Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: . ay T90 Day Return: No of Positions 730 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: 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: Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HU EEE 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. 124M Sharpe Ratio: Se) 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. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T T ve RY Re RR DDD DDD Ce SY OP OY SY OY SY gh Oh gy SP OP hE hh SVE EN ARE NV SVE NV VE AVE ON” Qh NV oh EFTA00288720

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Atorus, LLC 3/28/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | __Security | __ Notional _|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 24 Positions 45 Positions | 27.73%] XAG Curncy (20,150) 0.35% CA_TSY CREDIT 6,286 0.35% IBOV Index (22,524) 0.40% BMY US Equity 6,302 0.35% CO1 Comdty (24,622) 0.43% VUS Equity 6,303 0.35% MEXBOL Index (26,146) 0.46% CMCSK US Equity 6,313 0.35% INDEXCF Index (26,563) 0.47% SXXP Index 6,341 0.35% ZA_TSY CREDIT (33,149) 0.58% SMI Index 6,567 0.36% SHCOMP Index (33,700) 0.59% PRU LN Equity 6,885 0.38% US_TSY CREDIT (50,168) 0.88% SX6P Index 6,907 0.38% JP_TSY CREDIT (59,678) 1.05% ROG VX Equity 6,914 0.38% SXDP Index 61,075 1.08% ACA FP Equity 6,979 0.39% SPX Index 62,272 1.10% FTSEMIB Index 7,046 0.39% CH_TSY CREDIT 65,265 1.15% SXSE Index 7,076 0.39% DK_TSY CREDIT 67,396 1.19% DAI GR Equity 7,156 0.40% STBCNZL Index 73,231 1.29% AMGN US Equity 7,207 0.40% AT_TSY CREDIT 74,030 1.30% PSI20 Index 7,235 0.40% FI_TSY CREDIT 74,240 1.31% HEX Index 7,390 0.41% DE_TSY CREDIT 74,397 1.31% XLY US Equity 7,721 0.43% FR_TSY CREDIT 75,130 1.32% IT_TSY CREDIT 8,075 0.45% BE_TSY CREDIT 76,024 1.34% ASE Index 8,204 0.45% NL_TSY CREDIT 77,475 1.36% MMM US Equity 8,244 0.46% IE_TSY CREDIT 78,270 1.38% MDT US Equity 8,295 0.46% MY_TSY CREDIT (92,252) 1.63% BEL20 Index 8,316 0.46% SG_TSY CREDIT (95,749) 1.69% TMO US Equity 8,869 0.49% CA_TSY CREDIT (97,153) 1.71% DAX Index 8,898 0.49% IBEX Index 9,092 0.50% BAYN GR Equity 9,095 0.50% BAC US Equity 10,074 0.56% KFX Index 10,366 0.57% INAV Impact by Category & Exposure ES_TSY CREDIT 10,401 0.57% LUXXX Index 10,477 0.58% Listed EquityShort_ | -0.267%| TYC US Equity 10,537 0.58% lEquityComtong |S 707% SXOP Index 10,546 0.58% fEquityCom Short .083% SXAP Index 10,749 059% lc2oRatestong |= .003% SXMP Index 10,997 0.61% [20 RatesShort |= 0.013% SXIP Index 11,475 0.63% XLV US Equity 11,802 0.65% NDX Index 12,207 0.67% RTY Index 13,029 0.72% SPX Index 17,193 0.95% GILD US Equity 20,876 1.15% EFTA00288721

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SXTP Index 22,177 1.23% SXDP Index 23,666 1.31% ISEQ Index 24,721 1.37% 1E_TSY CREDIT 30,740 1.70% STBCNZL Index 35,977 1.99% Ec quityCom Short otal Short | G2ORatestong | G20 Rates Short P3837 | P32 | 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) EFTA00288722

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Atorus, LLC 3/28/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 APAC } 2,000,000 —_— EMEA oo AMER 500,000 1,000,000 — EquityCom (2,000,000) (2,000,000) (1,000,000) (3,000,000) oom NexEposure RHS G20 Rates 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 T T T T T T T T Yh 2 yt Poe PP BP SH HPP” SO” IS? GP og PET PE APH HH PH HH PE HH AWE gH he EFTA00288723

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Atorus, LLC 3/28/2014 Current Gross Notional Risk by Category 246,652 574,630 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 — msciworld 0.75 + T T T T T Sy oS PP” WP” VP” » Av x Au yo ws Wd” ah” wh Rolling 30 Day Realized Volatility - Atorus K T ry nO © T T aS Pv eo > 2 T T T > sy SY Na ow AM a> os we a> ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% ——— Rolling30DayRe 0.60% 0.40% v eS “is oe a y ye Ne ie & 9 alizedVol EFTA00288724

