Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: 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 Profit Factor: Win Ratio: 124M (+) 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: Historical Sharpe & Notes: NAV (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT 3/313|218 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. 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. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 —— NAV 600,000.00 + av s yy “ “e T T T T T T T T T T T T T Vv v Vv a7 > > % > 2%» %] » “a Sh SS PP PP OP PM PR PR PE PE PE Ph APP PK PEW HW HY Wg EFTA00288688

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Atorus, LLC 3/26/2014 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 | 24 Positions 46 Positions | 28.38%] IBOV Index (22,524) 0.39% CA_TSY CREDIT 6,149 0.34% CO1 Comdty (24,622) 0.43% UTX US Equity 6,150 0.34% MEXBOL Index (26,146) 0.46% SX6P Index 6,346 0.35% INDEXCF Index (26,563) 0.46% SMI Index 6,446 0.36% ZA_TSY CREDIT (33,149) 0.58% BMY US Equity 6,468 0.36% SHCOMP Index (33,700) 0.59% FTSEMIB Index 6,543 0.36% AU_TSY CREDIT (37,984) 0.66% SXSE Index 6,569 0.36% US_TSY CREDIT (50,168) 0.88% CMCSK US Equity 6,583 0.36% JP_TSY CREDIT (59,678) 1.04% V US Equity 6,586 0.36% SXDP Index 61,075 1.07% DAI GR Equity 6,721 0.37% SPX Index 62,272 1.09% ROG VX Equity 6,939 0.38% CH_TSY CREDIT 65,265 1.14% ACA FP Equity 6,992 0.39% DK_TSY CREDIT 67,396 1.18% AMGN US Equity 7,033 0.39% AT_TSY CREDIT 72,913 1.27% PSI20 Index 7,033 0.39% STBCNZL Index 73,231 1.28% HEX Index 7,357 0.41% FI_TSY CREDIT 74,240 1.30% PRU LN Equity 7,487 0.41% DE_TSY CREDIT 74,397 1.30% XLY US Equity 7,646 0.42% FR_TSY CREDIT 75,130 1.31% MDT US Equity 7,889 0.44% BE_TSY CREDIT 75,235 1.31% BEL20 Index 8,002 0.44% NL_TSY CREDIT 76,341 1.33% IT_TSY CREDIT 8,044 0.44% IE_TSY CREDIT 78,270 1.37% MMM US Equity 8,114 0.45% MY_TSY CREDIT (92,252) 1.61% MA US Equity 8,317 0.46% SG_TSY CREDIT (95,749) 1.67% IBEX Index 8,329 0.46% CA_TSY CREDIT (97,153) 1.70% DAX Index 8,357 0.46% ASE Index 8,361 0.46% BAYN GR Equity 8,903 0.49% TMO US Equity 8,938 0.49% KFX Index 9,514 0.53% INAV Impact by Category & Exposure SXAP Index 10,086 0.56% Listed Equitylong 0.887% SXOP Index 10,114 0.56% Listed Equity Short |. 80 ES_TSY CREDIT 10,327 057% BAC US Equity 10,418 0.58% fEquityCom short | —(.010% LUXXX Index 10,447 0.58% c2oRatestong | «100% TYC US Equity 10,925 0.60% SXMP Index 11,058 0.61% SXIP Index 11,878 0.66% XLV US Equity 12,022 0.66% NDX Index 12,395 0.68% RTY Index 13,198 0.73% SPX Index 16,977 0.94% EFTA00288689

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SXTP Index 22,612 1.25% SXDP Index 23,247 1.28% ISEQ Index 24,807 1.37% GILD US Equity 28,669 1.58% 1E_TSY CREDIT 30,619 1.69% STBCNZL Index 36,030 1.99% : | 26 | APAC Short | 25 | EMEA Long P72 EMEA Short 8 AMER Long 114 $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 . ® EquityCom Long ® EquityCom Short $(500,000) ® G20 Rates Long ®@ G20 Rates Short $(1,000,000) EFTA00288690

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Atorus, LLC 3/26/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 } 2,000,000 1,000,000 (2,000,000) (2,000,000) (3,000,000) APAC —_— EMEA mre AMER, — EquityCom G20 Rates ower NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 300,000 Wa RY Y b Sy Sy oY NA ) &® EFTA00288691

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Atorus, LLC Current Gross Notional Risk by Category 3/26/2014 242,090 579,115 m APAC m EMEA m= AMER @ EquityCom = G20 Rates 0.75 + T T T TTT YS go SS 9 PP WP” VP” WP” VP PP ow oN Ne S Rolling 30 Day Realized Volatility - Atorus FF SF os FP ho T 3 > T vy a Sy T > vy x T b T % » oy SY oY Pr vt ve —- MSCIWorld ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% ———— Rolling30DayRe alizedVol EFTA00288692

