Atorus, LLC Current Date: Change on Day: Total Return since 1/1/12: - msc World Change on 712M Return: Y T90 Day Return: No, of Positions 730 Day Return: : (+MTM) on Day Current Long Exposure @ Cost: : eb Current Short Exposure @ Cost: on Day Sarg Cpt esters, | Starting Capital: Positions: Current NAV: (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days | S296) 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: i. Notes on Leverage: 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. T24M Sharpe Ratio: 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 —— Series1 1,000,000.00 600,000.00 + T T T T T T T T T T T T T SS Mh Sh Sh Sh PP PP PP gh > ae” oS” oe Se eB” We We” oe Pgh oh oh poh oh oh HH HM EFTA00288736

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Atorus, LLC 4/29/2014 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 45 Positions | 25.84%] 941 HK Equity (9,455) 0.17% AEX Index 5,766 0.31% ZA_TSY CREDIT (11,615) 0.21% JNJ US Equity 5,957 0.32% XAG Curncy (15,640) 0.29% MAERSKB DC Equity 6,084 0.33% CO1 Comdty (19,698) 0.36% ROG VX Equity 6,085 0.33% MEXBOL Index (20,915) 0.38% XLI US Equity 6,120 0.33% INDEXCF Index (21,271) 0.39% HON US Equity 6,133 0.33% JP_TSY CREDIT (22,684) 0.42% NOVN VX Equity 6,305 0.34% XAU Comdty (23,727) 0.43% AZN SS Equity 6,421 0.35% SHCOMP Index (26,960) 0.49% SXMP Index 6,484 0.35% NO_TSY CREDIT (29,231) 0.53% SX7E Index 6,531 0.35% SE_TSY CREDIT (55,416) 1.01% UTX US Equity 6,624 0.36% SPX Index 62,272 1.14% SX6P Index 6,790 0.37% DK_TSY CREDIT 67,396 1.23% PSI20 Index 6,801 0.37% CH_TSY CREDIT 68,798 1.26% AZN US Equity 6,960 0.38% CA_TSY CREDIT (72,133) 1.32% DAI GR Equity 6,961 0.38% STBCNZL Index 73,231 1.34% ACA FP Equity 7,007 0.38% GB_TSY CREDIT 75,587 1.38% SMI Index 7,088 0.38% AT_TSY CREDIT 77,381 1.42% AZN LN Equity 7AM 0.39% IE_TSY CREDIT 78,270 1.43% SXXP Index 7,203 0.39% BE_TSY CREDIT 78,588 1.44% MDT US Equity 7,546 0.41% FR_TSY CREDIT 79,196 1.45% SXSE Index 7,818 0.42% NL_TSY CREDIT 79,461 1.45% HEX Index 7,846 0.43% DE_TSY CREDIT 80,183 1.47% FTSEMIB Index 7,905 0.43% FI_TSY CREDIT 80,881 1.48% PRU LN Equity 8,170 0.44% TMO US Equity 8,194 0.44% BEL20 Index 8,447 0.46% MMM US Equity 8,933 0.48% IT_TSY CREDIT 9,068 0.49% INAV Impact of MTM by Category & Exposure DAX Index 9,076 0.49% TYC US Equity 9,773 0.53% NOX Index 9,798 0.53% IBEX Index 9,923 0.54% fEquityCom Short | -0.071% LUXXK Index 10,599 0.58% Js20Ratestong 0.100% SXAP Index 10,704 0.58% JG20Rates short | 0.0235 KFX Index 11,074 0.60% EsS_TSY CREDIT 11,332 0.62% XLV US Equity 12,028 0.65% SXIP Index 12,233 0.66% SXOP Index 12,684 0.69% SPX Index 18,079 0.98% EFTA00288737

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PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) SXTP Index ISEQ Index SXDP Index 1E_TSY CREDIT STBCNZL Index 21,989 23,547 26,542 32,694 35,494 1.19% 1.28% 1.44% 1.77% 1.93% $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) @ APAC Long @ APAC Short @ EMEA Long m EMEA Short m AMER Long m AMER Short ® EquityCom Long ® EquityCom Short ® G20 Rates Long ®@ G20 Rates Short EFTA00288738

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Atorus, LLC 4/29/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 (1,000,000) » “) y wy Y SP PE ON” gh” A\”” 5,000,000 4,000,000 3,000,000 APAC 2,000,000 — EMEA owe AMER —= EquityCom G20 Rates 1,000,000 oom NexEposure RHS (2,000,000) (2,000,000) (3,000,000) 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 A Re vw wy vy vy ae vg whe EFTA00288739

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Atorus, LLC 4/29/2014 Current Gross Notional Risk by Category 227,016 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 —— Series 1as —— Series? 0.95 0.75 + T T T T T T T T T T T T T Vv Vv Vv Vv v Vv “e) > > “el “el ~) b “a SO OS UY YY IARI \ a. \ CE \ || ||| | SA HE AM HM MMH gM AM Mh Wh ON Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series1 0.80% PP PP PP PP PP PW” EFTA00288740

