Atorus, LLC 5/13/2014 Current Date: hange on Day: 0.04% Current Long Exposure @ Cost: Current Short Exposure @ Cost: Total Return since 1/1/12: MSCI World Change on 712M Return: Day 0.18% T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day No of Positions (-MTM) on Day Net Exposure: Current No. of ad Starting Capital: Positions: (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 igislel2 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 TT SHS SH Hh SP PP SP > gh gh gh PPP Pr PP PPP” PP” PP” "VP" vf PEP EAP’ SW WT GA PL a oe EFTA00288784

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Atorus, LLC 5/13/2014 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 | 26.01% KMI US Equity (6,775) 0.12% JNJ US Equity 5,878 0.31% TGT US Equity (8,574) 0.15% ROG VX Equity 6,041 0.32% 941 HK Equity (9,455) 0.16% PSI20 Index 6,058 0.32% MEXBOL Index (10,458) 0.18% EDF FP Equity 6,113 0.33% SPGSCITR Index (15,386) 0.27% AEX Index 6,126 0.33% XAG Curncy (15,640) 0.27% DAI GR Equity 6,431 0.34% JP_TSY CREDIT (15,794) 0.27% HON US Equity 6,498 0.35% CO1 Comdty (19,698) 0.34% FTSEMIB Index 6,559 0.35% INDEXCF Index (21,271) 0.37% MAERSKB DC Equity 6,614 0.35% XAU Comdty (23,727) 0.41% XLI US Equity 6,632 0.35% SHCOMP Index (33,248) 0.57% SXMP Index 6,655 0.36% SE_TSY CREDIT (44,333) 0.77% AZN SS Equity 6,657 0.36% DK_TSY CREDIT 67,396 1.16% UTX US Equity 6,829 0.37% AU_TSY CREDIT 68,895 1.19% SX6P Index 6,868 0.37% CH_TSY CREDIT 69,857 1.21% NOVN VX Equity 7,080 0.38% STBCNZL Index 73,207 1.26% AZN US Equity 7,177 0.38% lE_TSY CREDIT 78,270 1.35% AZN LN Equity 7,308 0.39% BE_TSY CREDIT 79,771 1.38% SXXP Index 7,387 0.39% AT_TSY CREDIT 81,569 1.41% SMI Index 7,387 0.40% FR_TSY CREDIT 82,246 1.42% SXSE Index 7,475 0.40% NL_TSY CREDIT 82,865 1.43% ACA FP Equity 7,489 0.40% DE_TSY CREDIT 84,524 1.46% MDT US Equity 8,430 0.45% FI_TSY CREDIT 85,645 1.48% BEL20 Index 8,704 0.47% GB_TSY CREDIT 89,647 1.55% 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% MMM US Equity 10,094 0.54% Listed Equity short 0.06344 IBEX Index 10,115 0.54% NDX Index 10,289 0.55% fEquityCom Short 0.031% KFX Index 11,163 0.60% Js20Ratestong 0.022% 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% EFTA00288785

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PEMEAShort AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short otal Short ISEQ Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 22,816 22,972 26,793 32,719 36,718 1.22% 1.23% 1.43% 1.75% 1.96% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $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 EFTA00288786

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Atorus, LLC 5/13/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 6,000,000 5,000,000 4,000,000 1,000,000 3,000,000 APAC —emen 000,000 500,000 1,000,000 4 G20 Rates ° meee NexEposure RHS + (2,000,000) | (2,000,000) (1,000,000) (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 wn AMER —— EquityCom mmr G20 Rates 500,000 Vv Vv Vv Vv Vv 477 > > 5 2% ) >» > » » Sy PP PRP OP PO OR TR PP PE PR Ph PEPE PE APE HH PH PH PH HE AE HE WH WE WY gh EFTA00288787

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Atorus, LLC 5/13/2014 Current Gross Notional Risk by Category 244,119 m APAC m EMEA = AMER @ EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 75 iss 135 —— series 115 —— Series2 0.95 0.75 + T T T T T T T T T T T T T Vv Vv Vv Vv Vv Vv > Se) > 5 ) >» ® ® oy oY SY oy oY or oY oY wr Wr oe W A GR GG a GP Ah GP Gh eh SE EAM HH MH MMH HAM HH HM Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% —— Series1 EFTA00288788