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Atorus, LLC 3/26/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00288693

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Atorus, LLC 3/26/2014 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 (318) (5,144) 51.62 54.81 5.82 1.06% (77.36) 005380 KS Equity 57 1,799 217.04 223.94 2.44 1.30% 54.66 005490 KS Equity (86) (3,782) 273.49 279.74 2.13 1.07% (24.28) 005930 KS Equity 484 (6,775) 1,281.29 1,189.72 8.94 0.80% (165.92) 012330 KS Equity 947 5,282 244.69 288.54 18.71 0.96% 130.87 1 HK Equity 390 8,073 15.56 16.31 4.83 1.00% 193.66 1299 HK Equity (1) 1,634 4.67 4.67 -0.05 0.78% 18.81 13 HK Equity 2,075 12,243 11.40 13.33 17.46 0.97% 137.89 16 HK Equity 523 (9,935) 12.66 11.99 7.76 0.68% (98.85) 27 HK Equity (9) 123 9.62 8.95 5.08 1.48% (0.67) 2914 JP Equity 189 (4,719) 32.47 31.17 3.73 1.07% (119.11) 3382 JP Equity (57) 1,310 37.63 36.05 -3.59 1.22% 5.76 4063 JP Equity 127 (4,536) 56.40 54.82 2.36 1.19% (1.03) 4502 JP Equity nR 2,732 47.02 48.26 3.46 0.76% 1.41 4689 JP Equity (101) 1,224 6.03 5.57 6.17 1.33% (5.08) 5 HK Equity (48) 741 10.77 10.12 6.67 0.96% 5.52 5108 JP Equity (35) 700 36.27 34.54 -3.83 1.30% 14.95 5401 JP Equity 529 (5,511) 2.89 2.62 8.18 1.17% (32.04) 6301 JP Equity 29 (3,515) 20.64 20.47 0.67 1.23% (65.73) 6752 JP Equity 1,253 4,145 9.01 11.74 16.81 1.80% (28.46) 6902 JP Equity 508 47.77 47.77 0.00 1.44% 3.12 6954 JP Equity 811 6,393 157.65 177.65 9.15 1.39% (11.91) 7201 JP Equity 26 (3,743) 8.85 8.79 0.71 0.97% (46.06) 7203 JP Equity 105 (4,371) 56.30 54.95 2.66 0.91% (77.78) 7267 JP Equity 266 (4,885) 36.43 34.44 5.69 0.96% (21.41) 762 HK Equity 417 (5,162) 1.38 127 6.61 1.22% (86.58) 7751 JP Equity 244 (6,865) 31.44 30.32 3.56 1.00% (64.57) 8031 JP Equity 5 (3,019) 14.11 14.09 0.15 1.06% (51.53) 8058 JP Equity 833 18.49 18.49 0.00 0.88% 4.63 8306 JP Equity 278 (3,379) 5.79 5.32 6.46 1.27% (80.36) 8316 JP Equity 213 (3,874) 44.27 41.84 4.44 1.24% (97.72) 8411 JP Equity 7 (4,072) 1.99 1.99 0.21 0.79% (38.11) 8604 JP Equity 161 (2,467) 6.76 6.32 5.67 1.15% (23.11) 8801 JP Equity (8) (1,392) 28.94 29.11 0.37 1.59% (21.74) 8802 JP Equity 422 (5,009) 24.84 22.75 5.53 1.52% (135.11) 9020 JP Equity 204 (6,167) 75.41 72.91 2.80 1.18% 58.40 941 HK Equity 1,715 (11,819) 10.19 8.71 15.65 0.93% (33.94) 9432 JP Equity 15 6,077 53.19 53.33 0.18 1.36% 51.03 9433 JP Equity 3,313 9,476 42.13 56.87 24.96 1.40% (28.48) 9437 JP Equity 26 (7,723) 15.62 15.56 0.39 0.87% (14.76) 9983 JP Equity (131) 3,177 368.45 353.84 “3.12 1.33% 14.13 EFTA00288694