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Atorus, LLC 3/28/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——— P/L Vol Days by Position 0.00 + T T T T T T T ’ 10,8 AP SP AP” AP" AP” AP" WO" "PT "GP" GH" AO" AP” GH" HP” of MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | sass MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288725

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Atorus, LLC 3/28/2014 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) 7.04 000270 KS Equity (380) (5,144) 51.62 55.43 1.05% 19.24 005380 KS Equity 119 1,799 217.04 231.37 4.85 1.36% 19.65 005490 KS Equity (25) (3,782) 273.49 275.27 0.61 1.07% 70.98 005930 KS Equity 178 (6,997) 1,278.17 1,245.57 2.86 0.89% (59.47) 012330 KS Equity 1,125 5,282 244.69 296.80 21.59 0.99% 39.03 1 HK Equity 505 8,073 15.56 16.53 6.40 0.98% 31.72 1299 HK Equity 37 2,995 471 4.77 1.54 0.80% 23.14 13 HK Equity 2,054 12,243 11.40 13.32 17.60 0.95% (107.31) 16 HK Equity 435 (9,935) 12.66 12.11 6.51 0.67% (70.20) 27 HK Equity (15) 123 9.53 8.48 -7.63 1.63% 0.63 2914 JP Equity 244 (4,719) 32.47 30.79 4.73 1.09% (25.96) 3382 JP Equity 16 1,329 37.70 38.16 0.94 1.31% 23.24 4063 JP Equity (19) (4,536) 56.40 56.64 0.33 1.27% (79.77) 4502 JP Equity 25 2,732 47.02 47.45 1.23 0.74% 7.23 4689 JP Equity (237) 1,224 5.85 4.90 “11.59 1.67% (78.34) 5 HK Equity : 765 10.14 10.14 0.00 0.98% 3.46 5108 JP Equity (0) (411) 34.76 34.77 -0.02 1.20% (0.10) 5401 JP Equity 432 (5,511) 2.89 2.67 7.01 1.12% (99.01) 6301 JP Equity 54 (3,515) 20.64 20.32 1.34 1.16% (15.58) 6752 JP Equity 1,053 4,145 9.01 11.30 14.22 1.79% (46.17) 6902 JP Equity . : 46.44 1.44% : 6954 JP Equity 749 6,393 157.65 176.12 8.90 1.32% (48.97) 7201 JP Equity 58 (3,743) 8.85 8.71 1.65 0.93% (0.13) 7203 JP Equity 9 (5,260) 56.12 56.02 0.18 0.92% (49.28) 7267 JP Equity 262 (4,885) 36.43 34.47 5.88 0.91% (51.06) 762 HK Equity 244 (5,162) 1.38 1.32 3.56 1.33% (154.23) 7751 JP Equity 161 (6,865) 31.44 30.70 2.36 0.99% (20.73) 8031 JP Equity 54 (3,825) 14.09 13.89 1.35 1.04% (4.39) 8058 JP Equity 16 (1,666) 18.27 18.10 1.02 0.91% (6.70) 8306 JP Equity 256 (4,192) 5.69 5.34 4.70 1.30% (82.49) 8316 JP Equity 266 (4,218) 44.06 41.29 4.74 1.33% (103.98) 8411 JP Equity 82 (4,072) 1.99 195 2.59 0.78% (0.43) 8604 JP Equity 161 (2,810) 6.69 6.31 4.82 1.19% (47.05) 8801 JP Equity (35) (2,310) 29.03 29.47 -1.02 1.50% (20.79) 8802 JP Equity 329 (5,009) 24.84 23.21 4.23 1.55% (132.70) 9020 JP Equity 270 (6,726) 75.20 72.18 3.19 1.26% (94.42) 941 HK Equity 1,413 (11,819) 10.19 8.98 12.15 0.98% (201.15) 9432 JP Equity (48) 6,077 53.19 52.77 -0.60 1.31% (24.76) 9433 JP Equity 3,205 9,476 42.13 56.38 26.35 1.28% 52.12 9437 JP Equity 93 (7,723) 15.62 15.43 1.32 0.91% (94.02) 9983 JP Equity (19) 3,177 369.06 366.91 0.44 1.35% 83.84 EFTA00288726

