Atorus, LLC 5/14/2014 Current Date: Change on Day: | -0.21%| Total Return since 1/1/12: . msc World Change on 712M Return: T90 Day Return: No, of Positions 730 Day Return: . (+MTM) on = Current Long Exposure @ Cost: : Current Short Exposure @ Cost: on Day Starting Capital: Positions: Current NAV: (Gross Exposures): Profit Factor: Win Ratio: 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: Historically 2.25X - 3.25X, depending on measurement interval ~ 50% historically g He isislel2 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 % SS oS SP??? oS? SS? oh a” Be” od” oS” AB” BB” VO” BY “2 RENEE CIR Inn re ay hh EFTA00288800

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Atorus, LLC 5/14/2014 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 | 25.92%] DISCA US Equity (6,296) 0.11% XLF US Equity 5,591 0.30% KMI US Equity (6,775) 0.12% NVS US Equity 5,793 0.31% TGT US Equity (8,574) 0.15% JNJ US Equity 5,870 0.31% 941 HK Equity (9,455) 0.16% AEX Index 5,990 0.32% CO1 Comdty (14,773) 0.25% EDF FP Equity 6,202 0.33% SPGSCITR Index (15,386) 0.26% HON US Equity 6,284 0.34% XAG Curncy (15,640) 0.27% XLIUS Equity 6,463 0.35% JP_TSY CREDIT (18,304) 0.31% FTSEMIB Index 6471 0.35% INDEXCF Index (21,271) 0.37% ROG VX Equity 6,489 0.35% XAU Comdty (23,727) 0.41% DAI GR Equity 6,543 0.35% SHCOMP Index (33,248) 0.57% AZN SS Equity 6,577 0.35% SE_TSY CREDIT (44,333) 0.76% UTX US Equity 6,618 0.35% DK_TSY CREDIT 67,396 1.16% MAERSKB DC Equity 6,832 0.37% AU_TSY CREDIT 68,895 1.18% SX6P Index 6,842 0.37% CH_TSY CREDIT 69,857 1.20% AZN US Equity 7,093 0.38% STBCNZL Index 73,207 1.26% AZN LN Equity 7,206 0.39% lE_TSY CREDIT 78,270 1.34% NOVN VX Equity 7,257 0.39% BE_TSY CREDIT 79,771 1.37% ACA FP Equity 7,304 0.39% AT_TSY CREDIT 81,569 1.40% SXXP Index 7,341 0.39% FR_TSY CREDIT 82,246 1.41% SXSE Index 7,482 0.40% NL_TSY CREDIT 82,865 142% SMI Index 7,841 0.42% DE_TSY CREDIT 84,524 1.45% MDT US Equity 8,445 0.45% FI_TSY CREDIT 85,645 147% TMO US Equity 8,568 0.46% GB_TSY CREDIT 89,647 1.54% HEX Index 8,637 0.46% BEL20 Index 8,756 0.47% PRU LN Equity 8,966 0.48% IT_TSY CREDIT 9,257 0.50% DAX Index 9,541 0.51% INAV Impact of MTM by Category & Exposure SXAP Index 9,658 0.52% Listed Equitytong 0.227% MMM US Equity 9,904 0.53% Listed Equity Short | —-0.019% NDX Index 10,053 0.54% IBEX Index 10,274 0.55% fEquityCom Short 0.038% KFX Index 11,176 0.60% czoRatestong | (20% TYC US Equity 11,306 0.61% ES_TSY CREDIT 11,450 0.61% SXOP Index 11,583 0.62% SXIP Index 11,737 0.63% LUXXX Index 11,759 0.63% XLV US Equity 12,322 0.66% SPX Index 18,516 0.99% EFTA00288801

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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 22,232 22,858 27,133 32,824 36,718 1.19% 1.22% 1.45% 1.76% 1.97% 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 m@ EMEA Long m EMEA Short m AMER Long m AMER Short ® EquityCom Long ® EquityCom Short ® G20 Rates Long ® G20 Rates Short EFTA00288802

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Atorus, LLC 5/14/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 6,000,000 5,000,000 1,500,000 4,000,000 1,000,000 3,000,000 APAC — EMEA 7,000,000 __ ar 500,000 —= EquityCom (1,000,000) 1,000,000 Yh Pm Po oP’ WP’ at a } (2,000,000) PY a PA Pye x } (2,000,000) (3,000,000) 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 Re + SS os or T T T T T T T T T T T T -_ ay iv a7 > “) > > Sy SP mh CP PP” VP” VP” PP VP” VP” WP” VP” oh PPE PEA AW’ PPh Ph Wo EFTA00288803