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Atorus, LLC 5/13/2014 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 ’ WP O° 97 O° 9" 0" 9" 9° 9° 9°97 9°90" 9" 9" O° 9° 9° 9% 100g SPP AP” AP" AP? AO? LO? PDH” OT SPO PH" HM” MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.16% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 44.61%) EFTA00288789

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Atorus, LLC 5/13/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol (in USD) 000270 KS Equity (11) (2,475) 55.84 56.08 0.45 0.96% (36.23) 005380 KS Equity 36 3,149 224.39 226.92 1.12 1.00% 59.84 005490 KS Equity (249) (2,258) 272.57 302.60 -10.48 1.05% (21.65) 005930 KS Equity (72) (1,176) 1,296.86 1,376.34 -6.83 0.90% (30.82) 012330 KS Equity 808 5,584 247.00 282.74 15.45 0.94% 93.03 1 HK Equity 657 12,607 16.18 17.02 5.35 0.97% 190.88 1299 HK Equity 188 5,954 4.79 4.94 3.13 1.01% 59.63 13 HK Equity 588 4,897 11.40 12.77 13.27 0.90% 20.04 16 HK Equity 12.74 c 27 HK Equity (11) (1,841) 7.60 7.65 0.27 2.13% (13.18) 2914 JP Equity - 950 33.71 33.71 0.00 0.89% 10.52 3382 JP Equity 60 2,327 38.42 39.42 3.47 0.75% 14.54 4063 JP Equity (14) 1,261 59.48 58.81 “1.06 1.07% 22.03 4502 JP Equity (17) 3,925 44.99 44.80 0.52 0.81% 7.80 4689 JP Equity 96 (1,855) 4.51 4.27 2.56 2.01% 10.98 5 HK Equity (17) (4,127) 10.15 10.19 0.72 0.59% (14.40) 5108 JP Equity (177) 3,466 35.93 34.18 5.07 1.01% (75.00) 5401 JP Equity 213 (5,599) 2.81 271 3.58 1.06% (55.53) 6301 JP Equity 6 1,264 21.90 22.02 0.49 1.04% 34.39 6752 JP Equity 10.58 c 6902 JP Equity 42.69 : 6954 JP Equity 450 6,629 6,392.98 169.10 7.04 0.96% 94.58 7201 JP Equity (26) (2,999) (3,742.97) 8.93 0.91 0.93% (133.62) 7203 JP Equity 84 (4,207) (5,259.85) 54.97 2.41 0.83% (64.30) 7267 JP Equity 258 (4,675) (4,885.01) 33.38 4.69 1.18% (118.56) 762 HK Equity (6) 1,286 (5,161.69) 158 0.28 1.62% (9.70) 7751 JP Equity (29) (1,098) (6,865.02) 32.26 -3.67 0.71% (4.38) 8031 JP Equity (280) (3,821) (4,775.88) 15.13 8.53 0.86% (34.60) 8058 JP Equity 32 3,225 (4,383.01) 19.31 1.09 0.90% 20.88 8306 JP Equity (6) (3,668) (4,603.66) 5.64 0.13 1.30% (65.32) 8316 JP Equity 5 (1,984) (2,000.57) 41.05 0.20 1.24% (25.21) 8411 JP Equity 8 4,324 197 0.29 0.61% 21.83 8604 JP Equity 241 (3,335) (3,504.39) 6.00 5.35 1.35% (61.14) 8801 JP Equity 143 2,660 30.48 32.11 3.99 1.35% 128.35 8802 JP Equity 99 (4,920) 24.34 23.85 1.49 1.36% (91.77) 9020 JP Equity (1) (5,379) 75.21 75.23 -0.03 0.90% (65.54) 941 HK Equity 485 (9,455) 10.19 9.67 5.20 0.99% 4.93 9432 JP Equity 388 6,077 53.19 56.58 7.20 0.89% 26.54 9433 JP Equity 82 3,581 55.66 56.93 191 1.20% 81.17 9437 JP Equity (262) (6,149) 15.59 16.26 5.01 0.85% (53.17) 9983 JP Equity 55 (3,406) 323.49 318.23 114 1.42% (106.71) EFTA00288790

