Atorus, LLC 5/12/2014 Current Date: Change on Day: |____—1.5496] Total Return since 1/1/12: MSCI World Change on 712M Return: Day 0.68% T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: ead |e on Day ae ae Positions: Current Leverage Poa (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV {-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: Het gisislel2 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 a a NG NG NG EG CONG NG NC Se PP PS SP PP RUA a Ca a Ca CaN CCC PEPE EAP’ MPH WGP APE yh PW gh EFTA00288768

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Atorus, LLC 5/12/2014 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 | 23 Positions 45 Positions | 26.01% TGT US Equity (8,574) 0.15% JNJ US Equity 5,878 0.31% 941 HK Equity (9,455) 0.16% ROG VX Equity 6,041 0.32% MEXBOL Index (10,458) 0.18% PSI20 Index 6,058 0.32% SPGSCITR Index (15,386) 0.27% EDF FP Equity 6,113 0.33% XAG Curncy (15,640) 0.27% AEX Index 6,126 0.33% JP_TSY CREDIT (15,794) 0.27% DAI GR Equity 6,431 0.34% CO1 Comdty (19,698) 0.34% HON US Equity 6,498 0.35% INDEXCF Index (21,271) 0.37% FTSEMIB Index 6,559 0.35% XAU Comdty (23,727) 0.41% MAERSKB DC Equity 6,614 0.35% SHCOMP Index (33,248) 0.57% XLI US Equity 6,632 0.35% SE_TSY CREDIT (44,333) 0.77% SXMP Index 6,655 0.36% DK_TSY CREDIT 67,396 1.16% AZN SS Equity 6,657 0.36% AU_TSY CREDIT 68,895 1.19% UTX US Equity 6,829 0.37% CH_TSY CREDIT 69,857 1.21% SX6P Index 6,868 0.37% STBCNZL Index 73,207 1.26% NOVN VX Equity 7,080 0.38% lE_TSY CREDIT 78,270 1.35% AZN US Equity 7,177 0.38% BE_TSY CREDIT 79,771 1.38% AZN LN Equity 7,308 0.39% AT_TSY CREDIT 81,569 1.41% SXXP Index 7,387 0.39% FR_TSY CREDIT 82,246 1.42% SMI Index 7,387 0.40% NL_TSY CREDIT 82,865 1.43% SXSE Index 7,475 0.40% DE_TSY CREDIT 84,524 1.46% ACA FP Equity 7,489 0.40% FI_TSY CREDIT 85,645 1.48% MDT US Equity 8,430 0.45% GB_TSY CREDIT 89,647 1.55% BEL20 Index 8,704 0.47% TMO US Equity 8,723 0.47% HEX Index 8,819 0.47% PRU LN Equity 8,976 0.48% IT_TSY CREDIT 9,168 0.49% DAX Index 9,515 0.51% INAV Impact of MTM by Category & Exposure SXAP Index 9,625 0.51% Listed Equitylong 1.06334 MMM US Equity 10,094 0.54% Listed Equity short 0.10394 IBEX Index 10,115 0.54% NDX Index 10,289 0.55% fEquityCom Short 0.112% KFX Index 11,163 0.60% Js20Ratestong 0.072% ES_TSY CREDIT 11,305 0.60% TYC US Equity 11,520 0.62% LUXXX Index 11,618 0.62% SXIP Index 11,820 0.63% SXOP Index 11,825 0.63% XLV US Equity 12,297 0.66% SPX Index 18,897 1.01% EFTA00288769

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APAC Short EMEA Long LEMEA Short AMER Long a quityCom Short | G20Ratestong G20 Rates Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) ISEQ Index SXTP Index SXDP Index 1€_TSY CREDIT STBCNZL Index 22,816 22,972 26,793 32,719 36,718 1.22% 1.23% 1.43% 1.75% 1.96% $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 EFTA00288770

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Atorus, LLC 5/12/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 (1,000,000) 6,000,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 YP Pe? SS” Hf oP phi” ol + (2,000,000) | (2,000,000) (3,000,000) APAC —_— EMEA mre AMER. — EquityCom G20 Rates omen 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 $00,000 Re a7 Sy’ aS aM a “ “” “ a -” “ a “” ” “SY aM BPE AWE GH PH PH GN APE yh WH PE ge T T T T T T T T T T T T é 07 7 a7 iv > > > “J > > ® & EFTA00288771

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Atorus, LLC 5/12/2014 Current Gross Notional Risk by Category 244,119 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 as5 135 — Series] 115 — Series? 0.95 o7s + - : : : r : - - r - - 1 - - OT nd a Ee GE er or Wor ar ay or or or a oY” WY” 2” ww” Ww WS A A A a OW SE EAM HH MMM MH AM Hh SH Mt Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% — Series1 0.80% EFTA00288772