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Atorus, LLC 5/14/2014 Current Gross Notional Risk by Category 245,643 599,879 m APAC m EMEA = AMER ® EquityCom = G20 Rates Performance Vs. MSCI World Index 2.5 195 175 a1s5 135 — Series] ais —— Series2 0.95 o7s + - 1 - 7 - - r - - - - r - - vb AY Wh DD > Dd Ce er er oy Wor ay a oy 0 oY oY oY AY oY Ao” Ao” A AY PPh hh Gh GP Poh NS % Sa Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series} 0.80% ) XY oO ~) iy 7 oN aX ee oe oe AN we HX MH MH Pr MH PP PM x ce x. \ wv EFTA00288804

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Atorus, LLC 5/14/2014 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 ’ le (O° 97 O° 9" 0" 9" 9° 9° 9° 9% 9° 9" 9" 0" 9° 9° 9° 9% 100g SPP AP AP" A? AO? LO? 7D” OS SPO PH" HD” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.17%) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 44.49%) EFTA00288805

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Atorus, LLC 5/14/2014 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 (47) (1,856) 55.84 57.24 -2.48 1.01% (37.42) 005380 KS Equity 57 3,149 224.39 228.43 1.81 0.99% 21.29 005490 KS Equity (170) (1,505) 272.57 303.31 “11.32 1.00% (3.14) 005930 KS Equity (34) (588) 1,296.86 1,371.04 -6.48 0.88% 2.13 012330 KS Equity 968 5,584 247.00 289.85 17.34 1.00% 164.76 1 HK Equity 808 12,607 16.18 17.22 6.55 0.98% 153.20 1299 HK Equity 172 5,954 4.79 4.93 2.96 0.98% (15.75) 13 HK Equity 653 4,897 11.40 12.92 14.44 0.92% 66.54 16 HK Equity 12.97 c 27 HK Equity 13 (2,232) 7.61 7.57 0.31 1.97% 24.07 2914 JP Equity 3 1,952 33.76 33.81 0.17 0.88% 5.77 3382 JP Equity 79 2,327 38.42 39.74 4.76 0.72% 19.23 4063 JP Equity (11) 1,959 59.30 58.98 0.53 1.02% 5.71 4502 JP Equity (6) 4,908 44.98 44.92 0.15 0.81% 13.28 4689 JP Equity 104 (1,855) 4.51 4.25 3.19 1.77% 9.81 5 HK Equity (59) (4,127) 10.15 10.30 -2.35 0.61% (41.09) 5108 JP Equity (112) 2,599 35.96 34.47 -4.16 1.04% 21.07 5401 JP Equity 206 (5,599) 2.81 271 3.64 1.01% (7.51) 6301 JP Equity 18 2,098 22.03 22.22 0.83 1.06% 19.90 6752 JP Equity 10.72 c 6902 JP Equity 43.91 : 6954 JP Equity 427 6,629 6,392.98 168.56 6.77 0.95% (22.70) 7201 JP Equity (58) (2,999) (3,742.97) 9.03 -1.98 0.97% (31.22) 7203 JP Equity 36 (4,207) (5,259.85) 55.62 1.01 0.84% (49.74) 7267 JP Equity 204 (4,675) (4,885.01) 33.80 3.67 1.19% (60.71) 762 HK Equity (14) 1,808 (5,161.69) 157 0.48 1.61% (11.32) 7751 JP Equity (6,865.02) 32.54 : 8031 JP Equity (261) (2,866) (4,775.88) 15.38 -10.01 0.91% (43.24) 8058 JP Equity 63 3,882 (4,383.01) 19.49 1.76 0.92% 37.82 8306 JP Equity 2 (3,668) (4,603.66) 5.63 0.04 1.24% 8.20 8316 JP Equity 4 (1,984) (2,000.57) 41.08 0.16 1.17% (1.32) 8411 JP Equity 58 5,474 2.00 1.62 0.65% 63.88 8604 JP Equity 181 (3,335) (3,504.39) 6.12 3.97 1.37% (68.88) 8801 JP Equity 165 2,660 30.48 32.37 4.63 1.34% 22.66 8802 JP Equity (23) (4,920) 24.34 24.46 0.34 1.36% (123.98) 9020 JP Equity 19 (5,379) 75.21 74.94 0.41 0.87% 20.52 941 HK Equity 396 (9,455) 10.19 9.77 4.32 0.97% (97.38) 9432 JP Equity 480 6,077 53.19 57.39 8.58 0.92% 93.27 9433 JP Equity (48) 3,581 55.65 54.91 -1.03 1.30% (125.28) 9437 JP Equity (356) (6,149) 15.59 16.50 6.74 0.86% (85.20) 9983 JP Equity 19 (2,554) 323.49 321.13 0.54 1.36% (23.42) EFTA00288806

