Atorus, LLC 8/8/2014 hange on Day: ® Current Date: Total Return since 1/1/12: 105.73% MSCI World Change on 712M Return: 41.95% ay T90 Day Return: 11.71% No of Positions 730 Day Return: 0.77% (+MTM) on Day 187 5 842 Current Long Exposure @ Cost: No of Positions (-MTM) on Day sl|z A Current Short Exposure @ Cost: (1,574,291 Net Exposure: Current No. of | ed Starting Capital: Positions: (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 3.29 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. [HUT EEE T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. 2,400,000.00 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 + + + + + + + + r + T r T + + + N N N N N N m m mn m m m gigrgsgadgrtirgdisgadggag ae FF F Fae HF GF FF He HS EFTA00288671

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Atorus, LLC 8/8/2014 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 | 18.08%] SXTP Index (75,418) 1.05% XLB US Equity 4,417 0.21% INDEXCF Index (76,271) 1.06% SXOP Index 4,434 0.22% NG1 Comdty (77,296) 1.08% XLI US Equity 4,592 0.22% CAC Index (77,522) 1.08% AT_TSY CREDIT 4,636 0.23% SXNP Index (78,090) 1.09% HON US Equity 4,763 0.23% DE_TSY CREDIT 84,524 1.18% AGN US Equity 4,788 0.23% FI_TSY CREDIT 85,645 1.19% MDY US Equity 5,027 0.24% SXOP Index (86,423) 1.20% OGXP3 BZ Equity 5,039 0.24% AU_TSY CREDIT 90,775 1.26% FR_TSY CREDIT 5,055 0.25% IBOV Index 94,594 1.32% NVS US Equity 5,133 0.25% US_TSY CREDIT 100,443 1.40% WLP US Equity 5,140 0.25% SXRP Index (100,871) 1.40% INTC US Equity 5,168 0.25% GB_TSY CREDIT 108,101 1.51% SENSEX Index 5,191 0.25% CO1 Comdty (111,889) 1.56% IBEX Index 5,203 0.25% PSI20 Index (117,909) 1.64% AZN SS Equity 5,219 0.25% MX_TSY CREDIT 121,882 1.70% JNJ US Equity 5,569 0.27% JP_TSY CREDIT (126,049) 1.76% MAERSKB DC Equity 5,583 0.27% SG_TSY CREDIT 132,728 1.85% AZN US Equity 5,723 0.28% MY_TSY CREDIT 136,346 1.90% CMCSK US Equity 5,730 0.28% CA_TSY CREDIT 309,688 4.31% AZN LN Equity 5,804 0.28% XLF US Equity 5,809 0.28% BE_TSY CREDIT 6,349 0.31% ROG VX Equity 6,394 0.31% NOVN VX Equity 6,827 0.33% HEX Index 7,310 0.36% PRU LN Equity 8,180 0.40% MDT US Equity 8,793 0.43% TMO US Equity 9,311 0.45% D pact by Cat Expo IT_TSY CREDIT 9,413 0.46% Listed Equitylong | 0.202% MMMM US Equity 9,517 0.46% Listed Equity short | 0.032% KFX Index 11,122 0.54% lEquityComtong | 0.150% TYC US Equity 11,353 0.55% lEquityCom Short 0.150% ES_TSY CREDIT 11,629 057% NDX Index 13,829 0.67% XLV US Equity 13,838 0.67% PSI20 Index 15,393 0.75% SPX Index 20,082 0.98% Listed Equities | 28.95%] SXOP Index 26,548 1.29% lequitycom (88.6% IE_TSY CREDIT 33,344 1.62% STBCNZL Index 34,638 1.68% EFTA00288672

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PEMEAShort AMER Long PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short | 84 | P53 ery P19 | 53 | | 19 | J | 325 | [| 8 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 m APAC Long @ APAC Short $1,000,000 m= EMEA Long m EMEA Short *s00.000 m AMER Long $- m AMER Short ® EquityCom Long (500,000) ® EquityCom Short $(1,000,000) © G20 Rates Long ®@ G20 Rates Short $(1,500,000) EFTA00288673

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Atorus, LLC 8/8/2014 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 mre AMER 2,000,000 — EquityCom sp000 1,000,000 G20 Rates (2,000,000) (500,000) 3/1/2012 - 11/1/2012 > 1/1/2013 ~ 3/1/2013 ~ 7/1/2014 + (2,000,000) (1,000,000) (3,000,000) omen NexEposure RHS 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 T T T T T T T T T T T T T T a EG EO ENG EGE Ge EG, eC, G N d SOS OR ORY ORY OD OD OY’ ORY OY ORY OY Ore oD Our oe a hh Ah SPE AN VE ANT NV SV aE VE AN ON NW” Qh” a EFTA00288674