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Atorus, LLC 5/12/2014 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 1 le O° 97 9° (9% 9" 97 9° 9% 9° 9% 9° 9 9° 9" O° 9" 9° 9" 100g. 8 PAP AP AP” AP” AO” LO” OT HH” OTS" LOL HS” OTH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.21%) MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) 44.60%) EFTA00288773

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Atorus, LLC 5/12/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MT™. soniten Exp. @ Cost {in USD) 000270 KS an (3,094) 55.84 55.27 1.07 0.96% 30.89 005380 KS Equity oo 3,149 224.38 222.73 0.73 1.00% (40.35) 005490 KS Equity (296) (3,011) 272.57 299.37 9.35 1.05% (12.74) 005930 KS Equity (57) (1,764) 1,296.86 1,338.96 -3.62 0.90% (42.88) 012330 KS Equity 716 5,584 247.00 278.68 13.69 0.94% (89.00) 1 HK Equity 469 12,607 16.18 16.78 3.82 0.97% 462.26 1299 HK Equity 129 5,954 4.79 4.89 214 1.01% 55.71 13 HK Equity 568 4,897 11.40 12.72 12.82 0.90% 63.78 16 HK Equity 12.71 c 27 HK Equity 3 (2,301) 7.60 7.59 0.07 2.13% (36.50) 2914 JP Equity 33.34 c 3382 JP Equity 46 2,327 38.42 39.18 2.64 0.75% (6.27) 4063 JP Equity (24) 562 60.23 57.79 -3.96 1.07% (2.21) 4502 JP Equity (22) 2,942 45.05 44.71 0.93 0.81% (2.62) 4689 JP Equity 107 (2,319) 4.51 4.30 2.29 2.01% (1.81) 5 HK Equity (4) (5,158) 10.15 10.16 0.12 0.59% (72.13) 5108 JP Equity (100) 3,466 35.99 34.98 -2.87 1.01% (106.08) 5401 JP Equity 330 (6,999) 2.81 2.68 4.44 1.06% (112.76) 6301 JP Equity (5) 429 21.69 21.44 “1.12 1.04% (2.26) 6752 JP Equity 10.40 c 6902 JP Equity 42.34 : 6954 JP Equity 357 6,629 6,392.98 166.87 5.58 0.96% (38.40) 7201 JP Equity 131 (3,749) (3,742.97) 8.55 3.73 0.93% (7.32) 7203 JP Equity 181 (5,259) (5,259.85) 54.16 4.15 0.83% 18.98 7267 JP Equity 453 (5,844) (4,885.01) 32.60 6.57 1.18% 11.82 762 HK Equity . 515 (5,161.69) 1.60 0.00 1.62% 0.26 7751 JP Equity (48) (2,197) (6,865.02) 32.13 “3.09 0.71% (6.18) 8031 JP Equity (300) (4,776) (4,775.88) 14.98 -7.32 0.86% 38.06 8058 JP Equity 15 2,568 (4,383.01) 19.19 0.65 0.90% 6.83 8306 JP Equity B (4,585) (4,603.66) 5.54 1.22 1.30% (26.98) 8316 JP Equity 37 (2,480) (2,000.57) 40.53 1.21 1.24% (9.19) 8411 JP Equity (8) 3,174 1.96 0.43 0.61% (8.84) 8604 JP Equity 367 (4,169) (3,504.39) 5.90 6.50 1.35% (3.08) 8801 JP Equity 20 2,660 30.48 30.71 0.56 1.35% (10.94) 8802 JP Equity 232 (6,150) 24.34 23.42 2.78 1.36% 135.00 9020 JP Equity 79 (6,724) 75.21 74,32 131 0.90% (42.83) 941 HK Equity 600 (11,819) 10.19 9.68 5.15 0.99% (45.60) 9432 JP Equity 361 6,077 53.19 56.35 6.71 0.89% (25.63) 9433 JP Equity 18 2,844 55.34 55.70 0.54 1.20% 1.03 9437 JP Equity (256) (7,686) 15.59 16.11 “3.91 0.85% 6.87 9983 JP Equity 194 (4,257) 323.49 308.71 3.22 1.42% (0.81) EFTA00288774