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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 1,395 403 449 467 248 eee (9) 196 193 6,992 187 738 71 (101) 1,094 67 117 2,982 532 397 7,033 694 2,396 232 (175) 2,719 3,861 3,369 3,710 (4) 10,418 21 865 87 (302) 8,903 (106) 67 (27) (78) 1,130 122 33 82 2,048 7,877 6,661 6,962 5,335 (7,232) (6,923) 6,721 4,097 (2,500) (2,404) 5,408 6,435 10,703 1,193 7,973 9,698 8,248 4,012 4,177 2,062 1,568 22,886 10,655 11,283 5,313 (6,870) (6,360) 10,373 12,676 11,669 12,432 (2,430) 10,884 (2,705) 7,333 5,318 (6,437) 11,757 (1,954) (6,743) (7,252) (4,057) 5,790 (6,644) (2,758) 2,447 46.70 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.87 19.72 19.70 6.83 95.44 77.97 72.36 63.78 110.56 134.80 48.66 42.47 135.06 135.45 92.78 76.29 287.66 28.84 82.74 81.31 71.56 49.80 50.40 49.96 123.81 8.82 3.91 97.30 52.90 66.82 76.64 8.70 12.96 12.74 59.69 10.12 43.17 15.73 52.34 78.50 544.74 25.18 25.21 51.80 7.21 7.23 103.53 38.78 18.18 18.12 15.67 98.21 83.34 76.67 62.98 123.03 135.89 50.08 72.80 169.89 169.76 121.30 81.26 348.74 30.10 81.94 83.56 90.32 64.97 64.95 64.86 123.99 17.27 3.88 108.78 53.76 69.95 134.67 9.17 12.83 12.79 60.84 12.09 42.38 15.54 54.10 40.97 7.56 8.05 7.56 5.03 0.58 0.75 1.83 0.32 5.30 5.29 100.96 5.83 11.12 10.32 -2.63 13.92 1.17 3.27 70.78 28.88 28.42 29.22 10.29 21.01 5.68 1.12 4.00 35.81 35.41 34.04 34.34 0.19 105.01 0.61 11.47 1.86 6.93 73.93 3.03 0.71 0.26 1.84 17.52 3.62 0.96 3.22 1.66% 0.68% 0.84% 0.89% 0.93% 1.06% 1.04% 0.81% 0.67% 1.48% 1.52% 1.28% 0.50% 0.62% 0.58% 0.48% 0.81% 0.69% 0.89% 1.01% 0.89% 0.89% 1.05% 0.63% 1.01% 0.77% 0.86% 0.69% 0.73% 0.86% 0.85% 0.87% 0.75% 0.91% 1.26% 1.03% 0.88% 0.68% 1.02% 1.79% 1.41% 1.42% 1.05% 1.11% 0.51% 1.25% 1.04% (47.42) 29.45 62.10 102.85 4.38 13.81 33.03 62.87 43.03 60.10 66.19 (3.88) (60.85) (2.44) (2.08) (4.51) (170.83) 29.55 (11.77) 97.94 44.24 31.09 (11.37) (24.99) (185.68) 83.98 (15.08) (34.99) (116.21) 154.09 101.19 91.15 2.48 (96.28) 16.88 99.32 21.77 (183.52) 152.73 (19.08) (126.70) (99.83) 0.07 152.54 (29.09) 33.31 69.02 EFTA00288695

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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 (209) (109) (127) 277 (45) 631 156 (69) 133 1,346 6,468 (84) 1471 56 177 473 1,071 100 161 (6) 471 1,390 319 339 355 18 1,663 251 4,026 6,583 1,053 398 1,037 691 (258) (141) 723 (35) 1,960 (157) 1,361 394 2,159 (393) 2,140 (4,379) 6,689 6,839 1,066 (2,643) 7,772 1,171 (3,166) 8,370 5,076 13,669 (3,684) 5,498 5,681 9,797 11,056 (8,171) 6,846 2,976 3,565 2,976 12,179 8,462 1,267 7,821 580 1,604 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 6,321 5,151 7,080 2,054 5,387 (4,977) 8,914 (10,449) 11,707 (8,207) 12,240 17.51 34.32 67.75 245.93 30.29 32.64 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.67 7.76 118.69 6.18 102.05 30.31 49.41 32.90 88.47 67.92 49.35 36.20 144.34 93.96 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.67 64.09 56.87 19.39 21.79 25.07 28.70 63.89 112.39 60.05 18.35 33.77 66.52 309.78 30.80 35.29 310.57 30.58 66.48 124.77 52.61 72.14 78.31 $8.24 7.90 123.76 5.37 103.54 31.95 49.33 38.11 98.57 70.48 62.56 37.85 144.34 95.03 64.24 85.01 50.05 48.89 55.58 37.59 55.58 75.38 68.80 113.14 AN/AN/A 70.63 55.91 26.44 22.48 28.90 27.61 75.67 117.78 70.55 6.30 1.34 1.89 16.91 1.42 9.63 16.72 -2.05 2.79 21.75 39.98 2.76 22.97 1.78 3.03 6.98 9.06 1.76 4.52 0.16 15.03 17.63 5.23 26.86 435 0.00 1.26 18.56 5.08 26.79 40.29 14.31 6.07 14.42 13.09 6.65 3.82 0.00 17.42 1.26 32.54 3.88 22.50 4.79 33.73 8.50 27.21 0.76% (30.50) 1.22% 193.77 0.98% (10.59) 1.54% (10.58) 1.20% (32.49) 0.84% 23.76 0.79% 22.90 1.06% (21.68) 0.57% 61.47 1.22% 84.05 1.18% [S738 0.82% (78.11) 1.16% (8.83) 0.56% 15.12 0.60% 128.61 0.61% (54.53) 1.45% (184.90) 0.83% 58.81 1.19% (85.77) 1.01% (66.50) 1.05% 36.38 0.65% (25.36) 0.72% 123.83 1.00% (24.77) 1.04% (87.01) 1.26% (0.45) 0.91% 37.19 0.48% 190.71 0.59% (103.71) 0.86% 146.05 0.86% 167.51 0.57% 29.73 0.84% 28.67 0.58% 29.20 0.87% (8.21) 0.49% (71.03) 0.58% (50.17) 0.31% 0.59% 112.62 1.36% (27.73) 1.12% 120.55 0.81% (83.80) 0.68% (68.27) 0.79% (110.92) 0.55% 168.21 0.56% (61.69) 0.64% 121.17 EFTA00288696