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Atorus, LLC 8/8/2014 Current Gross Notional Risk by Category 318,998 536,766 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 155 1.35 —wsa 1.15 ATorus 0.95 0.75 + T T T T T T T T T T T T T T T YL mv ne nb RY ORD > & ) \ OS hh hh PP DP DP Pg st PPP PPP” PP” PP” PP” PP” Pv RO a Aw A x RS ww Aw Aw a A RY Rw A Aw aw Rolling 30 Day Realized Volatility - Atorus —— 30P Vol EFTA00288675

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Atorus, LLC 8/8/2014 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 FP EEEEEEEEEEE ES EEE -10.00¢, -20.00 MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" ia} Ny we 10.00% 15.00% 20.00% 35.00% 45.00% 55.00% 65.00% 70.00% 75.00% 27.15 85.00% 95.00% 72.5 205.67 kaka fas glals|a)slelsl zie Aailatiaital EFTA00288676

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Atorus, LLC 8/8/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol (in USD) 000270 KS Equity 58.39 : 005380 KS Equity ia 3,059 213.90 221.67 3.37 1.08% (40.17) 005490 KS Equity 310.59 c 005930 KS Equity 201 (6,280) 1,260.12 1,219.85 3.46 0.92% 130.94 012330 KS Equity 283.02 : 1 HK Equity 2,057 14,064 15.90 18.23 16.63 0.88% (188.04) 1299 HK Equity 1,065 9,518 4.80 5.34 19.41 0.58% (51.27) 13 HK Equity 1,023 7,374 11.81 13.44 22.15 0.63% (55.34) 16 HK Equity 14.87 c 27 HK Equity (629) (5,252) 6.77 7.58 8.56 1.40% 75.42 2914 JP Equity 69 11,062 33.04 33.25 1.00 0.62% (297.54) 3382 JP Equity 267 3,719 38.32 41.07 10.30 0.70% (27.99) 4063 JP Equity 232 8,951 59.38 60.92 3.62 0.72% (164.41) 4502 JP Equity 93 8,600 44.20 44.68 2.68 0.40% (47.64) 4689 JP Equity (155) 2,551 4.56 4.30 5.08 1.20% (41.13) 5 HK Equity - 1,351 10.60 10.60 0.00 0.57% (5.17) 5108 JP Equity (39) 7,634 35.16 34.99 0.54 0.95% (97.38) 5401 JP Equity 2.85 : 6301 JP Equity 1 4,173 22.13 22.13 0.02 0.79% (46.72) 6752 JP Equity 11.80 c 6902 JP Equity 44.64 : 6954 JP Equity 745 7,571 155.19 170.45 12.28 0.80% (124.52) 7201 JP Equity 252 5,116 9.05 9.49 5.71 0.86% (37.17) 7203 JP Equity (14) 1,971 58.60 58.20 “1.15 0.60% (15.87) 7267 JP Equity 9 (2,782) 33.77 33.66 0.46 0.73% - 762 HK Equity 162 (100.58) 7751 JP Equity nR 9,172 32.49 32.74 1.42 0.55% (86.33) 8031 JP Equity 21 9,105 16.12 16.16 0.43 0.53% (82.30) 8058 JP Equity 741 11,969 19.05 20.23 10.33 0.60% : 8306 JP Equity 5.65 61.08 8316 JP Equity (138) (4,215) 38.11 39.35 4.38 0.75% (65.99) 8411 JP Equity (236) 6,849 1.97 1.90 8.25 0.42% : 8604 JP Equity 6.21 (56.92) 8801 JP Equity 351 6,151 29.56 31.25 8.08 0.71% 8802 JP Equity 36 (4,717) 23.25 23.08 0.80 0.94% 59.57 9020 JP Equity 185 7,840 76.99 78.81 3.20 0.74% (35.21) 941 HK Equity 11.06 : 9432 JP Equity 2,091 11,412 55.75 65.96 22.58 0.81% (54.31) 9433 JP Equity 32 9,967 56.41 56.59 0.36 0.89% (236.50) 9437 JP Equity 181 6,364 16.96 17.44 3.94 0.72% (62.83) 9983 JP Equity (105) (2,865) 306.97 318.26 4.49 0.82% 62.54 EFTA00288677