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Atorus, LLC 4/29/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 0.00 MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288741

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Atorus, LLC 4/29/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MTM Gain/(Loss) | Exp. @ Cost {in USD) 000270 KS con (20) (1,967) 55.72 56.30 1.00% (15.22) 005380 KS Equity 42 3,149 224.39 227.41 1.33 1.01% 11.55 005490 KS Equity (210) (3,011) 272.57 291.63 5.91 1.18% (83.82) 005930 KS Equity (42) (1,121) 1,278.08 ~——1,326.22 4.24 0.89% 19.50 012330 KS Equity 1,027 5,584 247.00 292.44 19.56 0.94% 3.11 1 HK Equity 962 12,607 16.18 17.41 11.34 0.67% (8.49) 1299 HK Equity 198 5,954 4.79 4.95 3.40 0.98% 126.89 13 HK Equity 2,617 12,243 11.40 13.84 27.41 0.78% 101.51 16 HK Equity 12.63 5 27 HK Equity (13) 74 9.40 8.03 8.68 1.97% (3.30) 2914 JP Equity 4 (3,774) HN/AN/A 0.12 0.94% 3382 JP Equity 30 1,329 #N/AN/A 2.35 0.95% 4063 JP Equity (77) 2,344 HN/AN/A 2.88 1.15% 4502 JP Equity 8 (3,151) HN/AN/A 0.29 0.88% 4689 JP Equity 0 (357) #N/AN/A 0.07 2.01% 5 HK Equity (17) (3,197) 10.17 10.22 0.68 0.77% (26.98) 5108 JP Equity - 832 HN/AN/A 0.00 1.00% 5401 JP Equity 401 (4,349) #N/AN/A 8.54 1.08% 6301 JP Equity (38) (1,238) HN/AN/A 2.84 1.09% 6752 JP Equity H#N/AN/A 6902 JP Equity HN/AN/A 6954 JP Equity 965 6,393 6,392.98 #N/AN/A 14.32 1.05% 7201 JP Equity 124 (2,999) (3,742.97) #N/AN/A 4.47 0.93% 7203 JP Equity 218 (4,207) (5,259.85) #N/AN/A 5.68 0.91% 7267 JP Equity 396 (4,294) (4,885.01) #N/AN/A 9.13 1.01% 762 HK Equity (133) (3,929) (5,161.69) 1.42 2.78 1.21% (176.81) 7751 JP Equity 63 (5,492) (6,865.02) #N/AN/A 154 0.74% 8031 JP Equity (36) (3,821) (4,775.88) #N/AN/A 1.01 0.94% 8058 JP Equity 52 (2,761) (4,383.01) #N/AN/A 2.05 0.92% 8306 JP Equity 226 (3,668) (4,603.66) #N/AN/A 4.39 1.40% 8316 JP Equity 110 (1,984) (2,000.57) #N/AN/A 4.39 1.26% 8411 JP Equity 31 (4,309) HN/AN/A 1.01 0.71% 8604 JP Equity 316 (3,335) (3,504.39) #N/AN/A 7.46 1.27% 8801 JP Equity (97) 2,660 #N/AN/A 2.82 1.29% 8802 JP Equity 432 (4,463) HN/AN/A 7.29 1.33% 9020 JP Equity 254 (5,379) HN/AN/A 4.07 1.16% 941 HK Equity 836 (9,455) 10.19 9.29 7.28 1.21% (324.45) 9432 JP Equity 132 6,077 HN/AN/A 1.97 1.10% 9433 JP Equity (33) (1,000) H#N/AN/A 2.74 1.21% 9437 JP Equity (145) (6,149) HN/AN/A 2.33 1.02% 9983 JP Equity 104 (2,751) HN/AN/A 2.75 1.37% EFTA00288742