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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 EP 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 1,212 279 559 554 201 (202) (182) 263 (39) 175 170 6,979 162 146 76 (114) 997 87 2,936 512 382 7,207 1,055 282 (258) 2,786 4,013 3,502 3,850 (15) 10,074 43 979 246 (300) 9,095 (266) (199) (286) (137) 1,179 43 61 2,048 7,877 6,661 6,962 5,335 (5,786) (5,538) 6,721 4,097 (3,187) (2,733) 5,408 6,435 10,703 1,193 6,379 9,698 8,248 4,012 4,177 2,761 2,100 22,886 10,655 5,641 5,741 (6,870) (6,360) 10,373 12,676 11,669 12,432 (2,592) 10,884 (2,705) 7,333 5,318 (3,219) 11,757 (1,954) (4,046) (4,351) (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 38.86 19.34 19.48 6.83 95.44 77.97 72.36 63.77 110.56 134.80 48.66 42.47 142.27 142.59 92.78 76.29 287.66 28.92 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 74.34 536.61 25.57 25.51 51.36 7.50 7.53 106.01 38.50 18.28 18.26 15.65 97.84 79.03 76.99 62.65 121.93 136.22 49.81 72.33 168.63 168.54 122.00 82.06 341.45 30.34 82.63 84.61 90.78 65.57 65.53 65.43 124.54 16.99 3.85 110.29 55.34 73.05 135.92 9.88 13.60 13.58 61.71 12.18 42.85 15.49 53.64 34.07 5.17 10.31 9.18 4.31 “3.11 3.13 4.59 1.52 3.84 4.37 102.17 4.87 1.60 11.59 -3.53 12.21 1.59 2.47 76.86 21.45 21.10 31.24 11.32 18.21 6.40 0.16 5.64 35.16 38.99 38.35 38.77 0.75 96.64 1.30 13.46 5.14 10.20 75.18 6.78 3.11 4.08 -3.28 18.52 1.44 1.27 2.23 1.74% (25.66) 0.68% (17.41) 0.81% 110.08 0.87% 109.59 0.88% (28.65) 1.12% (76.19) 1.05% (53.24) 0.85% 126.60 0.63% 6.31 1.43% (57.97) 1.43% (45.30) 1.26% 93.76 0.52% 20.92 0.85% 177.66 0.55% 10.44 0.51% 33.59 0.84% 77.78 0.66% 52.01 0.95% 48.86 0.91% 8.87 0.86% (5.19) 0.86% (5.51) 1.01% (89.47) 0.67% 197.47 1.03% 67.14 0.77% 58.24 0.81% (48.84) 0.72% (75.42) 0.76% 125.73 0.81% 176.58 0.78% 148.77 0.80% 141.00 0.79% (27.69) 0.96% (150.65) 1.23% (13.77) 0.99% 122.92 0.90% 122.12 0.91% 45.63 103% 372.84 2.01% (13.34) 1.58% (57.16) 1.61% (53.63) 1.03% (55.97) 1.10% 98.25 0.53% (62.75) 1.23% (16.67) 1.11% 34.87 EFTA00288727

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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 (257) (187) (27) 240 (57) 158 (101) 142 1,452 6,302 (25) 1,338 (12) 371 461 1,007 255 266 (91) 509 1,494 405 333 235 29 cB 1,662 337 3,798 6,313 1,049 496 1,040 753 (406) (126) 943 (25) 1,879 (140) 1,231 105 1,888 (429) 2,232 (4,379) 6,689 6,839 1,066 (2,643) 8,609 1,171 (3,166) 8,370 5,076 13,669 (3,684) 5,498 6,982 9,797 11,056 (8,171) 6,846 2,976 2,139 2,976 12,743 8,462 1,267 7,821 (1,601) 3,209 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 3,792 5,151 7,080 2,054 5,387 (4,977) 8,914 (10,449) 11,707 (8,207) 12,371 17.51 34.30 67.77 245.93 30.29 32.86 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.71 7.76 118.69 6.18 102.05 30.31 49.32 32.90 88.89 67.92 49.35 36.20 143.49 94.28 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.60 64.09 56.88 19.39 21.79 25.07 28.70 63.89 112.39 60.15 18.54 33.37 67.50 301.36 30.94 35.17 311.17 30.89 66.55 126.84 $2.17 71.01 76.81 57.60 8.06 123.63 5.42 105.85 33.02 47.31 38.53 99.31 71.18 62.32 37.29 140.90 94.61 64.24 85.87 49.51 48.38 55.56 38.04 55.59 76.07 70.03 111.89 HN/AN/A 72.62 56.19 26.15 22.41 28.53 28.41 74.20 118.26 71.00 -7.80 2.29 0.41 14.66 “1.79 8.37 15.94 -3.09 3.11 23.56 39.69 0.81 21.80 -0.33 5.96 6.81 8.61 4.21 6.95 3.87 15.57 18.64 6.61 28.46 2.83 1.45 0.39 17.37 6.87 26.69 41.72 13.87 8.02 14.04 14.13 10.01 5.57 0.00 20.96 0.93 31.97 “3.55 18.86 1.31 27.35 9.47 29.99 0.75% 1.22% 0.98% 1.54% 1.20% 0.84% 0.85% 1.04% 0.54% 1.21% 1.16% 0.83% 1.12% 0.54% 0.64% 0.61% 1.43% 0.89% 1.29% 1.09% 1.10% 0.63% 0.72% 0.92% 1.06% 1.24% 0.91% 0.51% 0.59% 0.82% 0.80% 0.59% 0.80% 0.60% 0.88% 0.51% 0.59% 0.31% 0.64% 1.33% 1.09% 0.80% 0.73% 0.77% 0.59% 0.55% 0.60% (25.82) 19.19 81.76 (23.31) (30.91) 44.46 16.26 (52.55) 39.10 108.52 9.38 26.31 107.36 78.49 (10.59) 48.92 118.39 70.63 23.64 0.15 12.94 1.02 (138.08) 67.56 133.35 142.57 121.93 7.35 126.61 15.30 (87.97) (11.24) 116.10 14.89 (47.58) (63.51) 52.89 (176.40) (23.89) (42.87) 82.18 EFTA00288728