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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 FDX US Equity FOX US Equity FOXA US Equity FP EP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 6,721 15 2,815 3,887 298 4411 2,961 1,589 (28) 1,209 2,530 179 4,235 2,564 (20) 245 192 226 6,058 974 (60) 82 2,141 286 83 1,899 1,049 426 1,305 81 (124) 1,082 (23) 537 (96) (108) 132 2,035 28,669 527 765 48 3,054 26 13,908 (2,834) 12,718 8,377 8,537 6,820 9,889 1,304 11,278 9,908 6,387 9,735 7,057 660 13,883 10,622 (8,822) 9,424 6,678 9,210 9,189 10,986 (1,580) 6,351 7,620 7,309 2,996 5,734 12,049 6,004 9,815 5,260 (3,621) 2,630 (959) 5,338 5,624 5,673 11,013 3,588 13,140 13,861 13,333 3,248 (4,634) 11,376 (2,500) 62.20 44.63 54.79 63.20 85.81 51.34 30.39 58.57 68.36 83.32 15.77 36.72 29.41 12.27 61.97 69.60 62.50 54.29 105.22 23.45 25.35 63.86 44.29 4.33 23.75 18.77 144.98 63.14 12.27 66.69 72.48 14.82 44.06 31.11 120.94 32.29 33.13 60.83 21.32 22.32 24.02 49.12 49.51 5.24 16.17 34.84 92.27 44.39 66.92 92.53 88.81 #N/AN/A 74.23 30.54 73.94 79.33 82.95 17.73 49.88 37.38 16.01 76.93 69.76 64.13 55.85 107.80 38.90 27.60 66.30 44.86 5.55 24.68 19.29 192.98 68.64 13.14 75.55 73.59 15.32 62.17 31.85 133.12 31.75 32.52 65.29 22.10 25.77 73.72 51.06 61.17 5.19 20.52 34.48 39.91 0.44 35.22 36.14 5.79 0.00 49.06 0.22 48.09 20.55 0.51 16.38 $1.21 20.37 25.11 26.19 0.47 4.66 3.56 3.74 67.44 12.98 5.41 2.08 24.41 5.73 3.00 42.77 17.37 8.40 17.65 1.65 5.16 27.67 -1.99 16.19 2.12 -2.28 9.73 4.23 18.80 171.62 7.26 18.64 0.71 32.50 1.05 1.21% (5.86) 0.63% (52.93) 1.28% 266.28 0.60% (29.83) 0.07% 0.91% 50.53 2.21% 4.62 0.55% (101.01) 0.78% (20.72) 0.87% (8.71) 0.76% 10.94 0.70% (153.57) 1.33% 8.50 0.92% 0.47% 4.78 0.56% 7.94 0.81% (68.04) 0.66% (81.95) 0.98% (31.52) 0.68% (222.12) 0.71% (3.90) 0.62% 40.49 1.15% 87.28 0.68% (8.98) 0.93% 13.25 0.77% 33.73 0.50% 34.94 0.84% 40.83 0.75% (16.15) 0.93% (15.59) 0.66% 7.97 1.49% (161.38) 1.21% 8.93 0.62% (35.15) 0.81% 14.84 0.84% 4.21 0.76% 132.83 0.87% 22.42 0.82% 112.58 121% 326.02 0.54% 5.05 1.26% 44.78 1.46% (36.95) 083% 312.39" 0.98% 3.99 EFTA00288697