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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 933 (47) 166 (54) (49) 556 108 252 247 7,304 539 103 130 4,348 666 489 (113) (51) (16) 16 1,840 59 531 151 98 2,477 7,206 6,577 7,093 333 21 147 1,286 542 126 373 (1) 315 309 (10) 1,268 158 117 158 506 7,342 (2,982) 3,674 (3,165) (3,012) 8,888 4,097 (3,958) (4,002) 5,408 10,287 8,563 5,607 4,556 9,698 12,469 7,022 (1,985) 8,815 7,162 (3,302) 11,945 (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 1,317 4,276 3,699 (165) 5,942 6,323 5,457 2,814 70.88 527.64 23.43 50.46 7.37 7.43 103.14 38.87 18.70 18.64 6.83 97.54 77.97 76.56 62.88 110.56 137.62 49.93 67.47 169.20 168.62 112.50 77.14 306.51 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 14.77 14.67 62.89 10.16 44.53 16.46 52.91 70.88 594.68 23.76 23.79 52.74 7.49 7.55 109.59 39.90 17.51 17.49 16.06 102.65 78.90 78.34 62.99 160.13 144.97 53.41 71.30 168.22 168.25 111.94 89.02 300.28 31.00 90.05 101.60 88.65 78.11 78.40 78.15 133.32 14.88 4.22 114.36 57.86 75.43 141.52 10.88 15.86 15.89 66.76 12.33 45.65 16.82 55.88 0.00 13.79 1.86 3.25 1.74 1.54 8.58 3.85 5.48 5.37 115.34 14.06 1.93 3.53 0.24 23.37 9.69 7.69 5.24 0.78 ~0.30 0.47 26.23 1.03 5.47 3.77 2.88 27.14 33.45 31.85 33.73 5.26 0.60 1.98 19.52 9.93 4.88 5.52 0.05 5.13 5.79 6.95 27.86 6.09 1.55 5.24 1.67% 0.92% 0.84% 1.39% 0.99% 1.06% 0.73% 0.69% 1.16% 1.15% 1.17% 0.37% 0.62% 0.66% 0.73% 1.92% 0.55% 0.91% 1.09% 0.75% 0.73% 1.05% 0.59% 1.98% 0.75% 0.80% 1.36% 0.88% 1.70% 1.70% 1.64% 0.78% 1.08% 1.42% 0.90% 0.72% 0.53% 0.87% 1.74% 1.43% 1.44% 0.88% 0.77% 0.41% 1.38% 1.07% (3.07) 23.91 (7.94) 39.11 (2.16) 15.74 26.80 (42.79) (38.19) (183.12) (66.66) (88.99) (42.41) (47.26) (130.13) 37.15 (47.44) 6.90 35.37 29.50 (22.14) 75.92 35.01 106.89 (1.43) 12.26 (103.91) (101.65) (79.76) (83.98) (10.80) 32.61 (68.34) (36.11) (33.71) (6.76) 45.77 10.83 45.25 45.71 (1.59) 16.82 27.29 (107.91) 10.56 EFTA00288807

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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 (574) 375 442 225 (5) 382 71 (23) 545 1,221 173 (16) 19 581 835 849 37 512 (16) (30) 229 2,611 1,408 55 502 77 97 2,590 734 (5) 4,385 2,013 1,197 1,974 790 244 98 898 (2) (3) (18) 1,534 2,241 46 2,121 (4,735) 8,431 6,839 1,066 (235) 8,609 3,418 (639) 13,003 5,212 3,908 (377) (3,355) 11,170 9,797 14,233 2,143 9,049 (1,021) 3,768 3,932 14,645 15,737 (2,800) 6,257 2,632 7,019 21,171 11,908 4,527 12,096 12,873 10,769 12,795 7,124 5,584 9,550 7,080 (1,152) (2,152) (2,304) 9,187 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 72.97 58.45 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 59.79 84.09 50.01 36.26 51.38 36.73 51.50 68.86 75.30 114.02 64.09 52.22 24.11 22.87 25.18 64.26 125.37 60.80 21.04 35.86 72.15 297.74 33.34 34.32 302.36 33.31 69.42 122.46 52.07 74.83 72.55 61.49 8.42 127.72 6.79 109.48 29.55 47.15 36.36 106.56 75.55 56.25 39.11 151.37 98.08 67.10 89.27 49.95 49.41 59.41 40.82 59.45 76.49 78.58 115.19 AN/AN/A 72.21 52.32 24.15 23.06 29.39 29.06 76.13 126.38 70.52 12.80 5.35 7.03 13.06 -2.93 5.18 2.40 4.40 10.15 33.47 4.20 5.85 0.61 12.34 12.64 12.10 1.27 8.20 ~0.88 1.02 5.86 26.75 16.54 1.70 9.96 2.11 2.14 26.88 14.79 0.13 43.51 24.93 13.02 24.75 17.33 5.94 1.82 19.81 0.10 0.15 1.25 24.90 31.34 1.38 26.43 0.95% 0.83% 0.92% 1.61% 0.75% 0.86% 0.87% 0.81% 0.41% 0.70% 1.06% 0.73% 0.95% 0.42% 0.67% 0.49% 1.38% 0.69% 1.78% 0.77% 0.99% 0.67% 0.54% 1.16% 0.81% 1.38% 0.65% 0.46% 0.42% 0.89% 0.83% 0.63% 0.85% 0.62% 0.64% 0.73% 0.56% 0.64% 1.94% 0.94% 0.64% 0.67% 0.59% 0.58% 0.61% 46.19 79.83 79.81 (0.20) (0.86) (133.00) (15.23) (2.58) 22.93 (0.13) (12.84) (5.35) (5.91) 34.13 11.37 18.42 11.11 (20.79) 0.12 (19.67) (21.75) (49.62) 188.57 35.14 (54.68) 9.35 17.47 (33.06) 35.99 (26.70) (78.18) (38.46) 139.63 (40.01) (103.72) 1.97 (91.56) 3.91 9.10 0.58 (16.12) (23.52) (93.05) 34.78 179.60 EFTA00288808