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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 A2N 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 (56) 144 163 45 78 686 (32) 242 236 7,007 511 198 57 (12) 4,887 474 364 301 130 128 1,680 974 95 682 61 2,345 7,171 6,421 6,960 78 4,678 138 1,256 630 226 (33) 164 161 (64) 1,260 (10) 173 (25) 2,175 6,302 5,329 5,570 2,296 4,344 4,143 8,888 4,097 (3,366) (3,243) 5,408 8,813 10,703 3,867 3,645 9,698 9,303 7,022 1,408 5,509 5,509 9,154 11,367 (1,925) 7,586 1,027 2,501 10,373 12,676 12,119 12,812 4,613 6,530 3,874 7,333 7,532 1,938 4,438 (456) 3,222 3,172 (2,585) 5,790 2,360 3,122 1,468 518.25 23.59 23.63 49.39 7.61 7.59 103.14 38.86 18.97 18.99 6.83 96.79 77.97 75.63 62.99 110.56 135.66 49.93 57.15 167.39 167.40 94.49 76.70 312.70 29.55 88.09 97.78 71.56 49.80 50.82 50.30 125.87 8.82 4.05 97.30 53.98 73.05 132.62 10.07 14.49 14.49 62.89 10.12 44.18 16.00 52.54 #N/AN/A 592.89 24.23 24.32 51.29 7.69 7.73 111.10 38.56 17.60 17.61 15.69 102.41 79.41 76.74 62.79 166.28 142.57 52.52 69.35 171.33 171.30 111.82 83.27 297.28 32.21 88.09 100.15 87.74 77.98 77.74 77.63 128.01 15.14 4.19 113.97 58.49 73.14 139.37 10.79 15.23 15.23 64.44 12.32 43.99 16.89 51.65 1.37 15.76 3.26 3.32 2.69 1.27 2.12 11.04 -1.10 4.89 5.11 111.91 13.20 2.18 2.19 0.47 25.63 8.12 6.30 23.13 3.12 3.03 14.86 16.81 2.61 12.97 0.00 1.99 25.73 35.95 35.03 38.32 2.09 61.93 3.40 18.50 11.04 0.15 4.94 3.56 3.07 2.98 2.73 22.60 0.97 5.01 -1.64 1.88% 0.91% 71.78 0.83% 0.88% 1.43% 38.53 0.81% 0.34 0.89% 0.27 0.70% 72.36 0.71% 39.98 1.47% (24.60) 1.42% (18.95) 1.16% (2.61) 0.44% 65.09 0.85% 118.72 0.67% 56.97 0.68% 57.50 1.97% (23.15) 0.63% (29.68) 0.82% 59.08 0.92% (10.33) 0.75% 62.64 0.77% 60.06 1.23% 114.44 0.51% (10.47) 1.89% (26.46) 0.69% (1.57) 0.81% 14.93 1.21% 19.23 0.88% 135.06 1.57% (203.20) 1.51% (252.70) 1.42% (9.50) 0.82% 29.77 1.16% 19.80 1.05% 0.48 0.93% 76.98 0.76% 84.62 0.86% 5.02 1.03% 49.16 2.01% (17.35) 1.66% 81.38 1.70% 78.82 0.90% (21.27) 0.96% 66.96 0.44% 11.46 1.10% 31.62 1.05% (4.23) EFTA00288743

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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 (462) 92 264 192 (8) 245 85 3 388 1,345 (19) (4) 1,334 341 789 916 (391) 648 (27) (21) 501 2,357 767 41 552 (3) 230 2,623 604 139 4,875 1,669 1,336 1,639 477 35 126 687 (100) 774 (18) 1,109 1,799 (83) 2,536 (3,503) 6,689 6,839 1,066 (1,598) 8,609 3,418 (3,182) 11,017 5,212 582 3,945 5,498 10,072 9,797 13,041 (4,903) 9,049 1,871 3,763 3,932 14,434 11,594 253 6,257 (116) 7,019 20,847 10,376 4,527 12,096 12,873 10,769 12,425 7,124 4,333 7,900 7,080 822 2,155 5,008 8,914 11,815 (657) 13,059 17.51 34.33 67.77 245.93 32.02 32.86 293.93 32.13 66.19 99.22 50.47 73.10 61.78 58.15 7.76 119.88 6.18 103.62 30.35 48.12 34.37 90.25 68.84 49.35 36.20 142.74 96.74 59.76 83.40 50.01 36.26 51.38 36.73 51.30 68.86 74.40 113.72 64.09 56.04 19.39 23.24 25.07 63.98 112.39 60.65 19.82 34.80 70.39 290.13 32.18 33.80 301.22 32.10 68.52 124.82 48.88 73.03 76.77 60.12 8.39 128.30 6.68 111.04 29.92 47.85 38.74 104.98 73.40 57.34 39.40 146.05 99.90 67.28 88.26 51.54 50.88 58.04 41.29 58.06 73.46 75.00 115.54 AN/AN/A 70.31 49.94 26.36 23.15 28.19 29.99 73.72 126.61 72.43 14.42 1.59 4.12 9.52 0.61 3.50 2.51 0.10 7.40 25.14 2.82 0.13 23.98 7.52 10.12 14.51 4.55 10.32 ~0.80 0.55 14.48 22.86 11.25 13.72 8.79 1.40 4.27 23.66 13.19 3.03 41.84 17.46 16.16 19.03 10.82 1.19 3.29 11.53 7.37 37.87 0.43 17.06 27.48 -20.80 38.65 0.92% (164.77) 0.86% (64.52) 0.94% 61.04 1.89% 32.25 0.84% 0.81% 133.22 0.99% 25.20 0.86% (9.50) 0.48% (42.32) 1.03% 27.33 1.16% (14.67) 0.72% 20.80 1.01% 1.03 0.45% 134.90 0.80% 236.13 0.48% 92.74 0.69% 67.57 1.81% (19.56) 1.01% 32.14 0.88% 25.20 0.71% 123.28 0.59% 18.20 1.18% 0.41 1.00% 198.82 1.65% (2.82) 0.77% (32.35) 0.53% (113.90) 0.44% 100.40 1.01% 6.45 0.96% 81.45 0.74% (10.44) 0.77% 216.88 0.69% 16.37 0.62% 32.94 0.67% 25.48 0.48% (18.60) 0.84% 76.38 1.66% 4.09 0.95% 44.30 0.86% 38.98 0.73% 34.89 0.55% (15.99) 0.61% (5.88) 0.50% (5.42) EFTA00288744