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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 (25) (39) 131 (52) (49) 82 289 280 7,489 193 169 56 4,479 631 537 (181) (87) (45) 1,765 25 425 152 86 2,582 7,308 6,657 7,177 344 (12) 216 1,322 576 133 327 (8) 273 266 (17) 1,251 134 227 149 435 7,342 (2,982) 3,330 (3,165) (2,405) 8,888 4,097 (3,761) (3,812) 5,408 10,287 8,563 5,027 4,556 9,698 12,073 7,022 (2,978) 8,815 7,162 (3,302) 11,811 (2,898) 12,947 4,994 2,501 10,373 12,676 12,119 12,812 8,072 (3,184) 5,219 7,333 7,532 4,842 7,767 884 4,012 3,436 (331) 5,891 5,498 5,457 2,447 75.35 527.64 23.43 50.23 7.37 7.40 103.14 38.87 18.78 18.71 6.83 97.54 77.97 76.36 62.88 110.56 137.39 49.93 67.47 169.19 168.61 112.50 77.02 306.51 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 10.89 14.70 14.58 62.89 10.15 44.37 16.46 52.49 71.31 592.97 23.62 23.73 52.21 7.49 7.55 109.41 39.64 17.34 17.34 16.30 103.28 79.72 78.92 63.65 161.62 144.57 $3.75 71.57 167.54 167.55 111.20 88.53 303.88 30.75 90.07 101.13 89.37 78.51 78.73 78.48 133.50 15.03 4.28 114.84 58.10 75.54 140.72 10.79 15.70 15.71 66.08 12.30 45.46 17.15 55.68 -3.37 13.44 “1.47 2.81 1.64 1.88 7.75 2.99 6.81 6.54 120.62 16.58 3.80 5.26 1.72 24.37 9.28 8.53 5.64 1.33 0.87 1.07 25.02 0.44 4.34 3.71 2.50 28.77 33.77 31.89 34.00 5.12 0.35 2.97 19.31 10.36 5.16 4.63 0.55 4.78 5.36 5.57 26.38 6.06 3.05 5.67 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% 5.91 25.12 (0.91) (11.24) (7.00) (15.29) (34.08) 46.55 12.71 14.21 (77.86) 29.50 54.61 3.64 32.43 176.31 (49.44) 76.71 (159.90) 2.14 5.24 19.74 31.34 (37.93) 63.96 21.82 (6.04) (44.59) 176.46 219.82 150.96 60.59 (11.26) (57.68) 27.29 (44.42) 11.80 8.71 5.65 4.29 8.83 (1.70) (20.61) 25.12 (41.82) 16.60 EFTA00288791

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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 (633) 296 363 225 (8) 517 87 (40) 522 1,221 186 (15) 25 548 824 830 26 532 (24) (10) 251 2,661 1,222 21 557 67 2,618 699 22 4,463 2,052 1,059 2,014 895 242 190 894 (10) (4) (2) 1,557 2,335 1 1,943 (4,735) 8,431 6,839 1,066 (469) 8,609 3,418 (1,279) 13,003 5,212 3,908 (566) (2,667) 10,804 9,797 14,233 2,143 9,049 (1,532) 3,768 3,932 14,645 15,737 (2,800) 6,257 2,632 7,019 20,847 11,908 4,527 12,096 12,873 10,769 12,610 7,124 4,959 9,550 7,080 (960) (1,632) (1,388) 9,051 12,136 5,738 13,256 18.76 34.33 67.77 245.93 32.63 32.86 296.18 32.17 66.63 99.22 49.86 71.77 73.12 58.36 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 51.40 68.86 74.90 114.02 64.09 $2.22 24.10 22.86 25.13 64.26 125.37 60.80 21.27 35.53 71.37 297.79 33.22 34.84 303.68 33.17 69.30 122.46 52.24 73.73 72.43 61.31 8.42 127.56 6.75 109.72 29.56 47.39 36.56 106.86 74.73 56.95 39.43 150.85 97.84 67.20 89.02 50.24 49.64 59.56 40.35 59.61 77.51 78.56 116.29 AN/AN/A 72.18 52.74 24.15 22.90 29.45 28.94 76.62 125.62 69.71 14.35 4.33 5.62 12.61 -2.33 7.40 2.95 3.91 9.66 31.02 4.49 3.89 0.99 11.58 11.37 11.79 0.89 8.27 ~0.86 0.34 6.24 27.48 14.63 0.64 10.76 1.72 1.77 26.65 14.11 0.54 44.93 25.09 11.70 25.32 20.69 6.61 3.70 18.80 0.49 0.24 0.23 25.57 32.68 0.35 24.90 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% 8.49 219.43 60.90 1.58 (6.65) 45.50 (14.08) (15.87) 14.01 32.50 18.69 (9.83) 24.49 (4.89) (67.35) 38.94 7.19 (14.51) (23.19) 10.28 (30.49) 113.88 86.56 17.75 (53.41) 26.93 (71.53) (9.60) 3.40 (47.22) (164.37) 6.57 94.92 12.45 (8.95) 28.64 (9.87) (7.11) 2.93 (15.26) 17.58 152.38 (48.60) 27.93 42.07 EFTA00288792