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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 6,543 (11) 3,029 3,737 570 4,444 47 118 1,859 315 350 2,605 190 1,246 4,069 1,527 (50) 91 6,202 187 89 581 2,412 770 (88) 2,544 1,930 (78) (46) 33 (190) 942 354 290 154 139 1,966 156 2,651 175 1,646 645 (142) 3,566 16 13,908 (1,902) 13,319 8,377 10,094 10,090 2,332 5,021 10,263 (6,296) 4,627 7,396 660 7,143 10,622 1,130 11,143 (2,291) 9,210 9,189 10,986 8,739 12,231 8,902 11,929 2,996 5,841 13,127 7,934 (2,553) 5,260 (2,897) 2,630 5,380 3,238 5,086 4,207 14,528 5,607 13,140 4,205 21,798 3,248 (2,955) 11,635 4,771 62.20 42.64 55.25 63.20 86.88 51.66 30.86 73.91 68.75 76.16 17.15 37.11 29.41 15.02 61.97 71.30 63.30 50.75 105.22 23.45 25.35 66.80 45.61 4.48 24.33 18.75 72.84 63.70 12.51 67.05 72.48 14.82 44.06 33.38 127.97 32.64 33.36 62.63 21.99 22.32 77.50 50.35 49.51 5.22 16.25 34.81 91.47 42.88 67.82 91.40 91.78 #N/AN/A 74.41 31.48 75.64 81.20 72.34 18.45 50.18 37.88 17.64 85.71 71.30 71.98 51.85 106.25 39.27 25.78 67.47 47.77 5.70 25.90 18.22 104.57 73.06 12.39 68.25 72.93 15.79 59.84 35.58 139.41 33.63 34.46 7141 22.61 26.82 80.74 54.16 59.35 5.47 21.23 34.92 44.70 0.59 43.82 37.77 10.56 67.47 2.46 3.35 22.29 4.85 7.20 37.89 27.06 20.47 32.13 0.00 15.79 -2.00 1.66 74.09 2.26 1.46 9.84 34.41 11.49 3.75 36.66 21.41 0.92 1.93 0.65 8.46 15.66 6.99 13.56 2.37 2.51 19.88 4.09 38.53 2.95 16.48 16.89 7.19 36.57 0.35 1.05% 0.97% 0.52% 1.18% 0.53% 0.65% 0.82% 0.70% 0.81% 1.03% 1.05% 0.93% 1.07% 0.85% 1.19% 0.49% 0.87% 1.09% 0.59% 0.91% 0.75% 0.69% 0.48% 0.79% 0.56% 0.78% 1.19% 0.69% 1.07% 0.93% 0.95% 0.78% 2.29% 0.94% 0.66% 1.28% 1.31% 0.68% 0.68% 0.52% 142% 0.46% 1.18% 0.67% 0.84% 0.94% 112.88 (1.24) 27.74 51.00 (199.09) (56.42) 0.02 1.90 (143.13) 62.21 43.38 29.56 0.25 23.66 (317.67) (7.83) (53.04) (12.91) 36.22 89.44 68.80 (117.07) 32.37 (129.75) (45.19) (23.85) (35.56) 24.71 (8.36) 11.70 (40.69) 7.27 (15.49) 13.34 (23.70) (85.31) (69.16) 4.36 (15.18) (33.49) 19.29 (92.36) (64.46) 67.12 (127.92) (6.91) EFTA00288809