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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 (97) 2,088 1 25 339 364 147 549 (8) (13) 56 247 88 427 (108) 4,788 (30) 24 918 (208) (174) 813 2,808 169 622 1,222 303 1,600 5,804 5,219 5,723 (219) 24 500 34 (371) 294 280 707 11 (123) 5,645 10,665 (9,345) 6,570 (6,882) (6,455) 12,645 9,473 (5,037) (6,061) (2,315) 11,741 8,563 11,307 2,045 10,917 356 12,241 (7,931) 6,157 5,785 11,752 13,269 (5,318) 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 68.18 78.77 22.27 52.39 7.13 7.21 105.16 39.21 18.74 18.73 14.27 98.12 77.53 77.95 62.03 108.40 135.01 52.17 64.00 169.26 168.72 118.50 80.60 325.44 28.74 91.02 103.62 75.06 47.78 48.90 47.73 15.51 97.38 54.30 73.53 134.76 14.09 14.14 9.82 43.89 54.93 67.03 94.19 22.35 22.27 52.59 6.78 6.80 106.39 41.48 18.77 18.77 13.93 100.18 78.33 80.89 58.93 155.94 124.47 $2.27 56.59 163.73 163.80 126.70 97.66 315.09 30.06 99.99 108.40 86.99 69.20 69.52 68.62 120.00 15.11 3.59 99.03 57.18 73.83 127.60 11.87 14.85 14.87 67.35 11.63 43.93 14.47 53.88 2.39 25.96 0.01 0.43 5.59 5.52 2.37 9.60 0.20 0.26 2.00 455 2.49 10.87 10.05 52.93 10.29 0.34 8.68 5.17 4.52 7.23 43.98 2.37 9.19 11.40 4.26 25.06 72.48 70.89 67.30 -3.36 1.76 7.85 0.81 6.84 4.55 4.10 19.27 0.21 2.92 0.72% 0.75% 0.68% 0.86% 0.88% 1.02% 0.49% 0.60% 0.83% 0.83% 1.22% 0.46% 0.42% 0.35% 0.52% 0.83% 0.82% 0.57% 1.33% 0.65% 0.66% 0.96% 0.48% 1.34% 0.50% 0.86% 1.08% 0.63% 0.62% 0.60% 0.65% 0.79% 0.96% 0.68% 0.50% 0.82% 1.18% 1.26% 0.96% 0.50% 0.67% (85.16) (111.79) 38.41 29.87 (3.73) 2.50 (87.37) (31.17) (101.31) (119.28) 5.94 16.07 61.59 100.15 1.34 240.91 (1.56) (66.56) 57.46 48.78 41.59 29.20 95.65 (59.10) (166.53) 171.50 93.58 71.41 (404.89) (276.44) (476.92) (64.21) (15.52) (87.97) (6.79) (60.91) (132.44) (132.75) 10.00 (121.84) 11.64 EFTA00288678

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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 167 318 286 365 1,728 (84) 1,396 368 224 1,869 271 617 (40) 135 29 582 (259) 19 (256) 558 1,086 433 5,730 3,872 1,532 3,873 1,070 389 332 2,635 (65) (11) 21 1,598 2,332 (158) 369 (6,813) 11,120 9,032 1,066 11,358 7,520 17,075 2,465 (7,242) 15,655 12,727 15,815 5,698 11,940 6,625 6,595 6,520 19,336 4,372 (1,035) 6,580 9,474 13,918 11,232 15,946 14,430 12,999 14,238 9,398 12,885 12,643 8,036 3,835 436 13,232 10,745 12,841 8,549 3,181 19.98 34.12 68.57 241.05 33.36 309.47 66.61 99.97 66.37 58.23 7.65 125.31 6.63 105.58 32.80 47.97 94.39 68.25 62.35 87.79 96.78 61.29 83.94 51.32 39.05 $2.01 37.18 51.84 70.36 78.39 115.89 62.54 55.15 24.12 24.88 25.61 65.43 129.48 60.32 19.49 35.09 70.74 323.68 33.56 38.44 306.06 33.41 72.06 114.89 48.96 71.19 64.32 65.18 7.81 130.20 6.58 106.78 32.81 48.17 34.61 102.82 74.59 58.86 36.49 86.17 93.16 64.90 90.49 53.30 53.08 65.96 41.56 65.94 78.37 80.75 118.94 AN/AN/A 83.06 54.23 23.53 24.92 29.41 30.33 77.31 127.12 67.31 2.50 4.18 4.02 27.22 20.28 1.68 17.39 15.51 3.39 28.39 3.28 11.71 0.68 1.84 0.03 0.55 11.55 22.10 5.29 0.66 6.58 11.87 17.31 4.69 46.82 43.35 13.47 43.09 18.09 4.24 6.45 72.59 1.56 2.72 0.33 32.22 38.16 -2.95 18.06 0.98% 0.68% 0.79% 1.26% 0.75% 0.66% 0.47% 0.96% 0.91% 0.42% 0.65% 0.33% 1.03% 0.61% 1.13% 0.79% 0.77% 0.42% 1.12% 2.81% 0.59% 0.50% 0.45% 0.82% 0.77% 0.62% 0.87% 0.63% 0.63% 0.71% 0.41% 0.45% 1.09% 0.92% 0.49% 0.46% 0.48% 0.63% 0.64% 189.58 (174.73) (6.74) 2.74 (81.24) 60.51 (205.58) (41.38) 66.76 (233.35) (199.28) 149.27 72.36 (25.66) 39.68 (2.75) 27.53 (244.95) 117.93 (9.34) (48.23) 40.45 (157.48) 100.35 141.14 (83.03) 237.35 (77.95) 5.41 148.82 96.48 (51.31) 18.31 1.23 35.62 47.14 219.79 97.39 89.04 EFTA00288679