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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 (30) 884 (47) 142 (56) (42) 574 36 347 335 7,568 577 139 165 24 4,305 679 461 (14) (89) (51) 23 1,734 77 361 130 92 2,626 7,133 6,440 7,027 284 (1) 275 1,295 620 121 318 (11) 269 258 (22) 1,272 109 269 132 435 7,342 (3,727) 3,330 (3,956) (3,006) 8,888 4,097 (4,701) (4,765) 5,408 10,054 8,563 4,447 4,556 9,698 11,677 7,022 (3,971) 8,815 7,162 (4,127) 11,678 (3,623) 12,947 4,994 2,501 10,373 12,676 12,119 12,812 8,072 (3,980) 5,219 7,333 7,532 4,842 7,767 450 3,749 3,172 (496) 5,841 5,498 5,457 2,447 75.22 527.64 23.43 50.23 7.37 7.40 103.14 38.87 18.78 18.71 6.83 97.41 77.97 76.04 62.88 110.56 137.16 49.93 67.47 169.19 168.61 112.50 76.91 306.51 29.78 87.41 97.78 71.56 49.80 50.82 50.30 128.04 14.98 4.11 97.30 53.98 73.52 135.04 10.99 14.64 14.49 62.89 10.13 44.37 16.46 52.49 70.30 591.17 23.79 23.72 52.38 7.47 7.51 109.81 39.21 17.39 17.40 16.40 103.00 79.23 78.86 63.21 159.64 145.13 $3.21 67.70 167.50 167.43 111.86 88.33 299.98 30.61 89.69 101.36 89.68 77.83 77.82 77.89 132.54 14.98 4.32 114.48 58.42 75.36 140.57 10.72 15.69 15.67 65.72 12.34 45.25 17.28 §5.33 417 13.07 1.43 3.05 1.42 1.27 8.24 1.31 6.56 6.26 121.88 16.16 2.73 5.83 0.73 23.43 10.32 7.32 0.32 1.36 0.97 0.52 24.86 1.08 3.69 3.18 2.67 29.27 32.96 30.85 33.29 4.22 0.02 3.77 18.91 11.16 4.70 4.50 1.44 5.04 5.62 4.95 27.04 4.93 3.62 5.04 1.68% 0.92% 0.88% 1.40% 1.00% 1.09% 0.78% 0.67% 1.13% 1.12% 1.15% 0.36% 0.59% 0.64% 0.71% 1.89% 0.56% 0.90% 1.08% 0.74% 0.72% 1.07% 0.60% 1.97% 0.76% 0.82% 1.37% 0.87% 1.71% 1.72% 1.65% 0.83% 1.08% 1.40% 0.93% 0.74% 0.53% 0.91% 1.74% 1.42% 1.45% 0.91% 0.81% 0.40% 1.36% 1.07% (5.86) 113.27 (85.76) 40.70 (55.59) (40.85) 92.16 41.57 (48.71) (50.24) 27.83 63.22 80.21 56.06 22.59 (171.95) 107.34 157.93 (45.68) 42.46 26.70 (51.43) (12.73) (138.09) (35.13) 47.46 31.72 157.74 (42.01) (61.42) 301.89 111.02 (59.69) (118.93) 100.37 102.75 38.34 156.59 (0.59) 33.78 27.25 (11.38) 18.67 35.94 (78.81) 32.94 EFTA00288775

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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 (805) 82 303 223 (3) 472 101 (35) 1,189 167 (7) 552 892 792 19 547 (1) (20) 281 2,548 1,136 611 41 152 2,627 695 69 4,629 2,045 965 2,002 217 200 901 (19) 14 (25) 1,409 2,383 (16) 1,901 (5,919) 8,431 6,839 1,066 (704) 8,609 3,418 (1,918) 12,606 5,212 3,908 (755) (3,333) 10,438 9,797 14,233 2,143 9,049 (2,042) 3,766 3,932 14,645 15,737 (3,501) 6,257 2,632 7,019 20,847 11,908 4,527 12,096 12,873 10,769 12,425 7,124 4,333 9,550 7,080 (1,440) (2,040) (1,735) 8,914 12,029 5,738 13,256 18.76 34.33 67.77 245.93 32.63 32.86 296.18 32.17 66.54 99.22 49.86 71.77 73.12 58.26 7.76 120.53 6.67 103.62 29.10 47.52 34.37 90.43 69.34 57.39 36.20 147.09 96.74 59.70 84.09 50.01 36.26 51.38 36.73 51.30 68.86 74.40 114.02 64.09 52.22 24.10 22.86 25.07 64.17 125.37 60.80 21.32 34.66 70.77 297.42 32.74 34.66 304.91 32.75 69.23 121.85 52.00 72.44 73.09 61.34 8.47 127.23 6.73 109.88 29.11 47.27 36.82 106.17 74.35 57.31 39.74 149.36 98.84 67.22 89.00 50.77 50.14 59.54 40.03 59.56 77.59 78.13 116.41 AN/AN/A 72.24 52.90 23.93 23.19 29.04 28.75 76.88 125.01 69.52 14.60 1.20 4.68 12.52 0.46 6.75 3.43 -2.28 9.70 30.20 4.04 1.33 0.04 12.09 12.31 11.24 0.65 8.49 ~0.02 0.69 7.00 26.31 13.59 0.11 11.80 1.04 3.38 26.75 14.04 1.73 46.60 25.01 10.66 25.54 20.89 6.78 3.89 18.95 0.65 0.73 -2.11 23.49 33.65 -0.50 24.36 0.93% 0.81% 0.94% 1.67% 0.77% 0.81% 0.86% 0.80% 0.42% 0.76% 1.06% 0.70% 0.95% 0.44% 0.74% 0.49% 1.38% 0.71% 1.83% 0.78% 1.02% 0.66% 0.53% 1.19% 0.83% 1.48% 0.64% 0.47% 0.42% 0.89% 0.82% 0.64% 0.84% 0.63% 0.61% 0.74% 0.54% 0.67% 2.02% 0.97% 0.68% 0.67% 0.59% 0.57% 0.59% (3.29) (59.95) 137.52 60.80 (11.03) 175.66 45.88 (37.59) 50.16 33.00 90.53 (7.00) (0.52) 14.14 39.27 46.90 12.28 84.66 (41.02) 24.95 33.47 210.47 49.59 (66.73) 119.08 69.54 3.09 (117.85) 23.61 11.92 32.62 115.93 186.28 118.57 126.29 47.88 98.60 55.94 (80.10) 6.38 (13.88) 185.23 157.01 (1.52) (144.37) EFTA00288776