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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 7,156 17 2,793 4,134 273 4,474 2,231 1,547 (81) 926 2,249 185 4,358 2,313 (82) 443 114 100 6,105 933 15 134 2,281 336 103 2,063 1,115 435 1,295 125 (161) 999 407 (156) (160) 931 163 2,102 20,876 761 14 3,140 (1) 13,908 (2,834) 12,908 8,377 8,537 6,820 9,889 1,333 8,458 9,908 6,387 9,735 7,135 660 13,883 10,622 (8,822) 9,424 6,678 9,210 9,189 10,986 2,023 6,351 7,737 7,837 2,996 5,787 12,049 6,390 9,815 5,260 (3,621) 2,630 1,176 4,271 3,375 3,404 11,013 3,588 13,140 11,089 13,333 3,248 (4,634) 11,549 (2,999) 62.20 44.63 54.93 63.20 85.81 51.34 30.40 58.57 68.36 83.31 15.77 36.81 29.41 12.27 61.97 69.60 62.50 54.29 105.22 23.45 25.35 66.36 44.29 4.35 23.82 18.77 145.32 63.14 12.32 66.69 72.48 14.82 44.06 32.61 120.94 32.23 33.07 60.83 21.32 22.32 24.02 49.12 49.51 5.24 16.22 34.78 94.21 44.36 66.82 94.40 88.56 #N/AN/A 74.56 31.10 74.01 79.04 82.26 17.27 48.42 37.65 16.12 75.47 70.25 65.44 55.21 106.36 39.02 27.51 66.84 45.22 5.63 24.84 19.41 197.12 68.99 13.16 75.49 74.20 15.47 60.78 32.86 132.45 30.80 31.59 65.97 22.29 25.89 69.26 51.36 61.12 5.22 20.64 34.79 41.77 0.49 34.31 37.39 5.28 0.00 51.57 1.44 45.76 18.15 1.62 11.94 39.32 20.23 26.45 23.18 -2.06 7.94 2.10 1.60 86.93 12.10 0.99 3.58 27.97 6.58 3.58 42.95 18.36 8.38 18.49 2.49 6.51 24.99 0.58 15.17 5.27 $21 11.45 5.54 19.70 135.34 8.48 19.14 0.21 34.03 0.04 1.25% (36.11) 0.63% 104.10 1.32% 299.05 0.61% 83.29 0.07% 0.88% 90.06 1.58% 13.46 0.58% 87.45 0.86% 130.39 0.79% 36.84 0.80% (79.95) 0.80% 64.81 1.39% 14.94 1.19% 281.39 0.94% 7.20 0.45% (21.18) 0.59% 101.74 0.81% 13.05 0.68% 9.87 0.76% 129.04 0.70% 56.38 0.73% 29.14 0.59% 19.99 1.05% 120.99 0.65% 73.39 0.96% 50.20 0.83% 137.93 0.50% 44.13 0.81% 10.08 0.71% 13.48 0.95% 89.20 0.68% (44.62) 1.52% 39.29 1.30% 17.53 0.63% 13.26 0.88% (23.03) 0.90% (17.31) 0.74% 60.12 0.82% 37.80 0.81% 87.23 0.54% 72.83 1.23% 35.12 1.48% (114.63) 0.80% 99.46 0.98% (20.95) EFTA00288729