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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 6,431 (10) 3,001 3,686 773 4,501 47 116 2,001 259 311 2,575 190 1,224 4,394 (40) 1,580 (48) 55 6,113 118 207 549 2,543 816 (64) 2,580 1,905 (70) (54) 74 (199) 958 342 311 232 201 1,961 171 2,685 156 1,737 71 (204) 3,695 23 13,908 (1,240) 13,266 8,377 10,094 10,090 2,332 5,021 10,085 (5,746) 4,148 7,396 660 6,712 10,622 2,037 11,143 (3,055) 9,210 9,189 10,986 8,739 12,231 8,902 11,929 2,996 5,841 13,127 7,934 (2,394) 5,260 (2,897) 2,630 5,057 2,865 4,560 3,721 14,528 5,607 13,140 4,205 21,315 3,248 (2,770) 11,635 4,771 62.20 42.53 55.21 63.20 86.88 51.66 30.86 73.91 68.57 76.47 17.01 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 18.76 72.84 63.70 12.51 67.05 72.48 14.82 44.06 33.25 126.61 32.53 33.22 62.63 21.99 22.32 77.50 50.27 49.51 5.22 16.25 34.81 90.97 42.86 67.71 91.02 93.53 #N/AN/A 74.70 31.48 75.61 82.17 73.03 18.29 50.04 37.87 17.59 87.61 71.80 72.28 5155 105.84 39.04 25.63 68.38 47.65 5.76 25.99 18.37 105.02 72.94 12.40 68.58 73.50 15.83 60.10 35.50 140.35 34.18 35.02 71.09 22.67 26.88 80.38 54.37 60.35 5.61 21.41 34.97 41.88 0.77 41.78 36.15 14.61 67.51 2.36 3.26 24.05 4.36 6.92 35.64 25.63 20.39 35.77 4.09 15.83 “1.45 0.99 72.33 1.43 3.57 8.61 36.18 11.79 -2.64 36.71 19.77 0.82 2.43 1.50 7.59 15.63 7.13 16.26 3.92 4.03 19.38 4.33 38.97 2.42 17.92 19.03 11.99 38.37 0.49 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% 290.72 (8.12) (111.32) 147.71 (36.21) (100.66) 11.54 48.89 (54.30) 43.69 7.50 20.59 5.19 60.43 62.42 0.01 240.69 (30.09) 39.31 (1.37) 17.97 33.24 (103.56) (92.77) (54.39) (40.16) 145.97 (43.01) 115.45 (3.39) 35.95 2.20 61.30 99.97 13.15 (34.17) (24.32) (183.49) (56.72) 86.14 9.24 38.65 (39.12) (22.29) 86.32 26.45 EFTA00288793

