 . V US Equity 248 12,503 208.25 212.38 2.94 0.67% 40.45 VALE US Equity 23 (1,063) 14.41 14.10 2.01 1.07% (0.13) VALE3 BZ Equity 14.08 . VIAB US Equity 2,005 5,848 61.33 82.35 51.04 0.67% (4.30) VIV EP Equity 25.31 - VMW US Equity 574 4,886 89.33 99.81 11.76 1.00% 57.35 VOD LN Equity 517 (4,209) 3.78 3.32 8.68 1.41% (16.59) VOD US Equity 493 (4,063) 37.68 33.10 14.66 0.83% (21.57) VOW3 GR Equity 232.49 - VRX CN Equity (91) 1,813 #N/AN/A -4.03 1.24% VRX US Equity (77) 1,283 124.01 116.98 5.44 1.11% (13.22) VTIUS Equity 764 5,134 86.91 99.84 39.92 0.37% 17.93 VWwoO US Equity 245 9,852 43.24 44.31 4.69 0.53% 94.92 VZ US Equity 49.96 - WBC AU Equity 203 10,131 30.94 31.56 4.07 0.49% (47.52) WES AU Equity 425 15,919 39.35 40.41 5.20 0.51% 30.80 WFC US Equity 3,645 13,326 39.91 50.82 56.47 0.48% 91.35 WLP US Equity 5,199 12,743 78.92 111.11 51.45 0.79% 59.39 WMT US Equity (72) 1,852 76.20 73.35 9.76 0.40% (6.27) WOW AU Equity (106) 4,724 34.81 34.05 4.29 0.52% 14.00 XOM US Equity 1,244 16,573 92.53 99.47 10.63 0.71% 114.43 XTA LN Equity #N/AN/A YHOO US Equity 104 2,439 34.76 36.24 3.04 1.40% 45.02 YUM US Equity 70.60 . ZURN VX Equity (179) 9,344 295.39 289.85 -3.57 0.54% Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) (in USD) Days Vol {in USD) SPX Index 20,674 1,455.70 1,938.99 75.80 0.44% NDX Index 14,219 38,177 2,848.04 3,908.77 65.77 0.57% 393.00 RTY Index (142) 18,515 1,133.44 1,124.82 “1.04 0.74% 164.20 EFTA00288668

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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 2,866 318 (1,278) 2,237 3,526 902 2,155 5,118 911 24 11,599 2,138 706 458 3,963 11,105 7,429 (111) 2,770 (150) 3,245 1,663 2,704 5,711 1,149 3,555 491 3,160 1,417 34,116 20 274 5,127 (5) 5,966 311 3,461 4,653 405 1,427 1,219 4,651 14,001 893 47 209 48,100 26,362 94,594 22,139 49,421 6,121 (62,017) 25,904 10,740 1,404 (94,327) (59,652) 47,263 5,819 17,092 16,653 40,987 45,041 3,094 (44,635) 3,427 29,902 (61,017) 44,616 49,159 31,805 48,854 46,321 45,441 39,851 73,207 9,973 15,110 14,269 (733) 13,610 7,097 13,272 12,917 13,034 12,582 14,589 15,233 24,346 9,808 (18,597) 5,722 3,337.29 25,346.07 915.40 10,501.74 10,704.86 5,861.93 11,759.39 8,442.28 26,886.83 8,956.04 6,404.62 492.48 4,108.89 1,672.08 102.53 8,658.69 204.73 3,249.93 1,618.88 87.49 39.56 4,057.53 377.78 145.72 2,958.87 356.06 1.88 4,991.54 444.47 44.38 70.72 184.03 40.27 15.57 39.46 30.99 38.20 42.30 59.54 89.95 37.75 38.87 407.21 637.15 378.31 #N/AN/A 3,377.59 25,008.32 1,007.89 11,250.95 12,282.11 5,658.24 14,082.75 9,158.53 27,345.71 7,854.79 6,175.04 #N/AN/A 531.25 4,108.89 2,070.03 130.31 10,086.91 197.65 3,048.22 1,551.09 96.99 38.49 4,303.44 421.66 150.99 3,174.16 359.84 2.01 5,169.08 651.60 44.47 72.00 250.15 40.54 22.40 41.19 39.07 51.96 43.61 66.29 97.46 49.27 61.22 444.30 635.55 392.14 12.26 2.26 1.47 4.28 14.48 18.38 4.31 27.14 16.70 1.60 8.55 5.82 2.57 13.09 0.00 39.08 49.69 27.43 $21 8.17 3.92 16.13 