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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 3,867 2,553 179 901 1,256 2,449 209 5,857 1,961 (90) 1,939 1,418 748 4,068 (149) (422) 2,673 (111) 431 5,159 1,278 227 526 (17) (62) 7 2,178 (47) 627 47 7 1,887 1,121 3,942 6,000 (126) 134 2,713 8,295 1,380 4,371 8,244 186 12,660 5,468 5,707 8,189 5,803 13,333 6,110 11,930 7,393 (3,344) 7,382 995 10,924 10,787 5,699 (2,364) (5,093) 14,011 (4,597) 1,785 14,416 8,516 7,934 (8,600) (6,962) 2,272 1,975 8,087 5,658 2,868 2,016 (1,866) 7,829 6,808 2,297 7,084 14,148 3,798 (5,579) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 7,829 862.28 110.98 26.22 24.60 48.66 66.67 40.79 61.10 25.45 9.90 5.54 190.93 35.95 23.94 1.93 13.81 13.59 67.84 147.96 37.48 71.84 52.29 106.69 34.31 38.83 84.87 78.04 198.03 0.89 58.83 122.48 195.56 48.41 61.33 59.29 47.02 8,212.58 183.44 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.24 1,125.70 162.78 27.04 27.31 59.19 78.91 42.19 91.09 32.20 10.17 6.99 190.93 40.61 25.60 3.31 14.68 14.72 80.78 151.52 46.54 97.54 60.14 109.73 32.21 38.93 82.60 81.10 200.08 1.24 57.87 160.58 190.63 48.88 78.33 88.21 73.18 11,695.41 183.51 97.02 175.03 34.39 60.45 52.47 19.13 #N/AN/A 134.34 37.11 44.10 52.77 4.80 9.61 22.56 26.11 3.22 85.91 24.49 -3.06 40.84 0.00 17.22 12.18 56.20 -3.96 5.69 27.97 2.22 30.23 72.30 16.54 4.92 8.11 0.53 2.61 4.20 1.53 41.37 -2.04 39.20 1.29 1.25 24.38 64.30 64.47 34.99 0.05 4.88 7.40 35.92 50.23 19.93 67.15 0.00 63.32 4.27 0.69% 134.64 0.88% 31.82 0.65% 59.99 1.15% 102.26 0.96% 128.11 0.70% 39.78 1.07% (119.46) 0.57% 122.17 1.08% 80.57 0.88% (21.98) 0.64% 143.05 0.63% 2.81 0.75% 65.90 0.57% 59.38 127% 398.37 1.59% (2.66) 1.46% 4.34 0.68% 189.78 1.08% 11.96 0.80% 44.60 0.49% 59.97 0.91% 58.26 0.58% (43.83) 0.75% 1.87 0.47% (14.69) 1.05% 54.54 0.93% 58.56 0.68% 74.54 0.93% (91.31) 0.81% 14.22 0.79% 27.46 1.96% (63.49) 0.78% 72.08 1.14% 247.54 0.76% 7.58 0.86% 0.59 0.74% 24.55 0.46% (51.92) 0.83% 26.63 0.55% 66.76 0.92% (11.84) 0.81% (83.24) 1.17% 061% 348.43, 0.56% (35.95) EFTA00288730