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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 4,227 5,116 154 827 1,218 2,497 666 5,963 2,105 (63) 1,712 (96) 1,321 701 3,594 (145) (183) 2,752 (130) 816 5,193 1,315 311 607 19 (83) 43 16 2,812 (51) 633 79 18 1,866 1,210 8,317 5,484 (13) (71) 141 2,705 7,889 1,612 4,604 8,114 208 12,660 10,937 5,707 8,189 5,606 13,333 6,110 11,930 7,393 (2,508) 7,382 (2,014) 10,924 10,787 5,699 (4,727) (3,820) 14,011 (4,597) 2,372 13,468 8,516 7,934 (8,600) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 (1,866) 7,829 6,808 2,297 14,169 14,148 3,466 (5,579) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 6,937 862.28 110.98 26.22 24.60 48.38 66.67 40.79 61.10 25.45 9.90 5.54 184.74 35.95 23.94 1.93 13.81 13.59 67.84 147.96 34.13 70.53 52.29 106.69 34.31 38.83 84.82 78.04 198.03 0.89 58.82 122.48 195.56 48.41 61.33 59.29 46.99 8,212.58 183.43 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.13 1,150.22 162.88 26.93 27.09 58.89 79.15 45.23 91.64 32.70 10.15 6.82 193.58 40.29 25.49 3.15 14.24 14.24 81.16 152.15 45.86 97.73 60.36 110.86 31.89 38.73 81.85 79.72 198.43 1.25 57.80 160.95 187.27 48.52 78.13 90.51 74.58 11,395.64 182.74 96.09 175.58 34.37 59.61 53.83 19.50 #N/AN/A 133.75 37.21 55.71 52.85 4.05 8.50 25.22 26.28 12.39 95.25 27.62 2.84 37.45 -7.98 13.42 11.40 51.90 1.98 “3.44 31.33 -2.58 41.53 81.31 17.30 6.69 9.46 0.59 3.83 2.55 0.28 39.13 2.12 40.61 2.13 0.29 27.28 74.50 72.45 33.55 -0.50 2.83 8.39 34.09 $4.24 24.38 67.24 0.00 66.47 5.30 0.60% (125.35) 0.88% (132.57) 0.67% 36.20 1.19% (34.42) 0.86% (7.97) 0.71% (58.36) 0.88% (7.97) 0.52% (126.47) 1.03% 118.97 0.88% (10.12) 0.62% 99.85 0.60% (3.18) 0.90% 32.76 0.57% 11.55 1.22% 69.63 1.55% (58.98) 1.39% (32.13) 0.63% 15.88 1.10% (24.14) 0.83% (0.67) 0.47% 171.83 0.89% (97.12) 0.58% 15.68 0.75% (101.37) 0.47% (8.28) 0.95% (13.09) 0.84% (11.75) 0.73% 42.77 1.02% (399.98) 0.84% 25.85 0.77% 11.88 1.99% (27.49) 0.78% (1.49) 1.00% (161.62) 0.71% (16.01) 0.81% (418.20) 1.16% 64.22 0.77% 38.37 0.45% (2.35) 0.77% (9.64) 0.58% 57.37 0.87% (36.91) 0.86% 80.11 1.17% 0.57% (8.28) 0.57% 65.73 EFTA00288698

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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 744 1,399 238 1,059 598 307 4,355 2,459 752 1,763 589 3,868 (11) 5,146 924 1,939 3,940 5,058 (44) 556 1,299 (93) 252 268 812 941 7 224 300 5,108 146 578 1,102 (17) (16) 7,487 549 1,196 2,416 2,275 5,752 184 (53) 55 11,917 11,769 1,649 8,007 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 4,672 18,291 9,444 9,797 15,510 (5,180) (3,787) 5,434 7,649 7,355 (2,814) (2,795) 3,043 5,484 4,644 (2,923) (3,123) 21,828 5,477 (10,166) 8,425 (624) (648) 10,521 9,413 6,030 16,340 12,547 19,920 6,737 4,217 5,192 106.02 50.18 27.57 35.30 197.70 31.14 72.62 34.95 69.64 11.82 66.10 3.96 75.18 63.81 40.35 80.78 65.07 4.43 160.73 12.87 33.44 95.03 13.30 13.87 956.05 212.47 81.78 6.54 6.95 26.10 77.63 85.47 75.96 34.52 34.57 12.76 158.54 64.65 113.54 66.83 68.46 $2.22 73.27 75.80 112.64 49.01 56.15 31.54 39.97 217.02 32.41 9.30 94.21 23.33 74.97 13.54 73.68 7.37 75.00 81.76 44.30 96.77 81.60 0.11 162.62 14.18 39.13 93.83 12.11 12.54 1,211.07 248.93 83.14 6.04 6.28 32.21 79.70 34.57 80.61 85.90 35.48 35.40 21.84 167.78 77.48 130.33 78.94 88.23 53.65 72.36 76.60 10.34 14.69 12.51 18.48 14.49 5.13 44.91 21.97 13.73 26.56 12.22 75.12 0.28 36.64 9.57 26.90 33.76 32.42 1.78 6.80 24.55 1.57 5.45 5.95 22.28 23.54 2.68 448 5.84 35.29 4.59 8.77 17.93 “3.91 -3.36 80.09 10.37 22.48 32.31 25.40 62.27 2.48 -2.04 1.79 0.60% (79.62) 0.82% - osi% 297.14 1.15% (15.92) 0.72% (73.93) 0.67% 68.03 0.79% 146.16 1.98% : 0.66% (72.14) 1.51% 266.22 0.56% 89.20 0.55% 41.82 0.94% (26.27) 1.14% 120.41 0.88% 15.39 0.77% (7.88) 1.02% (43.68) 0.74% (97.59) 0.75% (24.88) 3.01% 228.57 0.66% (20.47) 1.51% 41.20 0.69% 193.85 0.81% (65.48) 1.64% 9.37 1.61% (3.25) 1.20% (36.80) 0.73% (39.36) 0.62% 52.95 1.71% 18.18 1.64% = 0.66% 38.57 0.58% (2.01) 1.05% - 0.65% (68.77) 0.73% (65.75) 0.71% (11.66) 0.71% (10.42) 0.89% (97.25) 0.56% (40.39) 0.88% (81.06) 0.46% (157.39) 0.71% 104.88 0.46% (79.57) 1.10% 5.14 0.61% 27.63 0.59% 17.94 EFTA00288699