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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 6,961 2,869 4,042 805 4,697 (16) (11) 1,446 106 105 2,292 163 765 2,501 180 1,320 (44) (56) 5,612 (25) 157 689 2,324 755 2,180 1,899 (284) 641 (6) (247) 790 156 210 (92) (101) 1,865 352 2,585 14 1,142 802 (43) 3,353 14 13,908 1,906 12,980 8,377 9,783 10,090 2,332 5,021 9,908 (4,082) 3,191 7,396 660 3,835 10,622 7,514 11,143 6,678 9,210 9,189 10,986 8,739 11,028 8,525 11,929 2,996 5,841 13,127 7,934 9,815 5,260 (2,897) 2,630 5,057 2,491 3,508 3,236 13,022 4,550 13,140 1,409 18,262 3,248 (3,693) 11,635 (1,890) 62.20 44.29 54.99 63.20 86.71 51.66 30.86 73.46 68.36 77.65 16.67 37.11 29.41 13.54 61.97 72.92 63.30 54.29 105.21 23.45 25.35 66.80 45.29 4.44 24.33 18.77 72.84 63.70 12.49 66.69 72.48 14.82 44.06 33.25 124.78 32.01 32.94 61.76 21.70 22.32 74.73 49.84 49.51 5.22 16.25 34.16 93.34 44.44 67.15 93.70 93.85 #N/AN/A 75.71 30.65 73.30 78.34 75.63 17.21 48.61 36.66 16.25 76.57 74.67 70.80 53.93 104.58 37.76 25.30 67.99 48.13 5.65 25.87 19.14 100.02 72.91 12.06 71.04 72.40 16.08 57.30 34.28 135.31 31.19 31.94 70.61 23.38 26.71 75.47 52.95 61.73 5.28 20.93 33.91 42.83 0.31 37.65 36.23 12.78 68.55 ~0.68 0.31 16.33 3.02 3.35 27.93 18.01 23.24 22.92 449 14.54 0.71 0.82 65.39 0.29 2.42 12.56 32.15 9.69 2.92 38.34 20.05 -3.60 9.16 0.11 9.61 13.51 2.90 13.02 -2.30 -2.68 18.85 9.86 35.79 0.54 12.75 21.16 1.30 30.93 0.85 1.17% 170.57 1.08% 45.75 0.59% 86.29 1.33% 169.58 0.64% 94.55 0.68% 150.37 0.99% 8.34 0.73% 1.00 0.89% 67.84 0.86% 2.73 0.98% 27.51 1.11% 214.08 1.37% 0.96 0.86% 94.35 1.03% (4.40) 0.53% 25.99 0.81% 92.61 0.93% 63.14 0.74% (50.28) 0.93% (389.85) 0.79% 12.62 0.74% (30.98) 0.50% 154.85 0.85% 126.95 0.65% 211.16 0.69% 32.39 0.97% 165.89 0.72% 347.93 1.00% (12.54) 0.71% 45.23 1.05% (138.40) 0.89% (27.33) 2.22% 66.04 1.07% 70.33 0.65% 15.54 1.14% 9.38 1.16% 3.34 0.76% 264.28 0.79% 49.56 0.55% 0.88 1.83% 16.14 0.49% (40.81) 1.17% 128.18 0.89% (21.90) 0.93% 41.06 0.88% (8.36) EFTA00288745