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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 695 1,445 207 1,138 369 4,427 2,358 716 1,987 590 3,830 135 5,176 1,178 1,875 3,989 5,054 (58) 761 1,401 49 772 70 (3) 46 4,963 155 562 1,080 (25) (25) 6,885 587 1,141 2,281 2,307 5,523 108 (9) 135 11,917 11,769 1,649 8,007 6,116 7,534 14,649 (7,392) 9,821 12,244 5,145 4,498 4,672 18,291 9,444 9,797 15,510 (5,180) (2,272) 5,434 7,879 7,355 (2,814) (2,795) 3,043 985 6,034 (2,923) (3,123) 21,828 6,905 (10,166) 8,425 (833) (864) 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 11.84 66.10 3.96 75.18 63.81 40.35 80.78 65.07 4.43 160.73 12.87 33.59 95.04 13.30 13.87 956.05 245.88 82.03 6.54 6.95 26.10 78.08 85.47 75.96 34.52 34.57 12.76 158.54 64.65 113.54 66.83 68.46 52.22 73.28 75.80 112.20 49.17 56.35 31.02 40.32 218.38 32.66 8.95 94.56 23.80 74.71 13.76 73.68 7.34 77.36 81.86 45.38 96.24 81.80 0.11 164.82 14.67 39.57 95.07 13.07 13.67 1,198.57 245.88 82.98 6.55 6.85 32.04 79.84 35.24 80.74 85.70 35.56 35.56 21.11 168.43 76.88 129.39 79.11 87.44 53.06 73.13 77.77 9.14 14.31 10.83 18.55 16.07 6.08 46.30 20.12 13.65 28.94 12.59 76.03 3.06 37.95 12.51 25.16 35.75 34.24 3.64 9.01 26.26 0.03 0.95 0.78 21.31 0.00 2.12 ~0.06 0.79 33.91 417 8.20 16.80 4.18 4.03 67.41 11.05 21.67 29.52 27.19 55.80 1.45 -0.33 4.39 0.64% 109.37 0.82% . 0.86% 158.68 1.16% 6.10 0.77% 175.91 0.65% 30.24 0.80% 81.15 1.98% : 0.65% 37.80 1.59% (378.94) 0.53% (22.10) 0.56% 210.31 0.91% 22.81 1.12% 89.35 0.94% 95.13 0.75% 183.23 1.00% 186.40 0.76% 76.77 0.72% 100.96 2.85% (271.36) 0.70% (27.52) 1.55% 170.80 0.68% 72.05 0.83% 57.58 1.83% (54.09) 1.83% (59.28) 1.19% 69.17 0.76% 2.21 0.55% 15.04 1.90% (56.87) 1.87% (62.30) 0.67% (75.38) 0.54% (1.83) 1.05% - 0.67% (85.00) 0.76% 72.93 0.72% (8.01) 0.71% (8.39) 0.97% ($82.08) 0.56% 71.49 0.87% (14.22) 0.47% 38.85 0.68% (11.37) 0.50% 131.41 1.11% (22.08) 0.61% 35.03 0.59% 61.23 EFTA00288731

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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 235 (13) 181 45 (103) 23 71 6,914 402 (26) 857 701 (4) (101) 2,825 823 971 1,450 238 28 1 1,429 298 830 (5) (216) 319 (136) 345 (475) (200) 230 39 614 2,796 101 (49) 169 8,869 679 (222) 17 924 680 4,065 4,084 4,580 6,240 (2,296) 4,599 4,934 17,035 6,176 7,173 (6,174) 7,256 5,705 2,995 3,228 5,096 7,836 4,504 5,345 6,877 (7,500) 5,537 1,473 10,006 (6,124) 9,217 2,953 (4,645) 6,518 (3,644) 6,088 (8,069) (8,928) 8,245 3,631 3,406 (10,717) 9,492 6,561 2,656 (6,829) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.63 37.36 302.78 55.84 54.73 54.04 212.78 65.21 47.60 103.67 8.35 8.34 80.26 80.30 75.07 44.08 114.69 114.81 80.68 642.17 43.08 162.23 80.46 21.91 26.04 69.02 32.80 84.31 33.10 24.78 359.52 34.20 45.38 15.57 15.52 63.57 46.31 4.59 7.59 115.81 63.59 59.06 43.75 83.58 5.65 120.22 36.51 36.51 38.84 304.99 58.34 55.00 54.82 299.15 65.57 50.27 104.11 9.33 9.37 80.32 80.20 73.62 59.98 135.64 135.68 97.70 621.82 43.30 163.44 91.96 20.85 28.38 68.89 34.33 88.44 34.34 26.18 380.69 34.96 46.65 15.70 15.69 59.93 59.95 4.66 7.45 112.95 118.78 65.95 45.15 83.88 4.95 135.84 9.87 0.56 6.87 0.50 3.31 0.38 1.07 57.77 1.18 5.95 0.48 13.07 13.30 0.08 0.14 2.12 29.17 16.11 17.75 25.84 3.28 1.01 1.17 19.65 439 11.86 0.17 8.22 444 6.53 5.32 771 3.87 5.30 0.98 1.37 6.78 45.86 2.68 2.16 2.92 130.34 14.73 5.73 0.71 11.35 16.35 0.59% 0.56% 0.58% 1.44% 1.35% 1.36% 1.34% 0.70% 0.47% 0.94% 0.89% 0.90% 0.92% 0.86% 0.89% 0.93% 1.24% 1.13% 1.02% 0.82% 0.97% 0.51% 0.64% 0.73% 0.97% 0.76% 1.09% 0.57% 1.10% 0.57% 1.07% 0.76% 0.58% 0.53% 0.83% 0.84% 0.85% 0.64% 0.57% 0.86% 0.85% 0.67% 0.79% 0.56% 0.51% 1.10% 0.79% 37.09 29.34 (122.17) (4.05) 63.67 20.99 26.89 53.51 77.35 77.76 91.60 (51.42) 21.43 25.00 (26.25) (124.02) (5.77) 41.20 (100.37) (33.70) (80.80) (23.52) (28.92) (11.22) 28.25 81.02 74.12 (50.88) 75.89 3.44 8.67 (85.12) 207.93 31.65 (28.24) 23.05 (138.33) 74.61 EFTA00288732