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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 6,144 (2) 3,114 3,540 4,602 35 70 2,055 273 305 2,555 185 1,164 4,331 (40) 1,344 (22) 15 6,114 100 174 653 2,637 870 (23) 2,437 1,948 (184) (68) 38 (251) 898 244 299 263 223 2,147 229 2,599 148 1,699 750 (238) 3,609 (4) 13,908 (1,551) 13,266 8,377 10,094 10,090 2,332 4,764 9,908 (7,183) 3,670 7,396 660 6,712 10,622 2,037 11,143 (3,819) 9,210 9,189 10,986 8,739 12,231 8,902 11,929 2,996 5,841 13,127 7,934 (3,192) 5,260 (3,621) 2,630 5,057 2,491 4,034 3,236 14,528 5,607 13,140 3,845 20,833 3,248 (3,693) 11,635 4,771 62.20 42.53 55.21 63.20 86.88 51.66 30.86 73.82 68.36 76.47 16.86 37.11 29.41 14.87 61.97 73.20 63.30 50.75 105.22 23.45 25.35 66.80 45.61 4.48 24.33 18.77 72.84 63.70 12.50 67.05 72.48 14.82 44.06 33.25 124.78 32.32 32.97 62.63 21.99 22.32 77.25 50.19 49.51 5.22 16.25 34.81 89.69 42.58 68.17 89.91 93.84 #N/AN/A 75.22 31.33 74.90 82.54 73.56 18.26 49.93 37.64 17.45 87.24 71.80 70.94 51.04 105.39 39.05 25.58 68.13 48.04 5.81 26.10 18.62 103.23 73.15 12.22 68.48 73.00 15.84 59.09 34.85 139.77 34.43 35.24 71.89 22.89 26.73 80.21 54.28 60.95 5.56 21.29 34.78 40.01 0.12 43.34 34.72 15.30 69.03 1.78 2.07 25.13 3.68 7.66 35.36 24.93 19.39 35.26 4.09 13.47 0.53 0.28 72.35 1.21 3.00 10.25 37.52 12.58 0.95 34.67 20.22 2.15 2.27 0.77 -7.69 14.65 5.09 18.01 5.02 5.13 21.21 5.78 37.73 2.50 17.94 20.09 10.48 37.47 0.08 1.10% 1.01% 0.54% 1.22% 0.52% 0.66% 0.85% 0.71% 0.83% 1.03% 1.08% 0.98% 1.12% 0.89% 1.16% 0.48% 0.90% 1.09% 0.60% 0.92% 0.75% 0.66% 0.52% 0.79% 0.58% 0.81% 1.20% 0.73% 1.07% 0.94% 0.93% 0.90% 2.33% 0.95% 0.67% 1.30% 1.34% 0.70% 0.71% 0.52% 1.54% 0.45% 1.15% 0.61% 0.83% 0.96% 205.69 (3.84) 102.12 149.81 (42.46) 43.67 16.32 84.58 154.09 (36.33) 18.66 148.56 4.20 66.80 64.21 (12.42) 72.95 (35.27) 62.99 147.80 119.97 159.85 (27.78) 71.53 (24.18) 18.01 137.57 38.91 90.34 (50.47) 108.85 (8.98) 130.34 160.00 59.73 165.35 134.76 (7.58) 5.69 204.16 49.18 94.04 2.86 (42.98) 411.06 57.50 EFTA00288777