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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 (26) (17) 384 413 1,837 611 (46) 6,133 2,175 38 1,800 (31) 2,469 1,149 4,324 256 247 3,498 (58) 14 5,957 12 355 164 (12) 12 271 282 35 651 442 (206) 1,070 1,224 (6) 6,084 244 56 3,291 7,546 1,246 1,624 8,933 1,013 (1,335) (1,683) 5,707 11,150 6,543 7,619 (3,245) 11,930 7,393 4,565 7,501 (1,168) 13,136 12,041 5,699 4,335 3,252 14,011 (3,652) 599 16,787 1,888 9,903 (6,775) 5,636 (664) (2,842) 8,087 1,914 4,953 2,016 (2,461) 5,011 4,085 2,297 277 14,148 5,711 6,304 2,181 13,641 20,811 7,556 3,201 21,331 10,839 $15.21 156.31 26.22 25.29 49.74 73.80 41.18 61.10 25.45 10.16 5.56 190.16 36.73 24.19 1.93 15.61 15.40 67.84 146.45 42.92 74.76 55.66 107.52 33.81 40.78 39.65 38.22 198.03 1.10 59.03 122.48 183.83 48.33 61.33 59.29 73.43 1,642.52 186.24 100.37 164.92 28.68 43.22 44.37 12.38 96.89 36.70 $25.31 157.92 27.98 26.22 63.71 79.72 41.76 92.51 32.94 10.25 6.89 195.13 43.63 26.50 3.39 16.53 16.57 84.77 148.76 43.94 101.29 56.01 111.38 32.99 40.70 39.39 38.06 204.67 1.26 59.45 162.03 150.85 46.42 77.39 90.87 71.94 2,348.81 194.21 101.27 167.95 35.60 58.90 51.68 18.65 AN/AN/A 137.47 40.12 1.36 -1.07 7.17 5.02 26.91 10.81 1.88 77.06 22.47 1.42 39.28 -3.08 28.95 14.23 57.06 4.04 4.88 32.76 -2.10 1.88 67.79 0.73 6.82 3.10 0.40 0.63 0.42 5.14 12.82 0.93 34.90 7.19 5.33 14.13 62.50 1.63 41.27 5.57 2.06 2.03 40.09 43.19 16.51 61.68 65.77 17.35 144% 0.96% 0.94% 0.74% 1.04% 0.74% 0.76% 0.67% 1.31% 0.59% 0.61% 0.85% 0.65% 0.67% 1.33% 1.46% 1.56% 0.76% 0.75% 1.26% 0.52% 0.87% 0.53% 0.78% 0.54% 1.02% 1.02% 0.65% 1.15% 0.77% 0.93% 2.50% 0.77% 1.85% 0.85% 1.27% 1.04% 0.77% 0.43% 0.90% 0.60% 0.84% 1.00% 0.82% 0.64% 0.54% (38.14) (20.52) (2.96) (32.14) 126.90 (47.18) 14.09 21.58 283.40 51.41 49.13 (12.48) 237.27 132.66 109.57 49.45 31.20 83.09 6.43 2.38 94.81 24.37 44.93 (104.95) (49.08) 4.27 19.99 99.90 11.59 64.74 12.42 (31.67) 6.70 152.70 3.82 2.84 403.13 (64.28) 64.26 (1.27) (109.01) 171.09 142.17 78.65 72.54 81.43 EFTA00288746

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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 537 1,930 1,213 1,119 465 5,081 426 941 2,353 189 3,892 132 6,305 1,120 1,661 5,059 4,024 122 1,178 1,559 184 (53) (155) 499 (58) 409 (52) (112) 171 468 811 46 15 8,170 1,120 1,794 2,232 2,226 2,149 318 518 503 11,917 11,769 2,280 8,007 6,116 9,956 14,891 (1,757) 9,821 13,258 2,940 4,498 9,753 18,291 9,444 9,797 15,510 (4,107) 5,025 7,118 7,995 7,355 (738) (1,677) 2,920 4,727 10,723 (561) (1,249) 5,476 11,013 (6,100) 9,010 4,291 2,642 10,521 12,888 6,222 16,340 12,547 7,968 9,925 9,288 9,236 7,114 106.02 50.18 30.40 35.30 197.70 31.52 72.92 33.09 69.64 11.96 68.03 3.96 77.58 63.81 40.35 80.78 65.07 4.39 163.47 13.32 33.68 95.04 13.35 13.87 983.89 255.24 83.02 6.54 6.95 30.70 79.25 31.96 78.38 82.62 35.72 20.23 20.86 136.48 73.78 109.61 61.97 81.90 54.45 72.44 76.26 110.79 49.95 58.42 30.42 40.65 233.85 32.99 9.74 97.80 25.06 76.31 14.09 72.41 7.39 78.63 85.80 45.14 94.47 86.29 0.09 167.42 15.52 40.24 97.42 14.31 15.15 1,151.92 252.14 86.19 7.16 7.57 31.65 82.61 31.95 85.44 83.50 35.92 35.94 22.67 175.83 83.86 129.05 78.68 86.92 56.31 76.50 81.65 5.94 17.84 0.07 15.69 27.98 6.90 54.41 13.35 16.80 31.15 7.06 53.50 1.54 42.85 12.88 22.41 39.31 53.26 3.63 16.95 19.76 2.99 3.12 3.95 10.02 1.12 8.41 4.04 -3.69 3.43 9.09 0.06 11.17 1.11 0.61 82.04 21.84 32.76 21.46 23.86 34.07 8.83 8.36 11.94 14.63 0.76% 0.92% 1.26% 0.97% 0.65% 0.68% 0.63% 1.82% 0.57% 0.57% 0.91% 1.62% 0.88% 0.80% 0.92% 0.76% 0.83% 1.84% 0.67% 0.98% 0.99% 0.84% 2.32% 2.34% 1.70% 1.09% 0.45% 2.31% 2.43% 0.91% 0.47% 0.60% 0.81% 0.95% 0.93% 0.95% 0.40% 0.88% 0.64% 0.74% 0.79% 0.70% 0.41% 0.47% 0.48% 72.06 335.66 36.21 (32.43) 85.27 (65.10) 81.30 (19.13) 14.89 216.73 18.66 351.40 82.26 121.43 2.27 56.73 247.71 153.59 (91.17) 302.41 61.26 56.01 (28.95) (66.93) 63.99 73.64 (53.02) (19.41) (42.54) (35.38) 9.72 (29.77) 40.86 23.12 12.71 109.74 165.66 37.44 43.89 (55.26) 88.71 92.92 104.91 89.16 75.73 EFTA00288747