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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 203 (45) 120 186 (88) 24 59 6,939 35 211 (31) 693 593 (40) (46) (73) 2,796 791 1,293 543 32 1,507 399 710 (8) (40) 474 (5) 373 (487) (149) 213 (67) (60) 683 2,769 92 (25) 283 8,938 618 (246) 10 979 697 4,065 4,084 4,580 6,240 (1,722) 4,599 4,934 17,035 4,764 7,173 (6,174) 7,256 5,315 2,995 3,228 5,096 7,836 4,504 5,345 6,528 (7,500) 5,537 718 10,006 (6,124) 8,610 1,509 (3,670) 6,518 (1,707) 6,088 (8,069) (8,928) 8,245 2,905 2,725 (10,717) 9,492 6,561 4,427 (6,829) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.62 37.36 302.78 55.84 54.73 54.04 212.78 65.13 47.60 103.67 8.35 8.28 80.25 80.29 75.09 44.08 114.69 114.81 79.94 642.17 43.08 160.18 80.46 21.91 25.89 69.61 32.73 84.31 32.90 24.78 359.52 34.20 45.38 15.62 15.55 63.57 46.31 4.59 7.59 115.81 63.59 59.06 43.75 83.58 5.65 120.22 36.24 36.23 38.35 311.82 58.71 §5.01 54.68 299.46 65.61 49.00 104.18 9.15 9.20 79.19 79.15 74.02 $9.82 134.84 135.00 95.78 595.69 43.33 160.32 92.58 20.49 28.02 69.22 33.08 90.45 33.00 26.30 381.23 34.77 46.55 15.27 15.21 59.52 59.82 4.65 7.55 111.01 119.21 65.33 45.30 83.75 4.91 136.24 8.33 1.87 4.28 2.09 -3.86 0.40 0.88 55.19 1.44 3.39 0.56 10.67 12.38 1.51 -1.62 “1.59 28.59 16.47 17.61 25.96 7.86 1.11 0.14 20.20 7.07 10.79 0.55 2.21 6.74 ~0.65 5.43 8.02 2.81 4.79 -2.96 -2.80 7.52 45.81 2.22 0.68 4.90 136.67 13.10 6.09 0.39 12.42 13.75 0.60% 0.59% 0.61% 1.43% 1.33% 1.30% 1.35% 0.74% 0.51% 0.87% 0.88% 0.90% 0.90% 0.89% 0.89% 0.90% 1.25% 1.07% 1.00% 0.76% 0.92% 0.52% 0.63% 0.75% 0.92% 0.76% 1.01% 0.50% 1.08% 0.49% 1.13% 0.75% 0.59% 0.54% 0.78% 0.78% 0.85% 0.64% 0.63% 0.83% 0.85% 0.64% 0.81% 0.58% 0.52% 1.07% 0.97% 35.49 29.08 31.43 66.09 (57.90) 75.02 25.89 41.52 38.39 42.37 (28.64) 124.84 89.16 26.47 29.13 (58.24) 131.78 39.44 57.45 35.25 (239.27) (1.79) (5.13) 19.21 (142.18) 9.82 (15.93) (7.66) 98.61 0.88 (59.54) (92.80) (32.52) 42.47 (15.55) (17.48) (87.45) (87.85) 116.03 10.52 (159.82) (15.48) 83.56 6.55 (23.44) (84.52) 27.23 EFTA00288700