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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 (23) (11) 229 653 1,866 455 12 6,459 2,119 15 2,140 (26) 2,722 1,101 4,054 340 311 3,996 (49) (13) 5,795 (10) 272 372 31 21 256 339 32 728 545 (28) 798 1,433 6,580 317 218 115 4,245 8,524 1,283 1,648 10,075 1,098 (2,194) (469) 5,707 11,150 7,135 7,619 (3,087) 11,930 7,393 3,654 7,531 (5,040) 13,136 12,041 5,699 5,163 4,601 14,011 (4,565) (1,700) 17,142 (1,999) 9,903 (8,469) 5,506 3,024 2,944 8,087 2,488 4,953 2,016 (3,076) 717 3,268 2,297 3,476 14,148 5,711 9,603 2,181 13,641 20,811 7,556 3,201 21,331 12,281 $21.13 155.63 26.22 25.29 50.67 73.80 41.29 61.10 25.45 10.18 5.56 191.43 36.73 24.19 1.93 15.78 15.79 67.84 146.45 44.93 75.17 54.23 107.52 33.81 40.80 43.04 41.20 198.03 1.14 59.03 122.48 183.83 48.11 61.33 59.29 73.94 1,642.52 186.24 100.64 164.92 28.68 43.22 44.37 12.38 96.89 37.05 526.52 159.31 27.27 26.77 63.92 78.21 41.13 94.18 32.75 10.22 7.14 192.41 44.34 26.41 3.30 16.82 16.86 87.18 148.03 45.27 100.58 54.49 110.47 32.32 40.82 43.48 41.49 204.30 1.30 59.41 166.71 151.28 46.27 76.30 96.28 74.88 2,406.41 196.60 102.92 173.64 37.61 60.93 51.90 18.74 HN/AN/A 142.66 40.37 0.72 4.58 7.30 26.95 7.49 0.60 92.08 27.87 0.68 45.34 0.67 29.70 16.27 55.71 5.24 5.20 43.39 1.95 0.60 72.59 0.61 4.96 5.90 0.06 0.97 0.68 5.05 11.15 0.94 4747 6.73 “3.91 13.53 78.54 0.98 46.62 8.05 5.19 6.00 41.02 59.85 16.13 60.24 79.20 20.27 144% 0.87% 0.80% 0.97% 0.80% 0.65% 0.59% 1.03% 0.60% 0.63% 0.76% 0.70% 0.56% 1.28% 1.25% 1.30% 0.66% 0.55% 1.30% 0.47% 0.81% 0.55% 0.74% 0.54% 1.06% 1.02% 0.63% 1.22% 0.70% 0.76% 2.63% 1.01% 1.80% 0.79% 1.31% 1.00% 0.69% 0.44% 0.88% 0.76% 0.68% 1.05% 0.85% 0.60% 0.44% (55.89) (7.04) 19.57 149.19 76.91 82.65 (34.06) 297.69 146.56 75.19 54.06 (69.87) 217.97 55.38 (69.79) 87.61 74.88 258.06 (27.49) (28.77) (52.01) (19.98) (33.04) (20.26) (2.59) 37.12 23.34 81.71 7.43 34.41 34.00 (81.86) 13.65 75.06 55.38 37.77 443.07 42.61 30.13 58.36 (61.75) 449.85 112.46 16.30 380.97 76.94 EFTA00288778

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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 1,126 1,177 (12) 1,049 553 262 4,736 570 1,216 2,690 272 3,891 354 7,130 771 1,922 5,604 5,039 370 1,818 1,934 108 (1) 209 508 16 (5) (5) 367 1,031 87 45 8,631 803 1,764 2,520 2,461 2,265 899 748 1,150 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (2,273) 10,957 13,258 2,940 4,498 9,753 18,291 9,444 10,005 15,992 (5,134) 8,826 7,941 7,995 7,355 1,216 1,851 1,752 4,727 11,505 1,902 1,792 (1,733) 11,013 9,010 4,291 4,552 10,521 13,406 6,461 16,340 12,547 7,968 10,690 11,546 11,174 106.02 50.18 30.40 35.30 197.70 31.52 73.03 32.73 70.38 11.96 68.03 3.96 77.58 63.81 40.35 81.05 65.59 4.39 167.38 13.61 33.68 95.04 15.26 16.20 1,036.35 255.28 83.28 7.58 8.11 29.05 79.25 76.60 35.54 35.90 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.68 116.03 48.74 55.20 30.24 39.93 215.59 32.14 9.54 96.13 24.53 78.20 14.39 74.32 7.39 80.39 88.68 43.64 96.62 88.58 0.08 174.40 16.72 41.83 96.44 15.28 16.20 1,160.06 255.59 86.96 7.65 8.09 29.14 81.89 32.20 86.23 85.37 36.26 36.25 23.23 171.83 83.56 131.05 79.94 87.92 57.75 79.88 86.77 11.44 11.16 0.39 16.42 10.82 2.90 46.11 15.66 20.64 39.43 11.66 55.39 4.63 50.05 8.46 28.25 58.40 52.59 6.01 22.07 28.76 2.18 0.05 0.02 7.10 0.13 10.31 0.38 0.11 0.29 7.14 14.95 2.31 1.16 81.70 14.09 28.98 29.27 27.07 36.50 11.41 13.74 19.12 0.83% 0.90% 1.36% 0.80% 0.84% 0.68% 0.69% 1.60% 0.54% 0.51% 0.79% 1.56% 0.78% 0.78% 0.97% 0.68% 0.60% 1.87% 0.70% 1.04% 0.84% 0.68% 2.18% 2.20% 1.68% 0.93% 0.43% 2.13% 2.30% 1.05% 0.47% 0.77% 0.87% 0.86% 1.00% 0.43% 0.94% 0.53% 0.72% 0.78% 0.74% 0.47% 0.54% 51.75 53.29 83.14 11.13 25.60 (70.44) 80.96 60.96 45.73 199.96 50.45 135.45 132.18 163.22 39.74 62.26 48.87 66.70 209.63 41.61 6.19 5.11 57.33 16.34 13.84 14.94 1.39 (9.94) (87.15) 180.53 27.19 29.21 131.23 43.41 194.55 149.36 145.54 177.85 311.34 15.64 34.46 EFTA00288779