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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 251 552 (169) (162) (93) (0) 6,085 107 1,054 (13) 1,312 1,077 (83) (80) 2,955 521 684 1,874 (43) 597 300 19 1,458 (27) 636 704 563 201 (460) (12) 423 317 287 218 1,464 365 (164) 372 8,194 1,204 (17) 631 556 894 7,620 9,209 6,240 3,506 4,819 4,934 17,035 8,293 9,453 1,964 8,103 7,021 5,241 5,649 7,836 5,671 5,345 8,483 (2,409) 10,777 8,178 (2,352) 9,825 813 8,181 7,356 9,658 3,653 (5,164) 1,820 10,892 6,355 5,961 (8,574) 5,695 7,919 (4,027) (5,442) 10,218 6,885 (720) 8,793 (6,286) 5,234 37.00 38.45 302.56 59.27 54.81 54.04 212.78 65.48 48.63 106.47 8.48 8.57 80.58 80.61 44.08 118.49 114.81 83.83 643.80 43.97 166.14 22.09 26.16 66.45 36.12 85.28 36.78 24.78 359.52 35.61 45.74 15.90 15.89 63.57 46.52 4.60 6.95 115.49 63.59 60.09 45.78 84.62 5.60 120.22 38.22 38.08 40.75 294.60 56.66 $3.78 54.04 288.79 66.33 54.05 105.75 9.86 9.89 79.33 79.49 70.79 60.71 129.38 129.50 102.35 655.24 46.41 172.24 86.46 21.91 30.04 64.33 38.93 93.44 38.93 26.14 391.58 35.38 47.52 16.69 16.66 61.96 58.47 481 7.24 107.59 114.58 70.59 46.84 90.69 5.10 140.75 7.30 11.42 1.38 4.90 1.86 0.00 53.56 2.90 11.20 0.82 19.94 16.95 1.91 -1.80 37.06 11.28 14.62 31.46 “1.74 9.64 6.82 0.86 17.17 -2.87 7.97 8.25 6.06 5.11 14.53 0.82 8.89 7.14 6.71 4.09 32.66 8.51 3.79 8.06 80.90 22.69 3.61 12.59 8.67 18.06 0.45% 0.52% 1.95% 0.94% 1.03% 1.10% 0.67% 0.45% 1.00% 0.83% 0.81% 0.91% 0.83% 0.78% 1.02% 0.81% 0.88% 0.70% 1.02% 0.57% 0.54% 0.91% 0.86% 1.15% 0.98% 1.16% 0.96% 1.08% 0.61% 0.81% 0.44% 0.70% 0.72% 0.62% 0.79% 0.54% 1.08% 0.85% 0.99% 0.77% 0.64% 0.57% 1.02% 0.95% 78.77 86.41 319.86 (58.08) (5.27) 43.72 (78.11) 95.40 116.90 (27.29) 119.67 95.55 53.19 79.88 10.57 (4.55) (21.07) 113.96 39.21 (13.44) 69.56 (35.63) 453.21 12.66 385.98 (27.12) 441.83 65.49 (20.40) 22.13 149.40 74.09 72.64 8.39 0.64 26.23 (61.01) (37.45) 156.99 122.44 (10.07) 110.84 (32.08) 8.10 EFTA00288748