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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 (33) 264 623 1,916 385 (12) 6,498 2,235 26 2,077 (19) 2,801 1,122 3,849 342 321 3,974 (26) (8) 5,878 (13) 321 282 42 62 49 319 329 74 741 468 (35) 783 1,439 45 6,614 299 242 196 4,382 8,430 1,291 1,656 10,094 1,146 (1,463) 5,707 11,150 7,135 7,619 (2,058) 11,930 7,393 4,569 7,531 (4,032) 13,136 12,041 5,699 5,439 4,601 14,011 (3,652) (1,133) 17,142 (1,599) 9,903 (6,775) 5,506 3,592 3,530 8,087 2,488 4,953 2,016 (2,461) 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 12,469 $21.13 26.22 25.29 50.67 73.80 41.29 61.10 25.45 10.19 5.56 191.43 36.73 24.19 1.93 15.83 15.79 67.84 146.45 44.93 75.17 54.23 107.52 33.81 40.80 43.18 41.31 198.03 1.14 59.03 122.48 183.83 48.07 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 37.10 532.87 160.27 27.43 26.70 64.28 77.52 41.52 94.38 33.15 10.25 7.09 192.33 44.56 26.45 3.23 16.83 16.89 87.08 147.49 45.23 100.95 54.68 111.01 32.40 41.11 43.93 41.88 205.84 1.29 59.90 167.48 148.86 45.85 76.03 96.42 74.90 2,410.40 195.98 103.18 179.71 37.90 60.73 $1.95 18.78 AN/AN/A 142.75 40.51 1.56 5.30 6.95 27.67 6.33 0.87 92.64 29.38 0.96 44.00 0.62 30.55 16.59 52.89 5.01 5.37 43.16 1.28 0.52 73.63 1.02 5.86 5.60 141 1.64 1.35 6.29 10.82 2.12 48.30 7.23 4.79 13.29 78.84 0.99 46.86 7.58 5.77 10.18 42.35 59.19 16.23 60.56 79.35 20.84 1.44% 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% (17.25) 36.02 (30.52) 50.36 (69.84) (19.69) 39.55 116.81 14.26 (62.83) 1.53 79.00 21.29 (200.66) 2.44 10.16 (21.72) 13.28 1.07 83.65 (5.27) 49.56 (16.81) 40.12 37.48 33.96 63.52 (10.00) 41.51 12.85 46.81 (6.31) (14.20) 5.41 0.74 34.36 (18.75) 24.45 83.09 138.02 (93.16) 7.77 8.94 19.30 48.67 EFTA00288794

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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 1,211 1,315 1,142 542 329 4,731 443 1,207 2,599 293 3,906 442 7,080 753 2,049 5,577 4,032 300 1,813 1,947 190 20 22 214 (15) 543 18 (6) 337 997 130 8,976 753 1,830 2,526 2,501 2,312 842 739 1,181 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (1,819) 10,957 13,258 2,940 4,498 9,753 18,291 9,444 10,109 16,173 (4,107) 8,826 7,941 7,995 7,355 1,607 1,851 2,336 4,727 11,895 1,902 1,792 (1,386) 11,013 1,126 9,010 4,291 4,552 10,521 13,406 6,461 16,340 12,547 7,968 10,690 11,546 11,427 106.02 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 81.19 65.78 4.39 167.38 13.61 33.68 95.04 15.32 16.20 1,065.36 255.28 83.40 7.58 8.11 29.05 79.25 85.90 76.60 35.54 35.90 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.85 116.79 49.25 55.79 30.42 40.34 215.22 32.30 9.68 96.10 24.76 78.13 14.31 74.80 7.41 81.09 88.50 43.56 97.65 88.47 0.08 173.07 16.71 41.88 97.49 15.51 16.40 1,163.02 254.48 87.21 7.76 8.19 29.19 81.67 32.33 85.90 85.08 36.62 36.65 23.65 171.22 84.23 131.09 80.15 88.32 57.46 79.82 87.00 12.31 12.47 0.04 17.88 10.59 3.64 46.06 15.22 20.48 38.11 12.54 55.61 5.78 49.70 8.25 29.80 57.48 52.60 4.88 22.00 28.95 3.82 0.56 0.54 5.45 0.34 10.65 1.08 0.45 0.43 6.55 0.00 14.46 3.47 2.46 84.96 13.21 30.07 29.33 27.50 37.26 10.69 13.57 19.21 0.83% 86.06 0.90% 139.51 1.36% 13.41 0.80% 93.93 0.84% (11.49) 0.68% 67.49 0.69% (5.43) 1.60% (21.24) 0.54% (9.40) 0.51% (89.80) 0.79% 20.86 1.56% 15.12 0.78% 89.07 0.78% (50.38) 0.97% (18.60) 0.68% 129.44 0.60% (26.27) 1.87% 100.23 0.70% (69.30) 1.04% (5.25) 0.84% 12.91 0.68% 82.28 2.18% 24.46 2.20% 23.02 1.68% 6.50 0.93% (20.46) 0.43% 36.03 2.13% 28.71 2.30% 23.29 1.05% (2.04) 0.47% (29.92) 0.47% (4.31) 0.77% (33.78) 0.87% 43.84 0.86% 51.10 1.00% 350.80. 0.43% (49.96) 0.94% 66.93 0.53% 5.72 0.72% 39.15 0.78% 46.91 0.74% (57.09) 0.47% (9.57) 0.54% 32.26 EFTA00288795