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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 846 643 1,187 (274) (220) 98 220 6,003 248 1,026 (75) 1,427 1,174 (209) (216) (25) 2,641 803 938 1,669 (85) (192) 529 43 1,844 27 670 951 620 (430) 138 521 89 1a 676 663 621 (325) 383 8,805 1,351 (10) 833 894 801 9,744 10,849 10,889 6,240 5,122 4,819 4,934 17,035 9,881 10,137 3,445 8,738 7,240 4,193 4,519 (1,576) 7,836 5,671 5,345 8,679 (1,949) 11,861 11,595 (2,940) 11,306 2,641 9,935 8,613 9,658 (5,164) 5,618 10,892 7,580 6,344 (10,717) 3,143 13,319 (6,584) (6,802) 10,218 7,801 (1,550) 10,896 (7,858) 5,234 36.73 37.69 39.07 302.20 59.29 54.83 54.04 212.78 65.78 48.95 107.68 8.57 8.61 80.41 80.44 69.81 44.08 118.49 114.81 84.17 644.63 44.10 168.40 22.09 26.71 65.00 36.68 86.36 36.78 359.52 35.62 45.74 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 46.35 85.73 5.60 120.22 39.92 39.93 43.33 289.49 56.84 55.94 56.45 287.77 67.42 53.90 105.39 9.97 10.01 76.60 76.78 70.93 58.94 135.26 134.96 100.35 672.79 43.40 176.09 88.41 21.76 31.07 65.67 39.16 95.90 39.15 25.39 389.48 36.49 47.93 16.26 16.22 59.56 59.72 4.88 7.37 108.99 118.38 71.79 46.66 92.29 4.96 138.62 15.99 10.99 18.88 -2.21 4.70 2.26 4.21 57.93 5.69 12.85 2.74 22.03 21.94 5.86 5.62 “1.95 33.23 17.73 21.79 34.85 4.62 2.48 11.92 1.60 20.15 1.01 7.00 12.27 6.52 14.94 3.43 10.26 1.38 2.07 7.31 26.65 9.26 5.12 7.19 97.40 23.60 -1.10 13.43 10.65 18.71 0.54% 0.54% 0.58% 1.98% 0.92% 0.90% 1.06% 0.61% 0.44% 0.79% 0.79% 0.74% 0.74% 0.85% 0.85% 0.83% 1.01% 0.80% 0.81% 0.55% 0.95% 0.65% 0.38% 0.92% 0.81% 1.02% 0.96% 0.90% 0.98% 0.56% 0.72% 0.47% 0.86% 0.84% 0.86% 0.79% 0.50% 0.96% 0.78% 0.88% 0.73% 0.61% 0.57% 1.07% 0.82% 5.31 17.84 19.29 205.63 (17.39) 170.34 226.08 62.34 60.17 (8.92) (79.56) 4.08 26.40 61.70 72.53 (21.44) 41.98 97.30 83.55 23.30 (61.51) (160.02) 32.11 1.34 (86.40) 45.22 163.50 170.39 163.51 (4.99) 23.52 22.90 73.93 92.09 (124.51) 99.94 (11.43) 3.57 (1.14) 371.76 7.69 (8.18) 149.63 48.80 21.85 EFTA00288780