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TWX US Equity (195) 7,395 66.36 64.66 3.41 0.77% 113.71 TXN US Equity 4,123 12,205 34.93 46.73 46.71 0.72% 188.18 TYC US Equity 10,537 24,080 29.17 41.93 63.04 0.69% 58.63 UBS US Equity 247 5,489 19.43 20.31 471 0.96% 18.59 UBSN VX Equity 208 5,158 19.51 20.29 4.10 0.98% 7.97 UCG IM Equity 3,270 5,391 5.58 8.97 38.47 1.58% 139.63 ULVR LN Equity (107) (1,557) 39.50 42.22 -7.85 0.88% (31.36) UNA NA Equity (184) (2,518) 38.14 40.93 9.07 0.81% (44.24) UNH US Equity 2,765 10,037 64.08 81.74 29.59 0.93% 109.21 UNP US Equity 1,378 12,014 165.36 184.33 16.41 0.70% 35.01 UPS US Equity 3,257 14,806 79.87 97.44 43.42 0.51% 107.35 USB US Equity 3,138 14,238 34.71 42.36 34.36 0.64% 36.87 UTX US Equity 6,061 15,190 82.05 114.79 59.55 0.67% 152.54 V US Equity 6,303 7,870 118.43 213.28 98.83 0.81% (118.38) VALE US Equity 354 (3,908) 15.08 13.71 7.02 1.29% (33.14) VALE3 BZ Equity 401 (4,586) 15.04 13.73 6.32 1.38% (25.78) VIAB US Equity 3,718 9,272 60.42 84.64 55.54 0.72% 106.89 VIV EP Equity 172 2,668 26.19 27.88 7.47 0.86% 53.41 VMW US Equity 951 4,785 89.16 106.88 15.67 1.27% 30.87 VOD LN Equity 247 (2,998) 3.98 3.65 4.93 1.67% (7.04) VOD US Equity 239 (2,893) 39.69 36.42 4.87 1.69% (14.44) VOW3 GR Equity 43 1,318 250.19 258.25 2.45 1.32% 27.11 VRX CN Equity 626 1,611 92.95 129.06 27.36 1.42% 34.52 VRX US Equity 728 1,880 93.20 129.28 28.61 1.35% 43.86 VTIUS Equity 578 5,134 86.91 96.70 25.68 0.44% 36.57 VWO US Equity (22) (7,247) 40.33 40.45 0.34 0.87% (102.90) VZ US Equity 7 (6,121) 48.12 47.52 1.61 0.78% (8.76) WBC AU Equity 323 5,265 29.97 31.80 7.28 0.84% 37.23 WES AU Equity (77) 8,616 38.65 38.30 “1.37 0.65% 2.36 WFC US Equity 3,175 11,232 38.43 49.29 44.84 0.63% 58.61 WLP US Equity 3,488 10,369 74.31 99.31 35.07 0.96% 161.36 WMT US Equity 76 5,808 75.15 76.13 2.16 0.60% (19.49) WOW AU Equity (157) (2,773) 31.30 33.08 TAL 0.80% 16.60 XOM US Equity 1,014 13,076 90.48 97.50 10.71 0.72% 260.31 XTA LN Equity - 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 229 1,282 30.64 36.10 14.49 1.23% 19.37 YUM US Equity 33 7,151 73.86 74.20 0.67 0.68% 118.35 ZURN VX Equity 260 6,394 291.95 303.80 5.98 0.68% (24.16) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 17,193 62,272 1,455.70 1,857.62 60.99 0.45% NDX Index 12,207 46,686 2,831.19 3,571.49 45.34 0.58% 138.03 RTY Index 13,029 39,938 868.48 1,151.81 48.19 0.68% 17.11 EFTA00288733