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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 837 1,212 (354) (50) 117 183 6,041 243 980 (84) 1,460 1,214 (200) (228) (19) 2,620 860 1,010 1,662 (71) (221) 465 14 1,860 31 747 965 704 (373) 515 109 133 566 635 667 (281) 210 8,723 1,269 (11) 897 699 707 9,744 11,195 10,889 6,240 5,122 4,819 4,934 17,035 10,411 10,479 3,445 8,738 7,350 4,193 4,519 (1,051) 7,836 5,671 5,345 8,679 (1,300) 11,861 11,989 (2,352) 11,306 3,417 9,935 8,613 9,658 944 (4,132) 5,618 10,892 7,580 6,344 (8,574) 3,143 13,319 (5,268) (5,442) 10,218 7,801 (1,163) 10,896 (6,286) 5,234 36.73 37.76 39.07 301.81 59.39 54.83 54.04 212.78 65.86 49.09 107.67 8.57 8.63 80.42 80.42 69.81 44.08 118.49 114.81 84.17 644.63 44.10 168.62 22.09 26.71 65.17 36.68 86.36 36.78 25.76 359.52 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 39.89 39.81 43.42 285.61 58.82 56.16 56.04 288.24 67.39 53.68 105.11 10.01 10.05 76.76 76.56 71.08 58.82 136.46 136.52 100.29 680.09 43.29 175.16 88.02 21.95 31.11 65.77 39.44 96.04 39.46 25.76 391.96 36.15 47.91 16.30 16.28 59.37 59.28 4.89 7.39 111.02 117.87 71.15 46.79 92.79 4.97 136.47 15.81 10.09 19.28 2.86 -1.07 2.70 3.50 58.29 5.30 11.87 -3.07 22.55 22.35 5.63 5.93 2.21 32.96 18.99 23.47 34.71 5.82 -2.86 10.14 0.66 20.32 0.90 7.79 12.44 7.40 0.00 16.18 2.09 10.14 1.68 2.49 7.66 25.52 9.94 5.53 4.93 96.49 22.17 1.59 14.46 10.40 16.52 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% 0.89% 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% (9.38) (34.35) 24.99 (78.95) 176.01 19.28 (36.78) 38.22 (4.87) (46.79) (9.00) 33.75 40.39 8.45 (11.91) (2.19) (21.00) 57.70 73.31 (6.79) (13.32) (29.40) (65.43) (20.71) 16.36 5.51 77.06 13.45 84.30 13.71 (23.90) (53.56) (6.33) 19.44 22.56 28.99 (28.06) 45.89 (18.82) (105.77) (81.58) (81.23) (3.41) 64.06 (20.43) (92.26) EFTA00288796