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TWX US Equity (64) 4,244 65.73 64.76 “1.68 0.90% (17.21) TXN US Equity 3,872 12,205 34.93 46.01 28.00 1.13% 91.65 TYC US Equity 9,773 24,080 29.17 41.00 49.09 0.83% 179.02 UBS US Equity 362 5,489 19.43 20.72 7.07 0.93% 101.66 UBSN VX Equity 300 5,158 19.51 20.64 6.47 0.90% 52.93 UCG IM Equity 3,326 5,391 5.58 9.03 51.09 1.21% 96.96 ULVR LN Equity 180 6,329 42.99 44.21 3.28 0.87% 50.24 UNA NA Equity 112 5,283 41.53 42.41 2.75 0.77% 31.86 UNH US Equity 1,732 10,191 64.28 75.21 19.93 0.85% (108.68) UNP US Equity 1,743 12,014 165.36 189.36 19.87 0.73% 96.87 UPS US Equity 3,414 14,806 79.87 98.29 45.55 0.51% 56.34 USB US Equity 2,361 14,238 34.71 40.47 25.20 0.66% 143.43 UTX US Equity 6,624 15,190 82.05 117.83 52.99 0.82% 86.91 V US Equity 179 2,163 187.49 202.99 7.05 1.17% 29.31 VALE US Equity 273 (2,664) 14.92 13.39 6.45 1.59% (39.05) VALE3 BZ Equity 329 (2,939) 15.07 13.38 6.91 1.62% (32.13) VIAB US Equity 3,570 9,272 60.42 83.67 44.32 0.87% (3.47) VIV EP Equity 76 2,668 26.19 26.94 3.76 0.76% (2.87) VMW US Equity 45 4,785 89.16 89.99 0.58 1.62% (33.26) VOD LN Equity 113 (3,581) 3.85 3.73 3.56 0.88% (59.68) VOD US Equity 89 (3,458) 38.42 37.43 3.03 0.85% (68.94) VOW3 GR Equity 99 3,208 259.69 267.72 2.95 1.05% (15.84) VRX CN Equity 699 1,611 92.95 133.27 24.08 1.80% (5.45) VRX US Equity 803 1,880 93.20 133.04 23.24 1.84% (7.45) VTIUS Equity 607 5,134 86.91 97.19 241 0.56% 46.34 VWO US Equity (21) (3,940) 40.84 41.05 0.64 0.82% (56.43) VZ US Equity 230 (6,492) 48.44 46.72 6.54 0.54% (35.03) WBC AU Equity 546 7,708 30.76 32.94 10.22 0.69% (55.26) WES AU Equity 279 11,339 39.08 40.05 3.76 0.66% (160.37) WEC US Equity 3,187 11,582 38.70 49.34 46.44 0.59% 127.30 WLP US Equity 2,960 10,369 74.31 95.53 29.36 0.97% 65.44 WMT US Equity 410 8,812 76.15 79.69 9.92 0.47% 2.94 WOW AU Equity 233 7,134 34.33 35.45 3.76 0.87% 23.18 XOM US Equity 1,667 14,589 91.42 101.87 21.48 0.53% 157.87 XTA LN Equity #N/AN/A YHOO US Equity (4) 798 35.34 35.17 0.29 1.71% 22.08 YUM US Equity 324 7,151 73.86 77.21 5.04 0.90% (37.62) ZURN VX Equity (167) 7,208 293.61 286.95 “3.22 0.72% 12.72 Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost {in USD) Days Vol {in USD) SPX Index 18,079 62,272 1,455.70 1,878.33 46.55 0.62% NDX Index 9,799 37,348 2,831.19 3,573.99 26.91 0.97% RTY Index 5,570 19,170 868.48 1,120.83 30.20 0.96% 83.50 EFTA00288749

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 1,000 263 17 (381) 4,276 9,076 2,121 9,923 7,088 7,905 6,801 23,547 4,224 5,766 8,447 10,599 11,074 7,846 2,122 218 5,553 3,110 1,629 1,559 797 (102) (181) 1,701 985 869 35,494 (6) 19 4,742 10 5,556 1,038 2,313 6,120 584 1,180 756 3,861 12,028 7,203 10,704 4,741 28,839 (20,915) 7,531 (2,163) 39,964 36,674 24,884 39,643 44,753 25,266 24,289 40,099 37,337 42,697 44,681 41,304 38,048 40,933 23,118 9,226 19,369 24,683 (21,271) 30,530 34,586 10,616 29,992 (26,960) 29,082 21,983 73,231 (3,879) 5,558 14,269 8,156 13,610 10,399 12,860 16,147 10,839 5,441 9,734 14,930 24,346 43,407 28,526 37,626 12,859.70 3,142.45 23,232.67 725.60 10,288.22 10,610.77 5,723.77 11,555.29 8,236.84 23,118.94 8,026.78 4,246.25 6.63 484.85 3,619.60 1,669.35 100.82 8,513.93 191.41 3,409.58 1,282.88 85.16 39.64 3,953.94 364.78 2,913.49 344.53 1.85 4,890.10 444.47 41.34 69.18 184.03 41.27 15.57 39.23 30.80 38.20 41.85 52.24 87.06 37.57 38.87 400.51 520.28 366.14 13,305.76 3,103.00 23,283.60 853.24 11,389.02 13,236.63 6,211.75 14,447.69 9,541.47 30,352.22 10,274.38 6,739.77 7.38 550.33 4,303.88 2,097.72 130.16 10,145.88 208.98 3,490.03 1,650.69 95.89 36.60 4,155.89 373.18 #N/AN/A 2,896.04 322.79 191 5,083.31 659.90 41.41 69.41 245.18 41.32 21.93 43.14 36.34 52.68 44.10 63.57 93.82 47.29 58.07 466.98 715.52 412.27 7.51 1.74 0.17 14.48 19.16 30.27 13.30 32.04 32.62 29.88 31.84 66.99 23.08 26.42 34.93 45.72 34.83 22.80 10.73 2.43 22.18 18.18 5.13 6.33 4.06 1.02 -0.80 8.06 5.46 5.87 97.96 0.21 0.67 44.72 0.80 63.16 18.53 21.50 54.75 13.85 25.28 11.62 32.92 57.63 28.01 31.30 18.41 0.46% 0.72% 1.30% 1.21% 0.56% 0.82% 0.64% 0.78% 0.49% 1.05% 0.88% 0.88% 0.49% 0.51% 0.54% 0.56% 0.84% 0.84% 0.86% 0.97% 1.29% 0.69% 1.49% 0.81% 0.57% 0.95% 0.75% 0.78% 0.62% 0.67% 0.49% 0.78% 0.51% 0.74% 0.15% 0.65% 0.54% 0.84% 0.69% 0.39% 0.86% 0.67% 0.79% 0.86% 0.59% 1.20% 0.68% 5 = @ ou 8 SeSe £ 4.25 (6.06) 325.34 197.08 153.49 (38.77) i" 20.26 Aish BR5es EFTA00288750