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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 201 691 79 (366) 2,818 8,898 1,572 9,092 6,567 7,046 7,235 24,721 3,469 5,958 8,316 10,477 10,366 7,390 1,910 127 8,204 2,393 1,370 1,024 797 158 1,551 368 364 35,977 (18) 4,873 5,713 513 2,200 5,719 246 7,721 316 3,655 11,802 6,341 10,749 4,767 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 4,712 19,369 22,647 (26,563) 25,595 24,854 14,214 3,396 (33,700) 16,618 16,348 73,231 (6,119) (2,802) 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 3,323.59 1,282.88 84.47 39.61 3,920.67 361.42 141.32 2,844.30 344.53 1.81 4,855.76 40.76 66.86 184.03 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 12,896.29 3,059.68 21,998.88 774.68 11,013.62 13,185.26 6,066.81 14,205.34 9,444.20 29,566.53 10,417.70 6,864.11 7.24 552.58 4,293.18 2,092.20 128.29 10,051.08 207.22 3,413.27 1,826.22 93.40 37.56 4,077.57 373.01 142.89 2,844.30 328.67 1.85 4,963.88 #N/AN/A 40.74 67.28 246.87 41.27 22.11 41.01 36.07 51.73 42.75 64.28 89.06 46.77 57.71 459.02 716.34 403.25 2.63 2.90 0.25 5.23 11.24 24.55 9.93 26.77 23.79 30.75 27.55 61.25 20.21 18.74 24.43 37.59 28.02 20.03 8.66 2.38 36.45 15.54 2.65 4.06 4.18 1.06 0.00 5.02 3.04 3.32 123.45 0.05 1.38 66.98 0.10 71.43 11.94 32.75 60.28 7.14 67.51 6.97 39.98 80.74 21.13 33.04 12.10 EFTA00288734

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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 6,907 1,425 11,475 5,152 683 23,666 3,265 2,795 10,546 132 104 10,997 22,177 6,094 7,076 (157) 2,596 188 735 3,162 56 2,926 (107) 6,286 (9) (7) 1,176 517 171 3,291 4,285 3,059 3,624 2,554 30,740 8,075 3,094 10,401 2,628 41 1,091 163 95 3,227 734 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 (10,392) (20,150) (24,622) 29,347 16,608 (10,235) 53,418 (50,168) (97,153) 10,516 12,217 (59,678) (92,252) (95,749) 74,030 76,024 74,240 75,130 74,397 78,270 54,767 77,475 50,187 67,396 5,142 22,143 (33,149) (15,434) 65,265 56,841 353.52 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.71 434.81 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 93.87 220.12 757.73 1,269.35 214.82 1,484.64 822.10 167.43 219.11 356.67 476.34 347.46 1,675.82 1,240.95 336.92 1,615.23 1,326.53 392.28 729.23 338.80 420.32 83.13 466.87 1,004.77 1,489.15 423.81 463.10 310.50 570.30 687.10 845.20 1,033.28 397.01 479.25 797.67 437.37 341.40 269.27 211.42 4,363.04 4,985.44 19.84 108.07 101.67 4.49 93.36 232.18 759.35 1,187.21 214.64 1,483.73 805.90 166.49 218.72 372.53 503.19 361.78 1,756.67 1,283.55 469.25 1,853.39 1,379.51 473.58 757.66 341.47 441.02 82.72 464.00 1,054.45 1,508.38 29.06 7.73 50.97 22.01 5.83 59.41 13.91 20.14 28.49 0.73 0.80 47.74 71.88 29.86 22.22 2.94 13.05 1.14 2.78 6.11 0.74 57.43 1.68 15.04 0.22 0.14 6.97 1.76 0.76 16.97 22.05 16.09 19.15 13.10 176.37 53.16 15.42 71.81 12.96 2.03 12.31 0.61 1.80 18.23 3.68 0.79% 1.08% 0.79% 0.51% 0.99% 0.67% 0.90% 3.11% 0.73% 0.10% 0.13% 0.43% 0.37% 0.45% 0.28% 0.32% 0.23% 0.26% 0.26% 0.26% 0.25% 0.26% 0.22% 0.28% 0.26% 0.29% 0.30% 0.39% 0.40% 0.80% 0.34% 0.27% 0.35% (17.66) (156.97) (55.22) 115.84 (426.96) (172.59) 29.72 77.67 155.72 (26.37) (14.47) (343.29) (22.82) 6.38 (27.77) 12.55 (11.99) 120.93 31.21 (17.52) 74.29 (4.62) (7.43) 16.34 (48.39) 81.23 (52.57) (127.59) EFTA00288735