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TWX US Equity 274 6,790 66.71 TXN US Equity 4,177 12,205 34.93 TYC US Equity 11,220 24,080 29.17 UBS US Equity 296 5,489 19.43 UBSN VX Equity 239 5,158 19.51 UCG IM Equity 3,081 5,500 5.62 ULVR LN Equity 221 6,329 42.99 UNA NA Equity 185 5,283 41.53 UNH US Equity 2,138 10,191 64.28 UNP US Equity 1,884 12,014 165.36 UPS US Equity 3,937 14,806 79.87 USB US Equity 2,364 14,238 34.71 UTX US Equity 6,749 15,190 82.05 V US Equity 300 5,407 200.68 VALE US Equity 284 (3,330) 14.92 VALE3 BZ Equity 340 (3,674) 15.07 VIAB US Equity 3,686 9,272 60.42 VIV EP Equity (2) 2,668 26.19 VMW US Equity 301 4,785 89.16 VOD LN Equity 65 (4,476) 3.85 VOD US Equity 62 (4,322) 38.42 VOW3 GR Equity 44 3,208 259.69 VRX CN Equity 636 1,611 92.95 VRX US Equity 732 1,880 93.20 VTI US Equity 660 5,134 86.91 VWO US Equity 1,129 41.90 VZ US Equity 18 (4,869) 48.44 WBC AU Equity 691 11,844 30.87 WES AU Equity 353 13,490 39.08 WFC US Equity 3,289 12,761 39.49 WLP US Equity 4,476 10,369 74.31 WMT US Equity 327 9,262 76.31 WOW AU Equity 1 1,890 34.30 XOM US Equity 1,690 15,723 92.14 XTA LN Equity YHOO US Equity (22) 488 35.91 YUM US Equity 221 7,151 73.86 ZURN VX Equity (106) 7,208 293.71 Current Portfolio - Global Macro Portfolio SPX Index NDX Index RTY Index 18,863 10,310 1171 62,272 37,348 5,950 1,455.70 2,831.19 947.28 69.40 454 0.89% 128.40 46.88 30.48 1.12% 382.41 42.76 57.03 0.82% |) ijoses4) 20.48 6.83 0.79% (20.43) 20.41 5.33 0.87% (36.86) 8.77 46.38 1.21% 138,44 44.49 4.73 0.74% 26.02 42.98 4.96 0.70% 42.25 7.97 30.02 0.70% 130.82 191.30 23.81 0.66% 185.22 101.11 44.00 0.60% 291.73 40.48 32.09 0.52% 84.30 118.50 62.17 0.71% 325.88 211.81 5.34 1.04% 57.86 13.65 5.17 1.65% (102.50) 13.67 5.48 1.69% (124.48) 84.43 45.70 0.87% 179.80 26.17 0.11 0.74% 10.79 94.78 3.94 1.60% 94.57 3.79 1.62 0.90% 22.62 37.86 153 0.94% 11.69 263.26 1.44 0.96% 7.48 129.62 24.83 1.59% (11.31) 129.51 24.21 1.61% (13.88) 98.08 24.26 0.53% 72.66 41.90 0.00 0.72% 13.89 48.26 0.65 0.57% 22.45 32.67 8.40 0.69% 3.61 40.10 3.74 0.70% 26.32 49.67 53.97 0.48% 200.84 106.39 41.76 1.03% 350.29 79.00 8.04 0.44% (1.20) 34.33 0.07 0.92% (1.01) 102.04 23.66 0.45% 48.32 HN/AN/A 34.33 2.53 1.82% on 76.14 4.29 0.72% 12.62 289.44 227 0.65% 5.54 Days Vol {in USD) 0.56% 0.90% 0.95% 1,896.65 3,612.73 1,133.65 20.61 169.98 EFTA00288781

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O0 Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 1,352 (526) 305 (2) 4,938 9,460 1,992 10,230 7,547 7,049 6,409 23,510 4,139 6,227 9,060 11,321 11,457 8,490 1,972 42 2,892 4,501 302 2,415 3,002 (88) (430) 1,858 1,153 1,095 35,975 (64) 200 5,133 18 5,748 686 2,514 6,594 707 1,291 813 4,286 12,241 7,433 9,443 5,725 33,065 (15,687) 9,415 4,311 43,063 36,674 24,884 41,170 48,298 25,266 24,476 40,099 37,337 44,526 46,481 41,632 39,508 41,358 23,118 7,381 11,622 26,592 (26,589) 33,820 36,412 5,095 29,992 (41,560) 30,952 28,806 73,207 (2,912) 9,689 14,269 8,156 13,610 10,859 12,860 16,147 12,093 5,441 9,734 14,930 24,346 45,756 28,526 37,626 12,929.76 3,142.45 23,590.66 854.91 10,369.13 10,610.77 5,723.77 11,643.70 8,324.23 23,118.94 8,041.34 4,246.25 6.63 487.32 3,642.19 1,672.08 101.67 8,528.98 191.41 3,409.58 1,282.88 86.02 39.64 3,975.21 365.13 140.94 2,912.99 344.53 1.85 4,915.15 444.47 41.41 69.78 184.03 41.27 15.57 39.38 30.80 38.20 42.09 52.24 87.06 37.57 38.87 403.51 520.28 366.14 13,458.48 3,247.82 24,355.83 854.54 11,558.22 13,347.67 6,181.91 14,537.02 9,625.05 29,568.84 10,147.05 6,735.87 7.36 555.48 4,352.10 2,126.79 131.15 10,279.90 207.74 3,429.18 1,602.13 100.58 39.19 4,259.05 395.23 138.56 2,871.80 329.13 192 5,101.92 662.89 42.32 71.22 250.23 41.36 22.15 41.87 36.82 53.80 44.55 64.64 94.33 48.36 58.41 469.06 692.51 421.84 9.28 4.92 2.97 0.04 21.62 35.17 13.86 33.65 37.06 25.64 27.00 70.94 19.92 27.76 39.20 47.50 39.94 30.29 11.18 0.71 18.09 24.41 0.75 9.10 11.50 1.86 -1.90 6.61 7.22 6.41 98.34 3.51 5.04 52.67 1.53 67.76 9.33 26.13 65.10 16.26 29.44 13.32 41.97 64.18 31.84 32.17 22.97 0.44% 311.75 0.68% (166.89) 1.09% 178.82 1.14% (4.22) 0.53% 324.92 0.58% 96.31 0.74% 387.35 0.42% 152.11 1.09% 154.09 0.97% 291.78 0.83% 240.01 0.56% (267.26) 0.50% 229.90 0.50% 343.44 0.57% 327.40 0.68% 357.65 0.76% 151.85 0.81% 30.68 1.38% (331.20) 0.69% 268.05 1.51% 0.78% 379.06 0.72% AGIs) 0.92% (32.32) 0.76% 0.68% 0.52% 164.67 0.59% (39.20) 0.50% 226.12 0.62% (47.90) 0.41% 20.87 0.68% 291.19 0.14% 13.86 0.62% 194.20 0.68% (106.55) 0.75% 207.36 0.63% 338.89 0.36% 11.50 0.81% 84.37 0.63% 74.31 0.68% 245.49 0.78% 373.33 0.51% 376.32 1.03% 187.50 0.66% 74.74 EFTA00288782