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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 (10) 218 672 1,899 285 (10) 6,284 2,213 62 2,100 2,831 1,107 3,758 359 337 3,837 (30) (5) 5,870 (2) 329 144 25 49 345 331 93 715 506 (33) 543 1,444 18 6,832 276 219 178 4,270 8,445 1,124 1,644 9,904 1,090 (731) 823 5,707 11,150 7,135 7,619 (1,029) 11,930 7,473 4,576 7,531 (4,032) 13,278 12,041 5,699 5,715 4,601 14,011 (3,652) (567) 17,142 (2,410) 9,903 (6,775) 5,506 3,592 4,117 8,087 2,488 4,953 2,016 (2,461) 537 2,614 2,297 3,476 14,148 5,711 9,603 2,181 13,641 20,811 7,556 3,201 21,331 12,658 521.13 159.83 26.22 25.29 50.67 73.80 41.29 61.10 25.51 10.19 5.56 191.43 36.80 24.19 1.93 15.88 15.79 67.84 146.45 44.93 75.17 54.38 107.52 33.81 40.80 43.18 41.39 198.03 1.14 59.03 122.48 183.83 48.01 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 37.15 528.46 159.83 27.22 26.81 64.16 76.56 41.68 93.28 33.07 10.33 7.11 189.32 44.65 26.42 3.20 16.88 16.94 86.41 147.63 45.29 100.91 54.42 111.09 33.09 40.99 43.90 41.88 206.48 1.29 60.14 165.89 146.02 45.26 74.06 96.57 74.31 2,435.71 195.23 102.93 178.38 37.66 60.76 50.97 18.73 HN/AN/A 141.88 40.34 0.97 0.00 4.42 7.73 27.42 4.59 “1.56 86.89 30.69 2.18 47.78 141 30.53 16.28 56.20 5.08 5.60 41.44 “LAT 0.65 74.77 0.10 6.22 271 0.86 158 1.17 7.03 11.22 2.69 45.25 7.70 5.95 11.59 79.84 0.39 51.27 7.08 5.13 9.26 40.22 60.92 13.80 62.49 77.69 19.06 1.44% 5.96 1.03% (2.23) 0.87% (45.51) 0.78% 49.11 0.97% (16.42) 0.81% (98.80) 0.60% (3.72) 0.61% (211.43) 0.96% (22.09) 0.62% 35.75 0.58% 22.53 0.78% 63.78 0.70% 30.91 0.56% (15.21) 1.17% (90.97) 1.24% 17.72 1.31% 15.81 0.66% (136.40) 0.55% (3.46) 1.25% (0.75) 0.46% (7.86) 0.83% 11.25 0.53% 8.13 0.78% (147.54) 0.53% (16.51) 1.06% (2.22) 1.01% (0.06) 0.61% 25.97 1.18% 1.75 0.70% 19.45 0.78% (25.99) 2.67% 56.75 1.02% (6.45) 1.79% (81.61) 0.79% 5.68 1.32% (27.19) 0.94% 220.36 0.68% (22.92) 0.44% (23.60) 0.88% (17.45) 0.78% (111.12) 0.67% 15.37 1.08% (164.20) 0.82% (12.77) 0.60% (189.08) 0.45% (57.01) EFTA00288810

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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 1,229 1,440 (15) 1,124 552 (25) 4,849 446 1,271 2,684 257 3,829 436 7,257 615 2,010 5,793 4,034 339 1,863 1,946 170 7 24 194 (85) 521 51 27 (0) 292 (0) 829 202 159 8,966 768 1,780 2,559 2,594 2,277 731 566 996 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 16,354 (4,107) 8,826 8,065 8,081 7,355 1,998 1,851 2,920 4,727 12,286 2,182 1,792 (2,034) 11,013 2,070 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 65.98 4.39 167.38 13.64 33.75 95.04 15.36 16.20 1,081.92 255.20 83.51 7.61 8.11 29.10 79.25 85.89 76.60 35.54 35.90 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.85 116.95 50.04 56.33 30.19 40.26 215.54 31.46 9.68 96.68 24.71 78.55 14.39 73.97 7.34 81.05 89.12 42.98 97.33 89.35 0.08 173.81 16.80 41.87 97.24 15.49 16.41 1,153.65 250.67 87.05 7.79 8.23 29.10 81.35 32.19 85.87 83.65 37.22 37.15 23.64 171.41 83.73 131.33 80.64 88.02 56.91 78.70 85.72 12.53 13.42 0.49 17.81 10.92 0.26 47.61 15.33 21.15 38.26 10.86 56.03 5.72 51.12 6.84 29.30 57.91 53.01 5.73 23.99 31.21 3.50 0.40 0.59 4.10 1.98 10.23 1.13 0.67 ~0.02 5.54 ~0.03 11.23 5.44 4.15 88.13 13.41 30.77 29.77 28.84 37.76 9.01 9.53 15.10 0.82% 17.51 0.91% 126.71 1.39% (16.55) 0.79% (17.70) 0.83% 10.02 0.73% (345.27) 0.68% 119.15 1.60% 4.48 0.55% 64.86 0.53% 85.34 0.81% (35.26) 1.52% (76.01) 0.78% (5.47) 0.78% 178.17 0.95% (135.84) 0.68% (38.66) 061% 219.24 1.85% 182.71 0.67% 39.16 0.96% 50.73 0.77% (1.46) 0.66% (19.44) 2.18% (2.68) 2.20% 2.09 1.62% (25.08) 0.91% (69.35) 0.41% (22.66) 2.08% 8.58 2.25% 8.89 1.05% 5.89 0.48% (44.97) 0.46% (0.61) 0.82% (164.99) 0.87% 73.35 0.84% 64.03 0.97% (9.97) 0.43% 15.44 0.90% (49.57) 0.53% 33.45 0.72% 93.93 0.76% (34.59) 0.76% (110.25) 0.51% (170.35) 0.58% (181.97) EFTA00288811