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TWX US Equity 291 7,427 66.94 69.56 441 0.89% 18.44 TXN US Equity 4,016 12,205 34.93 46.42 29.31 1.12% (159.30) TYC US Equity 11,520 24,080 29.17 43.12 58.56 0.82% 302.49 UBS US Equity 281 5,489 19.43 20.43 6.48 0.79% (15.07) UBSN VX Equity 239 5,158 19.51 20.41 5.33 0.87% (0.08) UCG IM Equity 2,943 5,500 5.62 8.63 44.30 1.21% (136.07) ULVR LN Equity 232 6,329 42.99 44.56 4.95 0.74% 10.26 UNA NA Equity 190 5,283 41.53 43.02 5.11 0.70% 5.56 UNH US Equity 2,178 10,191 64.28 78.02 30.59 0.70% 40.48 UNP US Equity 2,008 12,014 165.36 193.00 25.38 0.66% 124.88 UPS US Equity 4,174 14,806 79.87 102.39 46.65 0.60% 240.02 USB US Equity 2,391 14,238 34.71 40.54 32.46 0.52% 26.79 UTX US Equity 6,829 15,190 82.05 118.94 62.91 0.71% 80.75 V US Equity 304 5,407 200.68 211.98 5.42 1.04% 4.48 VALE US Equity 183 (2,664) 14.92 13.90 4.17 1.65% (51.69) VALE3 BZ Equity 231 (2,939) 15.07 13.89 4.66 1.69% (48.70) VIAB US Equity 3,597 9,272 60.42 83.85 44.59 0.87% (88.80) VIV EP Equity (21) 2,668 26.19 25.98 “1.07 0.74% (18.73) VMW US Equity 279 4,785 89.16 94.36 3.65 1.60% (21.98) VOD LN Equity 134 (3,581) 3.85 3.71 4.13 0.90% 85.95 VOD US Equity 129 (3,458) 38.42 36.98 3.97 0.94% 83.34 VOW3 GR Equity 44 3,208 259.69 263.25 1.43 0.96% (0.23) VRX CN Equity 650 1,611 92.95 130.46 25.39 1.59% 14.54 VRX US Equity 750 1,880 93.20 130.41 24.81 1.61% 18.18 VTIUS Equity 672 5,134 86.91 98.29 24.70 0.53% 12.15 VWO US Equity 8 2,181 42.06 42.21 0.50 0.72% 16.26 VZ US Equity 44 (3,895) 48.44 47.89 1.97 0.57% 29.90 WBC AU Equity 780 11,844 30.87 32.90 9.49 0.69% 90.47 WES AU Equity 462 13,490 39.08 40.42 4.89 0.70% 109.96 WEC US Equity 3,342 12,761 39.49 49.83 54.84 0.48% 53.37 WLP US Equity 4,542 10,369 74.31 106.86 42.37 1.03% 66.57 WMT US Equity 342 9,262 76.31 79.13 8.43 0.44% 15.85 WOW AU Equity 8 1,890 34.30 34.45 0.47 0.92% 6.95 XOM US Equity 1,747 15,723 92.14 102.38 24.46 0.45% 57.30 XTA LN Equity #N/AN/A YHOO US Equity (21) 976 35.18 34.43 “1.19 1.82% 2.75 YUM US Equity 262 7,151 73.86 76.57 5.10 0.72% 41.66 ZURN VX Equity (111) 7,208 293.70 289.25 2.37 0.65% (4.68) 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 18,897 62,272 1,455.70 1,897.45 54.19 0.56% 34.24 NDX Index 10,289 37,348 2,831.19 3,611.13 30.57 0.90% (21.03) RTY Index 1,092 8,066 987.45 1,121.16 14.18 0.95% (100.86) EFTA00288797

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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 1,360 (416) 319 4 4,991 9,515 1,948 10,115 7,387 6,559 6,058 22,816 4,053 6,126 8,704 11,618 11,163 8,819 2,200 (31) 2,785 4,476 (69) 2,544 3,666 3 (309) 1,463 1,497 1,361 36,718 (50) 142 5,038 22 5,730 714 2,522 6,632 733 1,273 852 4,302 12,297 7,357 9,625 5,372 34,474 (10,458) 9,415 6,688 43,063 36,674 24,884 41,170 48,804 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 (21,271) 33,820 36,412 7,749 29,992 (33,248) 32,821 30,442 73,207 (1,941) 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 12,950.67 3,142.45 23,590.66 855.23 10,369.13 10,610.77 5,723.77 11,643.70 8,335.70 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 3,409.52 1,282.88 86.02 39.64 3,975.21 365.13 141.02 2,913.28 344.53 1.85 4,927.10 444.47 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 13,461.54 3,267.33 24,389.21 855.80 11,570.83 13,363.57 6,171.88 14,504.46 9,597.37 29,120.71 10,031.52 6,662.30 7.35 554.37 4,324.24 2,138.68 130.39 10,347.73 209.63 3,395.39 1,590.31 100.50 39.77 4,274.22 401.90 141.08 2,883.55 329.38 1.94 5,147.41 667.40 42.48 70.80 249.00 41.38 22.13 41.97 36.84 53.89 44.64 64.46 94.68 48.40 58.50 468.39 695.84 418.41 8.96 5.83 3.10 0.06 21.85 35.37 13.56 33.27 35.90 23.86 25.52 68.85 19.50 27.31 37.66 48.74 38.92 31.46 12.47 0.51 17.42 24.28 0.22 9.59 14.05 0.05 1.37 6.50 8.84 7.55 100.37 4.13 3.57 51.69 1.87 67.55 9.70 26.21 65.48 16.85 29.02 13.96 42.12 64.48 31.51 32.79 21.55 0.44% 0.68% 1.09% 1.14% 0.53% 0.73% 0.58% 0.74% 0.42% 1.09% 0.97% 0.83% 0.56% 0.50% 0.50% 0.57% 0.73% 0.68% 0.76% 0.81% 1.38% 0.69% 1.51% 0.78% 0.72% 0.92% 0.76% 0.68% 0.52% 0.59% 0.50% 0.62% 0.41% 0.68% 0.14% 0.62% 0.68% 0.75% 0.63% 0.36% 0.81% 0.63% 0.68% 0.78% 0.51% 1.03% 0.66% 8.14 (60.35) 13.34 9.87 52.44 55.00 (43.56) (114.86) (85.51) (101.19) F g (106.26) (25.00) Eo 5B 121.41 (26.15) = w in 2 (57.97) (94.90) (17.46) 27.64 8.36 38.10 25.91 (18.70) 39.28 15.91 56.46 (75.79) 183.07 EFTA00288798