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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 6,790 4,091 12,233 4,858 1,211 26,542 3,882 1,996 12,684 910 147 6,484 21,989 6,531 7,818 (18) 1,332 (15) 584 4,738 (75) 3,227 (23) 2,657 (12) 274 334 (26) (49) 4,032 5,116 3,764 4,428 3,210 32,694 9,068 3,881 11,332 3,252 (89) 1,169 31 (14) 3,636 1,855 37,653 45,842 28,923 28,384 24,010 61,074 25,840 17,778 41,808 34,762 16,765 22,890 39,247 18,886 40,148 19,077 (15,640) (19,698) 30,849 18,950 (23,727) 53,418 31,223 (72,133) (4,412) 52,225 (22,684) (7,874) 12,730 77,381 78,588 80,881 79,196 80,183 78,270 54,986 79,461 50,187 67,396 (29,231) 31,505 (11,615) (55,416) 68,798 75,587 357.87 452.16 222.31 482.69 670.96 609.16 917.36 343.07 382.78 799.27 432.46 261.12 172.05 159.85 3,709.25 5,061.77 21.28 108.90 99.40 3.86 92.59 220.12 762.37 1,245.64 213.84 1,495.06 821.88 167.76 220.87 357.33 477.27 348.62 1,680.58 1,244.62 336.92 1,616.07 1,327.94 392.28 729.23 341.94 426.98 83.22 464.03 1,007.78 1,500.30 422.41 492.51 316.33 565.30 704.79 873.89 1,055.16 381.58 498.91 820.19 436.25 335.08 268.44 215.12 4,431.51 5,056.98 19.46 108.98 101.28 4.83 92.88 233.42 761.80 1,199.75 214.40 1,502.90 809.77 168.31 220.02 375.95 508.34 364.85 1,774.54 1,294.45 477.66 1,882.59 1,392.81 480.86 764.42 342.98 442.82 83.00 464.15 1,061.04 1,537.12 33.12 14.89 56.06 23.66 9.94 71.49 20.98 13.58 36.40 5.08 1.52 43.27 64.53 29.55 26.96 0.22 13.09 0.11 2.98 16.65 0.51 100.12 0.72 13.11 0.72 1.54 5.72 1.15 1.65 19.82 25.18 19.57 22.25 15.67 208.26 72.17 19.25 102.06 15.72 -1.00 14.33 0.37 0.07 20.98 9.22 0.54% 0.60% 0.75% 0.72% 0.51% 0.61% 0.72% (96.95) 164.25 261.81 0.51% 0.58% 0.65% 0.44% 0.65% 0.66% 0.63% 1.50% 0.62% 0.06% 0.10% 0.28% 0.36% 0.34% 0.26% 0.28% 0.24% 0.26% 0.26% 0.24% 0.25% 0.26% 0.20% 0.23% 0.25% 0.22% 0.31% 0.31% 0.26% 0.74% 0.34% 0.25% 0.27% zie £ & 97.66 90.01 118.62 116.83 (156.56) 137.15 177.85 9.22 (28.23) (11.52) 7.34 (9.95) (25.73) (6.34) (172.87) (216.79) (136.66) (168.37) (162.68) (113.71) (123.27) (157.08) (132.77) (188.96) (92.05) 3.69 (87.65) 155.92 (291.69) 60.00 EFTA00288751