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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 1,555 (29) (521) 2,538 (42) (159) 2,747 499 4,130 (74) 1,980 (189) 233 1,712 (93) 968 2,313 (286) 2,866 1,945 (142) 1,692 559 543 (389) (199) 148 984 (6) (554) (10,163) 616 11,611 12,485 (1,015) 8,725 7,396 10,164 11,097 (5,683) 15,383 (3,910) 11,898 12,257 1,748 12,532 8,902 13,637 5,700 5,841 14,612 11,031 2,630 8,796 6,811 8,704 2,993 6,263 (1,845) 7,021 10,129 8,989 38.83 30.07 77.91 71.84 40.07 17.35 37.81 14.23 61.09 70.52 65.40 51.29 106.53 25.45 65.82 45.19 4.02 23.77 18.48 71.84 66.27 17.18 44.44 34.22 136.23 34.82 36.44 63.37 25.52 80.71 51.73 35.44 78.52 32.89 64.72 79.80 86.53 #N/AN/A 62.57 28.72 74.56 86.44 41.72 17.03 51.85 31.15 14.93 83.82 71.44 73.82 53.77 108.61 31.87 29.01 62.48 48.68 5.06 24.54 17.59 107.09 75.09 12.11 7141 67.29 16.96 73.02 36.39 147.10 33.33 34.17 64.87 20.30 25.52 92.02 51.70 47.58 6.07 19.83 33.38 14.74 -7.65 7.27 38.75 -3.78 -2.23 56.21 7.21 129.76 2.03 18.63 -7.34 4.07 19.17 “8.45 12.68 29.26 4.88 -5.80 53.10 19.44 1.79 45.19 7.05 14.86 5.67 -7.37 2.52 0.00 12.61 0.11 -7.08 1.04% 0.61% 0.62% 0.52% 1.09% 0.82% 0.66% 0.68% 0.29% 0.64% 0.69% 0.66% 0.48% 0.73% 0.63% 0.61% 0.89% 0.67% 0.87% 0.92% 0.68% 0.72% 1.42% 0.90% 0.54% 0.79% 0.90% 0.94% 0.61% 1.11% 0.55% 0.87% (13.32) 73.54 77.58 (3.93) (118.58) 40.08 (241.69) 11.82 (66.43) 66.13 (2.67) 21.24 0.96 12.91 1.50 (181.68) (42.56) (19.10) 63.43 169.92 46.09 (20.03) 46.01 29.75 (50.61) (12.36) (3.54) 3.62 (44.78) 61.53 69.73 EFTA00288680