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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 691 479 1,061 (305) (58) 145 238 6,489 266 1,030 (38) 1,522 1,261 (190) (203) (5) 2,615 775, 941 1,716 (40) (99) 389 38 1,972 (3) 792 671 733 (355) 117 549 216 229 578 642 801 (308) 222 8,568 1,249 (11) 883 710 669 9,744 11,195 10,889 6,240 5,122 4,819 4,934 17,035 10,940 10,821 2,296 8,833 7,459 4,193 4,519 (525) 7,836 5,671 5,345 8,679 (650) 11,861 12,383 (2,352) 11,476 3,883 10,520 8,613 9,658 1,881 (4,132) 5,618 10,892 7,580 6,344 (8,574) 3,143 13,319 (5,268) (5,442) 10,218 7,801 (775) 11,290 (6,286) 5,234 36.73 37.76 39.07 302.06 59.39 54.83 54.04 212.78 65.94 49.23 107.71 8.59 8.65 80.44 80.47 69.81 44.08 118.49 114.81 84.17 644.63 44.11 168.79 22.09 26.77 65.17 36.83 86.36 36.78 25.83 359.52 35.62 45.74 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 46.35 85.96 5.60 120.22 39.34 39.37 42.88 287.98 58.73 56.48 56.65 293.84 67.54 53.92 105.97 10.07 10.11 76.94 77.00 70.46 58.80 134.69 135.03 100.81 684.20 43.74 174.09 87.94 21.73 31.38 65.12 39.61 93.09 39.58 25.90 390.43 36.36 48.05 16.52 16.52 59.29 59.39 4.94 7.43 110.78 116.91 70.99 47.02 92.68 4.96 135.59 12.66 7.75 16.65 2.53 1.23 3.46 4.52 58.89 5.66 13.16 -2.07 24.68 24.10 5.45 5.26 1.13 33.40 16.39 21.98 34.79 6.50 1.25 7.88 1.80 21.68 -0.06 7.76 7.90 7.74 0.30 -15.41 2.94 10.92 3.44 4.04 7.83 26.54 11.26 -6.03 5.21 95.74 21.99 251 13.94 11.58 15.34 0.56% (143.57) 0.55% (128.84) 0.59% (148.94) 1.93% 49.30 0.92% (7.28) 0.87% 28.19 1.07% 56.25 0.65% [ASE 0.43% 24.23 0.72% 51.66 0.79% 18.56 0.70% 63.14 0.70% 47.44 0.83% 9.69 0.86% 24.53 0.83% 4.59 1.00% (5.13) 0.83% (83.56) 0.80% (68.71) 0.57% 54.04 0.94% (3.69) 0.67% 123.88 0.40% (77.96) 0.89% 23.74 0.79% 114.82 1.06% (38.38) 0.97% 48.19 0.99% (284.42) 0.98% 29.49 0.90% 10.33 0.56% 14.70 0.71% 33.46 0.46% 34.25 0.83% 108.89 0.89% 97.10 0.86% 13.29 0.77% 7.20 0.53% 135.67 0.97% (24.08) 0.78% 12.66 0.88% (153.37) 0.73% (20.25) 0.58% (3.68) 0.56% (14.73) 0.98% 14.21 0.83% (37.79) EFTA00288812