2.16 9.76 15.20 8.07 13.61 1.87 14.49 8.80 133.90 0.35 488 70.95 -3.10 82.57 6.16 51.92 67.22 7.19 20.18 12.47 67.86 100.30 15.60 0.29 6.31 0.49% 0.53% 402.32 0.92% ST) 2.36% (78.97) 0.49% 34.01 0.80% (49.93) 0.81% (153.37) 0.73% (84.80) 0.51% 1.06% (0.16) Laas @2aa6) 0.62% 230.94 0.58% 0.60% (47.61) 0.58% (6.88) 0.61% 136.51 0.55% (16.97) 0.60% 119.21 0.69% (11.60) 0.76% 231.72 1.11% (22.64) 0.67% 81.59 1.26% (117.61) 0.62% 391.19 0.76% 524.07 0.45% (116.02) 0.53% 143.84 0.48% 182.88 0.40% (17.82) 0.35% ($19.59) 0.57% 92.99 0.37% 92.43 0.51% 100.54 0.22% (4.88) 0.53% 158.59 0.71% (40.25) 0.50% 119.06 0.54% 61.08 0.43% 43.28 0.56% 136.57 0.67% 265.53 0.45% 236.86 0.57% 163.55 0.58% (35.63) 0.86% (67.07) 0.58% (30.61) EFTA00288669

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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 3,719 1,226 2,061 2,696 (40) 26,230 187 (38) 3,766 (663) 3,668 (494) 1,712 232 126 284 2,290 (306) 2,106 (174) 1,817 692 (1,649) (702) 2,609 (314) 2,310 1,019 4,636 6,349 3,827 5,055 2,861 33,344 9,413 4,071 11,629 3,110 (175) 1,660 (234) 920 3,925 23,702 55,125 5,785 (62,472) 20,188 61,074 6,237 9,102 (69,139) 19,185 (80,697) 16,248 (60,334) (24,325) (21,062) 17,092 (7,608) (89,512) 14,592 (61,837) (31,099) 32,051 100,443 309,688 121,882 90,775 (120,012) 136,346 132,728 82,197 81,103 85,645 82,246 84,524 78,270 54,986 83,503 50,187 71,590 (70,342) 35,151 (53,607) (55,965) 51,277 108,101 360.60 460.42 222.31 546.98 682.29 609.16 939.56 376.45 457.93 807.73 417.42 334.97 258.39 193.46 4,144.46 4,823.59 20.95 108.18 100.35 3.97 97.76 220.12 765.33 1,238.01 222.97 1,512.22 814.94 171.16 223.14 358.55 478.32 349.64 1,684.51 1,247.55 336.92 1,616.07 1,331.40 392.28 731.06 337.10 429.04 84.71 462.46 1,046.03 1,518.91 417.19 470.65 301.51 523.37 680.94 870.78 967.77 374.87 432.99 780.76 398.44 325.08 251.06 191.62 4,119.64 4,823.59 20.16 105.41 98.29 3.83 98.31 232.60 770.60 1,231.45 221.69 1,555.69 817.07 174.06 224.85 378.77 515.77 365.27 1,788.04 1,289.78 480.46 1,892.73 1,396.30 483.18 762.82 337.94 449.30 85.08 454.86 1,046.03 1,574.06 24.97 0.63% 43.85 3.25 0.68% 192.72 59.04 0.60% (4.34) 6.48 0.67% 396.70 0.39 0.51% (172.14) 120.34 0.36% (316.18) 3.63 0.83% (74.22) 0.54 0.78% (99.92) 6.88 0.79% 242.60 5.54 0.62% (156.91) 787 0.60% 305.89 4.76 0.64% (81.75) 454 0.62% $70.62. 0.80 1.18% (91.76) 0.74 0.81% 36.62 0.00 0.46% 75.63 5.46 0.68% 63.75 3.89 0.66% (499.11) 2.99 0.70% 59.84 2.49 1.37%) (606.08) -1.10 0.51% 366.78 46.42 0.12% 69.11 5.56 0.12% 56.47 2.30 0.23% (526.90) 2.05 0.28% (337.96) 11.41 0.25% 97.95 1.26 0.21% (51.30) 8.03 0.21% 559.87 4.79 0.16% 447.61 26.67 0.21% . 36.25 0.22% 13.57 22.18 0.20% 41.66 29.39 0.21% (4.39) 16.22 0.21% (12.87) 205.67 0.21% 127.91 81.23 0.21% 187.34 23.56 0.21% (33.23) 110.86 0.21% 188.64 20.19 0.22% 18.61 1.01 0.25% (41.55) 14.21 0.33% 264.05 0.94 0.46% 50.14 5.45 0.30% (UR RSEa2) 0.00 0.21% 13.73 19.42 0.19% 248.93 EFTA00288670