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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 98 404 (20) 2,515 477 (153) 4,763 2,849 202 2,478 (79) 2,063 5,168 (184) (122) 2,953 (416) 5,569 69 (458) (280) (314) (138) 15 234 (89) 36 (43) 1,829 (43) 5,583 386 3,601 8,793 1,313 1,652 9,517 1,151 8,672 11,132 2,066 8,652 17,619 4,005 9,544 8,313 8,008 7,531 (5,461) 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 (789) 7,548 2,482 2,297 6,084 14,377 2,181 13,763 20,811 7,798 5,260 21,331 13,316 559.88 164.85 24.98 52.61 79.90 41.30 61.43 26.07 10.29 5.41 183.10 36.45 24.16 15.64 15.60 69.41 50.57 79.04 55.75 41.34 43.60 41.93 197.77 1.20 60.46 159.21 185.81 48.99 68.83 60.18 75.16 1,627.19 160.40 28.04 43.34 43.94 15.07 96.78 38.16 566.20 170.83 23.04 24.74 67.90 82.06 39.78 92.08 35.00 10.55 7.18 185.76 41.68 32.71 2.84 15.16 15.20 84.04 28.02 48.01 100.68 56.13 106.68 35.89 39.44 41.57 40.24 195.17 1.21 60.80 165.36 206.67 49.23 67.67 108.08 74.63 2,259.08 168.97 93.31 188.80 35.38 61.65 $1.34 19.81 HN/AN/A 139.96 41.46 1.51 5.39 1.21 30.48 6.16 6.75 91.24 49.94 3.83 59.74 2.16 15.11 47.65 -2.76 2.18 43.36 -7.08 56.04 0.94 10.46 6.82 6.25 1.95 0.78 0.90 6.30 7.14 0.93 1.99 99.72 0.88 59.90 30.30 44.71 90.39 25.73 53.20 105.86 13.12 0.75% 0.67% 0.78% 0.95% 0.44% 0.56% 0.55% 0.69% 0.66% 0.55% 0.67% 0.95% 0.74% 1.17% 1.21% 0.49% 0.75% 0.49% 0.73% 0.46% 0.72% 0.67% 0.68% 0.89% 0.64% 0.61% 1.57% 0.51% 0.87% 0.80% 0.80% 0.65% 0.58% 0.59% 0.47% 0.65% 0.59% 0.42% 0.66% 25.18 86.81 (4.98) 43.21 317.21 (16.90) 175.44 26.76 (49.43) (33.60) (34.68) (267.21) (60.42) (122.67) (97.19) 127.55 66.13 143.21 10.91 (24.68) (27.93) (45.62) (81.63) (11.76) 32.88 73.09 (0.37) 185.44 37.32 (18.25) 15.39 (232.97) 17.50 82.75 257.21 18.53 (76.54) 98.63 113.13 EFTA00288681

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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 770 1,487 1,778 146 314 1,730 12 341 2,433 393 4,409 132 6,827 1,104 2,483 5,133 5,039 (130) 984 1,423 136 (149) (142) 309 710 (57) 33 (397) 215 (434) (484) 8,180 876 1,435 3,284 401 942 960 12,758 13,912 5,272 9,448 2,446 10,650 6,110 (806) 7,469 13,901 5,145 4,498 12,775 22,067 12,542 10,834 18,466 (5,134) 11,677 8,559 9,129 10,929 4,517 4,034 6,096 14,142 1,684 3,524 6,694 4,305 9,967 10,582 10,521 14,244 6,695 18,032 12,340 12,883 11,427 108.62 50.82 31.27 36.29 187.51 30.61 74.05 26.73 72.69 12.07 71.34 3.86 81.11 64.68 40.40 81.87 66.55 4.24 168.67 13.04 34.42 98.06 16.39 17.57 1,217.24 85.63 29.12 79.98 88.38 77.54 35.80 35.89 12.51 162.74 67.93 79.98 54.98 74.67 77.92 115.17 45.92 56.25 31.66 43.13 198.71 31.52 10.37 95.02 26.34 76.01 14.18 76.78 7.64 81.95 84.69 43.96 100.64 85.05 0.08 166.81 14.54 39.78 99.28 15.86 16.97 1,278.85 231.84 89.93 7.93 8.50 28.17 80.73 29.65 83.43 81.41 34.31 34.32 22.24 172.75 82.49 128.19 73.42 94.54 56.76 80.13 84.47 8.27 16.58 1.48 28.34 8.72 5.95 47.56 1.47 11.01 30.20 9.76 82.92 1.55 78.82 14.63 31.09 61.47 94.38 2.16 13.95 21.85 1.99 2.34 “2.45 7.AT 9.72 5.35 1.92 8.05 7.87 7.03 -7.32 101.82 17.34 27.46 39.08 3.02 12.89 12.64 0.73% 0.64% 0.84% 0.66% 0.68% 0.50% 0.60% 1.00% 0.41% 0.58% 0.78% 1.18% 0.67% 0.39% 0.60% 0.74% 0.45% 1.04% 0.52% 0.82% 0.71% 0.62% 1.42% 1.44% 0.68% 0.52% 0.63% 0.49% 0.74% 0.63% 0.62% 0.63% 0.76% 0.35% 0.78% 0.47% 1.08% 0.57% 0.66% (34.49) 75.18 27.83 (21.07) 5.95 (133.34) 99.76 (6.71) (14.17) (71.01) 13.89 (73.63) 11.49 (254.13) (289.63) 69.64 (94.85) 128.61 (56.25) (126.00) (24.72) 97.63 (140.26) (140.31) (57.03) (4.85) 5.44 16.69 39.00 (5.10) (38.19) (64.43) (126.61) 3.62 59.20 0.23 91.47 (114.62) (99.57) EFTA00288682