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TWX US Equity 249 7,427 66.94 69.19 3.86 0.87% (41.04) TXN US Equity 3,816 12,205 34.93 45.85 27.22 1.15% (197.31) TYC US Equity 11,306 24,080 29.17 42.86 58.69 0.80% (212.87) UBS US Equity 294 5,489 19.43 20.48 7.29 0.74% 12.79 UBSN VX Equity 258 5,158 19.51 20.48 5.71 0.87% 19.18 UCG IM Equity 2,816 5,500 5.62 8.50 42.53 1.20% (124.66) ULVR LN Equity 219 6,329 42.99 44.47 5.14 0.67% (12.65) UNA NA Equity 198 5,283 41.53 43.09 5.80 0.65% 8.13 UNH US Equity 2,051 10,191 64.28 77.22 27.58 0.73% (125.66) UNP US Equity 1,955 12,202 165.72 192.27 23.91 0.67% (53.28) UPS US Equity 4,073 14,806 79.87 101.84 44.41 0.62% (100.82) USB US Equity 2,322 14,238 34.71 40.37 31.37 0.52% (68.25) UTX US Equity 6,618 15,190 82.05 117.80 60.74 0.72% (208.94) V US Equity 266 5,407 200.76 210.63 471 1.04% (35.96) VALE US Equity 144 (2,664) 14.92 14.11 3.23 1.67% (44.01) VALE3 BZ Equity 176 (2,939) 15.07 14.16 3.46 1.74% (62.48) VIAB US Equity 3,480 9,272 60.42 83.09 43.75 0.86% (115.48) VIV EP Equity (18) 2,134 26.19 25.96 “1.27 0.68% (1.60) VMW US Equity 248 4,785 89.16 93.78 3.35 1.55% (31.38) VOD LN Equity 133 (3,581) 3.85 3.71 4.22 0.88% (1.20) VOD US Equity 118 (3,458) 38.42 37.10 3.63 0.94% (11.65) VOW3 GR Equity 2 3,208 259.69 259.89 0.08 0.93% (40.98) VRX CN Equity 603 1,611 92.95 127.74 23.55 1.59% (46.14) VRX US Equity 695 1,880 93.20 127.67 23.03 1.61% (54.15) VTIUS Equity 649 5,134 86.91 97.90 24.19 0.52% (22.81) VWO US Equity 21 3,307 42.20 42.46 0.87 0.72% 19.65 VZ US Equity 30 (3,895) 48.44 48.06 1.33 0.58% (14.02) WBC AU Equity 479 11,844 30.87 32.12 5.38 0.75% (294.13) WES AU Equity 463 13,490 39.08 40.42 491 0.70% 1.35 WFC US Equity 3,187 12,761 39.49 49.35 49.20 0.51% (153.11) WLP US Equity 4,367 10,369 74.31 105.61 39.37 1.07% (172.74) WMT US Equity 294 9,262 76.31 78.73 7.23 0.44% (48.39) WOW AU Equity 12 2,834 34.38 34.53 0.48 0.90% 6.09 XOM US Equity 1,748 15,723 92.14 102.38 25.13 0.44% 1.04 XTA LN Equity #N/AN/A YHOO US Equity (18) 390 35.91 34.31 2.58 1.80% (1.29) YUM US Equity 203 7,151 73.86 75.96 4.01 0.71% (58.37) ZURN VX Equity (91) 7,208 293.72 290.05 “1.96 0.65% 19.69 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 18,516 62,272 1,455.70 1,888.53 53.84 0.55% NDX Index 10,053 37,348 2,831.19 3,593.25 31.32 0.86% RTY Index 783 4,760 947.28 1,103.14 17.07 0.96% EFTA00288813