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TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV EP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTIUS Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity (132) 4,058 10,925 285 268 3,160 (133) (262) 2,753 1,503 3,226 3,427 6,150 6,586 455 533 3,831 110 948 210 225 24 628 721 595 123 96 288 (31) 3,028 3,588 119 (353) (36) 225 42 317 Current Portfolio - Global Macro Portfolio 7,395 12,205 24,080 5,489 5,158 5,391 (3,113) (5,036) 10,037 12,014 14,806 14,238 15,190 7,870 (3,908) (4,586) 9,272 2,668 4,785 (2,998) (2,893) 585 1,611 1,880 5,134 (7,247) (6,121) 5,265 8,616 11,232 10,369 4,606 (5,546) 13,076 (2,238) 1,282 7,151 6,394 66.38 34.93 29.17 19.43 19.51 5.58 39.50 38.14 64.08 165.36 79.87 34.71 82.05 118.43 15.08 15.04 60.42 26.19 89.16 3.98 39.69 243.60 92.95 93.20 86.91 40.33 48.12 29.97 38.65 38.43 74.31 74.87 31.30 90.48 30.64 73.86 291.95 65.22 46.54 42.40 20.44 20.52 8.85 41.19 40.13 81.66 186.05 97.27 43.07 115.27 217.54 13.32 13.29 85.38 27.27 106.83 3.70 36.60 253.39 129.21 128.95 96.98 39.65 47.37 31.61 38.51 48.79 100.03 76.80 33.29 94.91 AN/AN/A 36.01 74.29 306.43 Current Price (in USD) 2.65 47.11 68.61 5.54 5.42 35.72 $31 6.99 30.18 18.35 44.18 40.16 65.32 107.76 9.60 8.80 59.11 4.70 15.53 4.32 4.67 3.03 29.21 30.33 28.32 1.99 1.98 6.40 0.52 43.75 38.51 4.24 771 7.39 0.72 14.86 1.01 6.99 P/Lin Vol Days 0.67% 0.71% 0.66% 0.94% 0.96% 1.64% 0.81% 0.75% 0.91% 0.68% 0.49% 0.60% 0.62% 0.78% 1.21% 1.32% 0.70% 0.87% 1.28% 1.62% 1.67% 1.33% 1.34% 1.26% 0.41% 0.85% 0.79% 0.86% 0.69% 0.62% 0.90% 0.61% 0.83% 0.66% 2.21% 1.18% 0.58% 0.71% 30P Realized Vol (10.79) (40.36) 222.92 8.37 27.85 20.62 (41.00) (59.90) 41.98 (125.08) (62.22) (148.09) 99.71 (156.43) 20.47 52.68 10.23 12.91 (141.99) (9.75) 14.49 10.83 (45.51) (55.09) (3.34) (39.09) (40.82) 122.88 63.22 (73.65) (47.24) 5.90 (124.47) (18.88) (8.85) 31.04 49.40 Change on Day {in USD) SPX Index NDX Index RTY Index 16,977 12,395 13,198 62,272 46,686 39,938 1,455.70 2,831.19 868.48 1,852.56 3,582.89 1,155.49 60.43 45.36 45.96 0.45% 0.59% 0.72% EFTA00288701