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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 1,027 886 991 502 160 211 6,394 1,246 930 1,427 1,088 52 39 455 2,509 240 (146) (62) 335 814 474 723 (87) 695 (37) 198 1,594 (48) (43) 515 1,183 (36) 9,311 159 102 272 1,997 1,127 12,402 12,492 12,149 9,116 4,819 4,934 17,035 15,531 13,023 5,571 9,880 7,980 8,587 8,173 15,938 10,752 (6,039) 9,489 12,778 (9,173) 11,818 8,981 14,944 2,037 15,335 3,525 (8,691) (5,832) 16,822 9,929 8,452 (9,289) (6,247) 17,206 2,238 10,218 3,264 12,878 16,116 (9,090) 5,234 36.92 37.44 38.90 58.42 54.71 54.76 206.06 66.61 49.22 102.06 8.41 8.47 75.86 76.12 75.14 87.57 628.59 43.94 166.77 21.16 26.72 66.49 37.23 85.39 37.36 24.81 360.98 34.37 46.23 15.60 15.61 61.52 55.30 4.70 118.84 62.99 61.98 48.71 88.78 5.29 119.21 39.98 40.09 42.08 338.32 61.64 56.53 57.10 283.40 71.95 52.74 103.78 9.63 9.62 76.31 76.48 77.28 47.57 HN/AN/A 118.86 108.00 603.59 43.27 165.97 80.27 20.38 28.56 70.00 39.03 81.90 39.05 24.56 352.76 34.33 50.61 15.52 15.53 58.11 54.47 5.02 7.17 116.97 120.39 65.00 49.09 90.28 4.13 144.88 16.09 13.52 15.30 6.43 3.11 4.15 70.71 17.25 8.70 3.04 15.96 12.23 0.85 0.62 4.86 27.21 3.68 -2.64 1.32 4.64 10.03 8.21 5.73 4.19 5.35 -1.60 2.72 0.18 24.12 0.87 0.72 8.88 2.13 16.46 -2.93 177.65 4.61 1.14 3.05 19.88 26.39 0.51% 0.52% 0.53% 0.86% 1.07% 1.03% 0.53% 0.46% 0.82% 0.56% 0.90% 1.12% 0.71% 0.77% 0.59% 0.86% 1.08% 0.58% 0.37% 0.79% 0.69% 0.64% 0.84% 1.02% 0.85% 0.65% 0.84% 0.61% 0.39% 0.55% 0.70% 0.62% 0.70% 0.42% 0.55% 0.51% 1.06% 0.69% 0.55% 1.10% 0.82% (170.84) (128.16) (154.15) 54.92 (96.43) (13.61) (90.49) (164.23) (246.81) 5.33 42.44 122.18 (82.91) (35.21) 86.42 76.95 169.76 145.64 20.60 63.06 (56.28) 18.63 73.80 (2.16) 73.03 (28.99) 33.84 7.05 (216.74) (23.94) 41.02 (80.43) (92.92) (71.86) (4.59) 110.87 11.21 (41.67) 65.85 (15.59) 47.21 EFTA00288683