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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 1,431 (215) 419 29 4,863 9,541 1,940 10,274 7,841 6,471 5,052 22,232 4,231 5,990 8,756 11,759 11,176 8,637 2,223 (42) 3,008 4,588 (260) 2,955 3,526 29 (3) 1,522 1,803 1,412 36,718 (32) 167 4,884 26 5,591 771 2,451 6,463 664 1,198 857 4,306 12,322 7,341 9,658 5,515 35,883 (5,229) 9,415 9,066 43,063 36,674 24,884 41,170 49,310 25,266 24,476 40,099 37,337 44,526 46,481 41,632 39,508 41,358 23,118 5,536 11,622 26,592 (21,271) 33,820 37,780 10,403 29,992 (33,248) 34,691 32,079 73,207 (971) 9,689 14,269 8,156 13,610 10,859 12,860 16,147 12,093 5,441 10,089 14,930 24,346 45,756 28,526 37,626 12,970.96 3,142.45 23,590.66 856.20 10,369.13 10,610.77 5,723.77 11,643.70 8,347.57 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 3,409.38 1,282.88 86.02 39.64 3,975.21 366.30 141.15 2,913.59 344.53 1.86 4,938.27 41.41 69.78 184.03 41.27 15.57 39.38 30.80 38.20 42.09 52.24 87.31 37.57 38.87 403.51 520.28 366.14 13,488.12 3,271.58 24,640.01 858.94 11,540.04 13,371.32 6,170.03 14,549.53 9,674.98 29,039.85 9,700.99 6,600.54 7.38 552.88 4,328.31 2,144.37 130.42 10,310.14 209.82 3,383.83 1,614.97 100.86 40.13 4,322.60 400.49 141.55 2,913.30 328.76 1.96 5,155.71 #N/AN/A 42.78 70.98 247.01 41.40 21.97 42.18 36.67 53.49 44.40 63.74 94.72 48.41 58.54 468.25 696.43 419.81 9.24 6.10 4.02 0.29 21.73 37.94 14.12 35.42 36.91 24.52 19.63 65.97 20.63 27.78 39.63 49.61 41.60 31.85 12.57 0.95 18.59 25.03 0.87 11.14 13.03 0.30 0.01 6.77 9.54 747 100.37 5.43 4.34 50.39 2.43 64.04 10.59 26.32 63.69 14.75 27.62 13.95 43.28 66.17 32.02 32.90 22.35 0.43% 0.67% 1.11% 1.12% 0.52% 0.69% 0.55% 0.70% 1.04% 1.05% 0.84% 0.55% 0.48% 0.48% 0.57% 0.68% 0.66% 0.76% 0.79% 1.39% 0.69% 141% 0.78% 0.72% 0.93% 0.78% 0.68% 0.54% 0.59% 0.50% 0.61% 0.40% 0.68% 0.13% 0.64% 0.67% 0.72% 0.63% 0.37% 0.80% 0.61% 0.67% 0.76% 0.50% 1.03% 0.66% 73.69 (6.52) 101.12 33.41 (127.52) 26.80 (8.05) 0.43% NASR) (88.12) 178.21 (135.39) 52.05 141.86 12.15 (181.62) 22.88 (18.71) 112.51 (188.23) (144.91) 34.91 64.51 (6.63) 25.06 (153.06) 3.95 (138.82) 58.20 (70.65) (167.82) (68.59) (74.15) 4.62 3.97 25.07 (15.62) 32.83 143.92 EFTA00288814

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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 SXS5E 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 6,842 4,514 11,737 5,340 1,621 27,133 4,177 1,530 11,583 1,173 (36) 5,038 22,858 5,590 7,482 (164) 1,090 (175) 922 2,463 (260) 3,615 344 251 434 1,304 44 197 462 4,189 5,516 3,754 4,772 3,127 32,824 9,257 3,940 11,450 3,140 23 1,411 256 (393) 3,501 2,207 38,710 51,146 28,923 28,384 31,018 61,074 25,840 14,222 43,418 37,292 16,765 18,312 39,247 18,886 40,565 (15,386) (15,640) (14,773) 30,849 18,950 (23,727) 53,418 57,396 65,318 51,040 68,895 (18,304) 46,970 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 89,647 359.38 456.85 222.31 482.69 678.88 609.16 917.36 343.07 386.09 801.05 432.46 261.12 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 89.98 220.12 763.21 1,212.36 220.30 1,502.12 818.12 169.73 221.20 358.40 477.76 349.64 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 1,507.67 422.91 497.18 312.51 573.50 714.35 879.78 1,065.65 379.97 489.09 826.25 431.53 332.95 272.25 207.16 4,400.84 5,042.63 19.79 110.19 102.37 4.37 90.96 235.02 767.78 1,217.02 222.17 1,530.55 816.14 170.44 222.98 376.81 510.79 364.97 1,782.25 1,293.71 478.22 1,888.15 1,394.20 481.78 763.20 349.19 446.27 87.35 468.15 1,059.18 1,544.79 36.87 15.68 63.63 28.97 14.08 87.74 25.07 13.03 35.78 6.56 0.43 44.21 70.37 26.46 29.69 2.44 9.72 1.73 4.66 10.01 -2.04 131.94 5.73 1.84 2.39 7.29 0.94 1.67 3.70 18.81 25.13 17.58 22.01 14.19 182.80 69.53 18.13 94.69 14.95 0.16 16.03 1.87 -2.83 18.27 9.94 0.48% 0.56% 0.64% 0.65% 0.37% 0.51% 0.64% 0.83% 0.75% 0.48% 0.50% 0.62% 0.83% 1.12% 0.62% 0.44% 0.72% 0.69% 0.64% 1.30% 0.54% 0.05% 0.10% 0.21% 0.36% 0.26% 0.26% 0.25% 0.22% 0.27% 0.28% 0.25% 0.26% 0.26% 0.23% 0.24% 0.26% 0.24% 0.31% 0.29% 0.25% 0.66% 0.31% 0.27% 0.25% (25.05) (77.84) (83.05) (87.24) 116.49 93.06 (54.23) (241.08) (17.09) (49.05) (113.55) (156.29) 7.70 (74.77) (216.53) (126.95) 44.22 (147.99) 44.47 8 8 - BBE x & 35.26 (53.56) 140.17 EFTA00288815