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI-US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 10 955 1,356 (306) 2,546 8,357 1,501 8,329 6,446 6,543 7,033 24,807 3,807 5,495 8,002 10,447 9,514 7,357 2,166 171 8,361 2,270 1,094 660 468 86 (90) 1,194 125 359 36,030 129 10 4,822 (8) 5,739 428 2,196 5,588 229 7,646 160 3,579 12,022 6,048 10,086 4,496 19,447 (26,146) (22,524) (5,408) 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 37,337 42,240 44,003 39,715 38,048 40,933 23,118 5,429 19,369 22,138 (26,563) 25,595 19,987 10,120 (4,207) (33,700) 16,618 14,469 73,231 (6,119) (877) 14,269 5,353 13,610 8,406 12,860 16,147 9,167 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,076.65 725.60 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.63 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,319.77 1,282.88 84.29 39.61 3,920.67 359.18 140.63 2,762.19 344.53 1.81 4,842.07 444.47 40.76 67.27 184.03 41.26 15.57 38.65 30.80 38.20 41.63 46.72 85.40 37.57 38.87 400.51 520.28 366.14 12,770.41 3,027.93 20,747.27 766.67 10,943.66 13,028.65 6,046.68 13,983.15 9,421.59 29,106.03 10,351.02 6,873.14 7.30 547.27 4,267.36 2,090.94 126.03 10,044.17 209.34 3,424.44 1,836.64 92.93 37.98 4,021.75 367.60 141.82 2,821.24 332.33 1.83 4,962.21 663.15 39.90 66.52 246.22 41.20 22.14 40.62 36.06 51.42 42.67 64.11 87.25 46.58 58.06 456.32 704.25 401.14 0.12 3.99 471 “3.75 10.09 22.81 9.33 24.77 22.88 27.86 25.32 61.70 22.03 17.11 23.01 37.87 25.60 20.83 9.93 2.79 36.56 14.35 2.07 2.65 2.91 0.77 -2.70 3.77 1.04 3.47 117.39 2.38 2.57 64.12 0.83 74.20 9.80 31.94 59.66 6.29 70.37 3.80 39.01 81.75 19.89 30.64 11.59 0.40% (42.32) 0.92% 32.74 1.28% 205.05 1.51% 46.32 0.63% 105.52 0.80% 143.71 0.85% [ly Se7ie9) 0.64% 105.01 1.14% 201.53 0.46% (267.24) 0.76% 324.21 0.79% 89.21 0.69% |) |) 448.20 0.98% 222.52 0.94% (198.41) 1.13% 53.70 1.18% 0.71% 136.47 0.97% 0.80% 76.05 1.10% 57.26 0.79% (28.53) 0.94% 104.64 0.72% 215.60 0.72% 224.04 0.42% 0.89% (14.12) 0.43% 9.89 0.53% (247.96) 0.18% (3.89) 0.57% (198.94) 0.52% (36.82) 0.53% (181.50) 0.58% (221.74) 0.40% (21.97) 0.53% (226.77) 0.57% (35.20) 0.61% (266.32) 0.60% 12.53 0.70% 218.33 1.15% lesz) 0.82% 90.83 EFTA00288702

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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 6,346 1,115 11,878 5,014 23,247 2,999 2,728 10,114 (193) 241 11,059 22,612 5,788 6,569 (63) 2,663 423 318 2,796 18 2,911 (185) 6,149 (110) (726) 740 1,106 512 3,313 4,279 3,087 3,612 2,566 30,619 8,044 3,112 10,327 2,614 1,074 211 3,279 862 34,738 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 26,331 17,603 35,766 39,247 18,886 40,148 (17,320) (20,150) (24,622) 29,347 16,608 (3,431) 53,418 (50,168) (97,153) (6,764) (37,984) (59,678) (92,252) (95,749) 72,913 75,235 74,240 75,130 74,397 78,270 54,329 76,341 50,187 67,396 11,143 22,143 (33,149) 7,871 65,265 56,841 353.52 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.66 434.81 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 91.29 220.12 757.05 1,257.75 210.17 1,450.60 820.91 167.04 218.47 356.62 476.77 347.67 1,677.29 1,242.97 337.23 1,614.80 1,326.64 392.73 730.82 338.56 420.27 82.20 467.33 1,004.98 1,482.85 418.10 458.43 313.60 567.96 677.07 841.02 1,023.83 395.70 475.20 787.88 440.75 341.86 271.17 208.83 4,316.19 4,929.04 19.77 107.03 100.26 4.40 90.82 232.12 759.85 1,178.14 213.57 1,478.34 810.72 165.04 217.30 372.83 503.89 362.13 1,757.93 1,285.83 469.15 1,853.90 1,380.71 473.54 759.16 338.80 440.66 81.68 467.33 1,055.48 1,505.33 25.68 6.05 51.81 21.24 3.63 54.63 12.37 19.04 27.18 1.04 1.92 46.43 72.21 29.40 20.54 0.73 11.51 2.65 1.27 5.28 0.67 56.15 -2.90 14.52 4.20 4.27 457 3.74 2.34 16.46 21.31 15.45 18.09 12.83 166.93 47.88 15.04 67.55 12.25 0.17 11.64 0.78 0.00 17.48 4.37 0.71% 41.71 0.63% 186.34 0.83% 191.19 0.62% 73.53 0.70% 21.32 0.94% 189.33 0.81% 183.72 0.71% 159.67 0.71% 115.59 0.67% 0.80% 1.04% 226.50 0.50% (24.44) 1.15% 248.06 0.65% (9.36) 0.86% 320.01, 3.19% (39.59) 0.76% 134.98 0.10% 46.44 0.13% (86.32) 0.44% (355.46) 0.39% (23.14) 0.45% (321.30) 0.27% 51.38 0.32% (130.29) 0.23% (159.74) 0.28% 149.54 0.27% 150.19 0.27% 154.05 0.27% 153.04 0.27% 117.49 0.23% 216.28 0.31% 215.39 0.27% 152.21 0.30% 182.01 0.32% (1.84) 0.41% 5.60 0.42% 89.39 0.81% (350.81) 0.33% (25.52) 0.29% 20.14 0.35% 225.51 EFTA00288703