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TWX US Equity 2,256 11,604 60.95 72.79 14.22 1.37% 30.47 TXN US Equity 3,968 12,205 34.85 46.18 59.82 0.54% 86.13 TYC US Equity 11,353 24,080 29.33 43.16 78.56 0.60% 294.62 UBS US Equity 17.33 = UBSN VX Equity 639 (7,779) 18.66 17.13 9.88 0.83% (86.04) UCG IM Equity 7.50 c ULVR LN Equity (35) 7,646 42.81 42.62 0.76 0.61% (97.49) UNA NA Equity (183) 6,840 41.34 40.26 -4.10 0.65% (77.89) UNH US Equity 2,724 10,929 63.76 79.65 29.07 0.86% (8.19) UNP US Equity 2,244 14,872 85.11 97.95 32.08 0.47% 26.78 UPS US Equity 1,893 8,884 78.73 95.51 37.85 0.56% 7.42 USB US Equity 2,787 14,625 34.40 40.95 33.92 0.56% 48.18 UTX US Equity 105.36 : V US Equity 208 12,503 206.37 209.79 2.46 0.67% 11.81 VALE US Equity 29 (1,329) 14.11 13.80 1.99 1.09% 4.08 VALE3 BZ Equity 13.79 : VIAB US Equity 2,009 5,848 59.73 80.25 48.72 0.71% 17.34 VIV EP Equity 25.75 : VMW US Equity 517 4,886 89.30 98.74 10.39 1.02% (34.64) VOD LN Equity 662 (5,261) 3.69 3.23 8.81 1.43% 152.42 VOD US Equity 638 (5,079) 36.84 32.21 14.50 0.87% 106.76 VOW3 GR Equity 220.11 : VRX CN Equity (91) 1,813 113.87 108.46 -4.03 1.24% 11.50 VRX US Equity (64) 1,283 113.82 108.44 4.25 1.17% 9.68 VTIUS Equity 746 5,134 86.78 99.39 38.90 0.37% 12.20 VWO US Equity 151 9,852 42.94 43.60 3.02 0.51% 44.87 VZ US Equity 48.54 : WBC AU Equity 251 10,131 30.07 30.81 4.97 0.50% (117.72) WES AU Equity 395 15,919 38.54 39.49 4.61 0.54% (169.32) WEC US Equity 3,554 13,326 39.34 49.83 52.59 0.51% (12.59) WLP US Equity 5,140 12,743 76.83 107.81 49.81 0.81% (81.19) WMT US Equity (66) 1,852 77.09 74.45 8.71 0.41% 7.66 WOW AU Equity (120) 4,724 34.10 33.26 4.74 0.53% (45.51) XOM US Equity 1,130 16,573 92.81 99.13 9.35 0.73% 116.52 XTA LN Equity #N/AN/A YHOO US Equity 59 2,439 34.89 35.74 1.76 1.38% 1.62 YUM US Equity 69.85 : ZURN VX Equity (113) 9,344 296.46 292.93 “2.26 0.53% (46.00) 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 20,082 1,460.57 1,931.59 76.83 0.42% NDX Index 13,829 38,177 2,854.22 3,888.09 66.72 0.54% 406.48 RTY Index (305) 18,515 1,149.96 1,131.35 2.28 0.72% 188.49 EFTA00288684

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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 (78) (2,555) 2,316 3,492 952 2,872 5,203 1,032 24 15,393 2,403 742 506 3,828 11,122 7,310 (99) 3,206 (127) 3,164 2,218 2,316 5,191 1,265 3,411 (98) 2,978 1,435 34,638 (72) 183 5,027 (0) 5,809 351 3,343 4,592 361 1,292 957 4,417 13,838 929 149 240 48,100 26,362 94,594 22,139 49,421 6,121 (77,522) 25,904 10,740 1,404 (117,909) (74,565) 49,640 5,819 16,653 40,987 45,041 3,094 (55,794) 3,427 29,902 (76,271) 44,616 49,159 31,805 48,854 35,484 45,441 39,851 73,207 9,973 15,110 14,269 (980) 13,610 7,097 13,272 12,917 13,034 12,582 14,589 15,233 24,346 9,808 (24,457) 5,722 13,065.27 3,341.68 24,846.12 900.58 10,290.35 10,459.82 5,778.80 11,289.10 8,344.70 25,315.05 8,347.16 6,281.19 7.35 481.67 1,619.52 99.76 8,385.30 199.56 3,176.10 1,457.00 85.41 38.37 4,054.23 374.43 139.53 2,934.06 357.50 1.85 4,866.00 439.01 44.03 71.28 185.56 40.69 15.69 39.49 30.89 38.49 42.69 60.18 90.65 38.14 38.59 398.17 616.23 363.73 13,843.77 3,331.82 24,192.65 994.80 11,017.40 12,086.90 5,564.70 13,556.60 9,146.29 25,749.97 7,257.45 6,078.75 7.46 523.56 4,073.04 1,991.78 126.82 9,746.28 193.36 2,993.61 1,404.94 94.45 37.26 4,264.68 413.98 145.09 3,138.93 356.52 197 5,041.25 646.73 43.71 72.14 250.94 40.69 22.38 41.44 38.67 52.17 43.87 66.36 96.60 49.20 60.53 435.90 612.48 378.98 12.26 0.61 -3.06 4.16 14.10 19.52 455 27.63 20.19 1.55 9.05 5.08 2.57 14.70 38.05 49.73 27.08 4.60 7.33 3.14 15.57 2.26 8.51 14.07 8.91 13.21 0.54 13.41 8.29 141.85 1.33 3.32 71.91 0.00 84.70 6.68 50.26 67.65 6.11 18.58 10.39 69.88 98.92 16.14 0.69 7.29 0.49% 29.20 0.49% 65.59 0.88% (328159) 2.51% (45.61) 0.50% (419.05) 0.80% 11.65 0.81% (358.12) 0.73% 235.05 0.48% 15.43 1.11% 11.77 14a% 445.47 0.63% (47.87) 0.58% (422.09) 0.59% (32.42) 0.60% (143.87) 0.55% (523.44) 0.60% (563.07) 0.70% 5.82 0.78% (83.30) 1.18% (116.26) 0.68% (241.70) 1.29% 0.61% 362.98 0.75% (285.98) 0.45% 0.53% (122.35) 0.51% 151.38 0.49% (275.63) 0.43% (556.70) 0.33% (925.81) 0.54% 89.13 0.36% 115.33 0.49% 202.80 0.20% (4.11) 0.50% 192.79 0.74% 148.49 0.50% 108.11 0.53% 248.48 0.45% 135.71 0.55% 214.43 0.63% 260.18 0.41% 205.82 057% 453.20 0.59% (14.57) 0.88% (165.05) 0.57% (71.24) EFTA00288685