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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 6,868 4,592 11,820 5,428 1,507 26,793 4,084 1,584 11,825 1,189 13 6,655 22,972 5,747 7,475 (88) 1,276 (62) 714 2,419 (33) 3,570 167 (7) 295 1,097 126 (35) 226 3,855 5,116 3,467 4,398 2,856 32,719 9,168 3,612 11,305 2,947 (94) 1,376 186 (339) 3,361 1971 38,710 51,146 28,923 28,384 30,361 61,074 25,840 14,222 43,418 36,027 16,765 22,890 39,247 18,886 40,565 (15,386) (15,640) (19,698) 30,849 18,950 (23,727) 53,418 57,396 65,318 44,333 68,895 (15,794) 35,152 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 20,844 (44,333) 69,857 89,647 359.38 456.85 222.31 482.69 678.15 609.16 917.36 343.07 386.09 800.20 432.46 261.12 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 90.26 220.12 763.21 1,212.36 220.02 1,502.12 819.02 169.49 221.20 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 349.03 429.04 86.29 464.03 1,008.64 1,507.67 423.14 497.87 313.15 574.99 711.81 876.39 1,062.35 381.28 491.24 826.62 432.80 337.03 272.75 208.49 4,400.14 5,017.98 19.54 109.24 101.70 4.36 90.39 234.83 765.43 1,212.24 221.48 1,526.04 812.49 169.32 222.07 375.34 508.40 363.80 1,774.59 1,289.71 477.77 1,885.53 1,388.94 480.65 761.11 348.38 445.84 87.06 467.58 1,057.16 1,540.82 36.22 16.03 63.54 29.58 13.57 86.24 24.83 13.39 36.18 6.91 0.16 48.20 70.64 26.81 29.36 1.24 11.48 0.43 3.71 9.38 0.26 134.40 2.87 0.05 1.80 6.20 3.21 0.42 1.85 17.25 23.71 16.18 20.45 12.77 182.12 67.43 16.58 93.13 13.97 0.67 15.56 1.34 2.34 17.21 8.97 0.49% 0.56% 0.64% 0.65% 0.37% 0.51% 0.64% 0.83% 0.75% 0.48% 0.49% 0.60% 0.83% 1.14% 0.63% 0.46% 0.71% 0.72% 0.62% 1.36% 0.53% 0.05% 0.10% 0.21% 0.37% 0.26% 0.25% 0.24% 0.21% 0.27% 0.27% 0.25% 0.26% 0.26% 0.23% 0.25% 0.26% 0.24% 0.31% 0.28% 0.25% 0.66% 0.33% 0.28% 0.25% (103.03) 171.64 (41.99) (17.99) (85.51) (18.41) (155.15) 19.83 1.13 (40.86) (121.40) (127.29) (78.91) 2.08 (150.34) 62.75 56.23 103.21 97.12 (17.88) 17.42 4.15 (38.89) (81.85) (125.04) (127.19) (104.85) (77.17) (120.56) (90.81) (140.41) (32.33) 1.44 (15.56) 197.50 (140.64) (94.76) 199.63 EFTA00288799