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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 MyY_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 7,176 4,993 11,923 5,257 1,548 26,811 4,170 1,603 11,981 1,170 12 6,696 23,394 5,869 7,602 (11) 1,592 i 370 2,792 (91) 3,514 64 (86) 21 1,115 136 (38) 265 3,937 5,242 3,595 4,503 2,933 33,019 9,289 3,703 11,446 2,979 (95) 1,392 32 (245) 3,443 1,772 38,499 51,146 28,923 28,384 29,704 61,074 25,840 14,222 43,418 34,762 16,765 22,890 39,247 18,886 40,565 (19,232) (19,550) (24,622) 30,849 18,950 (29,659) 53,418 57,396 53,521 35,390 68,895 (19,742) 23,334 57,396 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 50,177 35,151 16,433 (55,416) 69,857 89,647 359.08 456.85 222.31 482.69 677.44 609.16 917.36 343.07 386.09 799.27 432.46 261.12 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 90.35 220.12 763.21 1,212.39 219.65 1,502.12 819.02 169.58 221.20 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 349.03 429.04 86.08 464.03 1,008.81 1,507.67 426.01 501.46 313.95 572.08 712.75 876.57 1,065.40 381.73 492.62 826.18 432.77 337.50 274.60 209.52 4,411.83 4,992.23 19.54 108.41 100.59 4.43 90.63 234.60 764.06 1,210.44 219.78 1,526.43 813.38 169.30 222.22 375.70 509.15 364.32 1,776.74 1,290.85 479.06 1,889.08 1,390.40 481.75 761.46 348.37 446.03 86.25 466.09 1,058.53 1,537.47 38.06 17.43 64.09 28.65 14.25 86.30 25.35 13.54 36.65 7.08 0.14 48.50 71.94 27.38 29.86 0.12 11.47 0.62 1.92 10.83 0.58 132.28 1.10 0.78 0.16 6.30 2.77 0.68 2.17 17.62 24.29 16.77 20.94 13.11 183.78 68.32 17.00 94.29 14.13 ~0.68 15.74 0.29 1.36 17.63 8.06 0.49% 277.14 0.56% 154.99 0.64% 240.08 0.65% 446.75 0.37% 209.66 0.51% 102.70 0.64% 375.26 0.83% 327.75 0.75% 0.48% 229.21 0.49% 58.72 0.60% 107.99 083% 616.58 1.14% 122.35 0.63% 342.59 0.46% (57.77) 0.7% (aa.a7) 0.72% (119.21) 0.62% 187.33 1.36% 0.53% 0.05% 51.66 0.10% (69.10) 0.21% (63.49) 0.37% 83.98 0.26% 59.68 0.25% 87.83 0.24% (80.90) 0.21% (134.61) 0.27% (79.58) 0.27% (130.04) 0.25% (85.65) 0.26% (101.92) 0.26% (44.02) 0.23% (51.08) 0.25% (86.31) 0.26% (74.03) 0.24% (74.11) 0.31% (62.79) 0.28% (48.83) 0.25% (31.92) 0.66% (26.68) 0.33% 5.92 0.28% (104.41) 0.25% (111.06) EFTA00288783