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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 3,675 1,034 2,065 2,913 134 26,548 262 63 4,434 (504) 4,234 (412) 1,459 422 118 281 3,452 (365) 3,333 (385) 1,748 692 (1,649) (702) 2,609 (330) 2,310 1,019 4,636 6,349 3,827 5,055 2,861 33,344 9,413 4,071 11,629 3,110 (184) 1,660 (234) 920 3,925 23,702 55,125 5,785 (78,090) 20,188 61,074 6,237 9,102 (86,423) 19,185 (100,871) 16,248 (75,418) (31,935) (27,699) (9,510) (111,889) 14,592 (77,296) (38,874) 32,051 100,443 309,688 121,882 90,775 (126,049) 136,346 132,728 82,197 81,103 85,645 82,246 84,524 78,270 54,986 83,503 50,187 71,590 (74,008) 35,151 (53,607) (55,965) 54,044 108,101 350.42 450.18 219.34 535.89 676.44 591.00 926.55 370.24 441.67 792.95 411.39 331.43 249.66 185.01 4,051.26 20.50 108.36 100.09 4.14 100.27 221.65 767.42 1,235.52 223.12 1,522.55 820.95 170.99 223.35 360.46 480.57 351.08 1,691.75 1,254.64 335.98 1,605.64 1,339.12 390.77 736.27 340.19 424.62 84.71 465.31 1,049.86 1,530.35 404.76 458.63 297.65 515.90 680.92 847.89 965.52 372.79 419.01 772.64 394.12 323.23 244.83 182.56 4,033.96 4,800.84 19.90 105.02 97.65 3.96 101.26 233.74 772.70 1,228.98 221.84 1,566.31 823.10 173.89 225.07 380.79 518.19 366.77 1,795.72 1,297.10 479.11 1,880.51 1,404.40 481.32 768.26 341.04 444.67 85.08 457.66 1,049.86 1,585.91 24.47 2.73 58.06 5.53 1.35 115.59 5.15 0.93 6.37 4.25 7.07 3.93 3.16 1.10 0.52 448 4.68 3.51 3.14 -1.98 46.49 5.56 -2.30 -2.05 11.41 1.26 8.03 4.79 26.67 36.25 22.18 29.39 16.22 205.67 81.23 23.56 110.86 20.19 1.01 14.21 0.94 5.45 0.00 19.42 0.63% 0.69% 0.61% 0.67% 0.49% 0.38% 0.82% 0.74% 0.81% 0.62% 0.59% 0.65% 0.61% 1.20% 0.82% 0.66% 0.66% 0.71% 1.37% 0.50% 0.12% 0.28% (7.08) (325.04) (0.82) 22.82 (168.75) (285.41) (1.01) (17.89) (379.07) (82.68) (211.30) (12.34) (258.24) (81.39) 45.31 (60.91) (7.55) (9.16) 0.21% 0.25% 0.33% 0.46% 0.30% 0.21% 0.19% (55.79) (334.87) 137.68 12.54 (283.56) EFTA00288686