Atorus, LLC 5/15/2014 Current Date: 5/15/2014 hange on Day: -1.78% Total Return since 1/1/12: 83.13% MSCI World Change on 712M Return: ay -0.74% T90 Day Return: 2.31% No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: 5,426,115 No of Positions (-MTM) on Day Net Exposure: Current No. of ad Starting Capital: Positions: Current NAV: 831,342 no ere (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: Ht 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 - SS HF HH? oH? 8? SF og? 9? rsh gh PPP PP PP PP” Ph” PP” Ph PEP EAP gM PVP AP PL Po EFTA00288816

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Atorus, LLC 5/15/2014 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 | 25.48%] DISCA US Equity (6,841) 0.12% XLF US Equity 5,372 0.29% MEXBOL Index (8,366) 0.14% AEX Index 5,601 0.31% TGT US Equity (8,574) 0.15% BE_TSY CREDIT 5,804 0.32% 941 HK Equity (9,455) 0.16% JNJ US Equity 5,805 0.32% CO1 Comdty (9,849) 0.17% NVS US Equity 5,861 0.32% JP_TSY CREDIT (13,728) 0.24% HON US Equity 5,904 0.32% SPGSCITR Index (15,386) 0.26% EDF FP Equity 6,238 0.34% XAG Curncy (15,640) 0.27% XLI US Equity 6,264 0.34% INDEXCF Index (21,271) 0.36% UTX US Equity 6,264 0.34% XAU Comdty (23,727) 0.41% SX6P Index 6,324 0.35% SHCOMP Index (33,248) 0.57% DAI GR Equity 6,483 0.35% SE_TSY CREDIT (44,333) 0.76% AZN SS Equity 6,660 0.36% DK_TSY CREDIT 67,396 1.16% MAERSKB DC Equity 6,727 0.37% CH_TSY CREDIT 69,857 1.20% SXSE Index 6,773 0.37% AU_TSY CREDIT 71,396 1.22% ROG VX Equity 6,819 0.37% STBCNZL Index 73,207 1.26% SXXP Index 6,857 0.37% IE_TSY CREDIT 78,270 1.34% ACA FP Equity 6,859 0.37% BE_TSY CREDIT 79,771 1.37% NOVN VX Equity 7,395 0.40% AT_TSY CREDIT 81,569 1.40% AZN US Equity 7,422 0.41% FR_TSY CREDIT 82,246 1.41% AZN LN Equity 7,424 0.41% NL_TSY CREDIT 82,865 1.42% BEL20 Index 7,956 0.43% DE_TSY CREDIT 84,524 1.45% SMI Index 8,028 0.44% FI_TSY CREDIT 85,645 1.47% MDT US Equity 8,085 0.44% GB_TSY CREDIT 89,647 1.54% HEX Index 8,172 0.45% TMO US Equity 8,333 0.46% IT_TSY CREDIT 8,744 0.48% PRU LN Equity 8,786 0.48% IBEX Index 9,064 0.49% INAV Impact of MTM by Category & Exposure SXAP Index 9,064 0.49% DAX Index 9,072 0.50% MMM US Equity 9,628 0.53% NDX Index 9,683 0.53% fEquityCom Short | (0.075% SKOP Index 10,206 0.56% Js20Ratestong 800% KFX Index 10,752 0.59% TYC US Equity 10,849 0.59% ES_TSY CREDIT 11,115 0.61% LUXXX Index 11,159 0.61% SXIP Index 11,192 0.61% XLV US Equity 11,953 0.65% SPX Index 17,759 0.97% EFTA00288817

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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 20,342 21,271 27,283 32,619 36,718 1.11% 1.16% 1.49% 1.78% 2.00% 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 EFTA00288818

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Atorus, LLC 5/15/2014 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 —_—— EMEA 7,000,000 __ aer 500,000 000.000 —= EquityCom G20 Rates ° eee NexEposure RMS o iy } (2,000,000) a } (2,000,000) (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 rn APA ee EMEA 1,000,000 —— AMER —— EquityCom rrr G20 Rates 500,000 ; - r - r 1 ; ; 1 r ; r r — Vv Vv + a7 v 7 ‘1 Me) > &® & &® Se SO eM OP PY OP OU Oy RUA a a CRIN A CCRC SPE A gM Sag A gh Qh EFTA00288819

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Atorus, LLC 5/15/2014 Current Gross Notional Risk by Category 249,629 m APAC m@ EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 —— Series] 115 —— Series2 0.95 0.75 + ; r - ; - r - ; r ; r - ; + Vv Vv Vv Vv + > > > Se) > ) >» ® “a oy oY 8 or oY or A” or a we wr we” o wo a a GG ah ah a ah SA THAME HH MH HE MH MH AM aH ho Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% AY PP Se PH FP FM —— Series} EFTA00288820

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Atorus, LLC 5/15/2014 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 ’ te O79 97 9" 9" 9" O° 9% 979" O° 9" 9" 9" O° 9° 9° 9% 100g. 8 PAP AP AP” AP” AO" LO” OT HTH” OTS" LOL HS” OTH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.13%) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 43.31%) EFTA00288821

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Atorus, LLC 5/15/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™ TT Exp. @ Cost (in USD) Days Vol (in USD) 000270 KS = (1,238) 55.84 57.83 “3.51 1.01% (12.20) 005380 KS Equity toe 3,149 224.39 231.97 3.40 0.99% 50.52 005490 KS Equity (83) (753) 272.57 302.74 “141 1.00% 1.26 005930 KS Equity 1,374.32 : 012330 KS Equity 1,056 5,584 247.00 293.71 18.91 1.00% 88.52 1 HK Equity 856 12,607 16.18 17.28 6.94 0.98% 48.25 1299 HK Equity 166 5,954 4.79 4.92 2.85 0.98% (6.09) 13 HK Equity 724 4,897 11.40 13.09 16.01 0.92% 71.77 16 HK Equity 13.14 c 27 HK Equity 29 (2,232) 7.61 751 0.67 1.97% 16.17 2914 JP Equity (13) 2,888 33.68 33.53 0.52 0.88% (24.10) 3382 JP Equity 31 2,327 38.42 38.93 1.85 0.72% (47.66) 4063 JP Equity (16) 1,008 59.47 58.52 -1.60 1.02% (7.83) 4502 JP Equity (53) 4,908 44.97 44.49 “1.31 0.81% (46.13) 4689 JP Equity 117 (2,118) 4.47 4.23 3.12 1.77% 13.50 5 HK Equity (81) (4,127) 10.15 10.35 “3.22 0.61% (21.18) 5108 JP Equity (89) 3,469 35.68 34.78 -2.49 1.04% 30.51 5401 JP Equity 158 (5,599) 2.81 2.73 2.79 1.01% (51.44) 6301 JP Equity 17 2,933 22.08 22.21 0.55 1.06% (1.95) 6752 JP Equity 10.64 c 6902 JP Equity 43.73 . 6954 JP Equity 470 6,629 6,392.98 169.58 7.45 0.95% 43.10 7201 JP Equity (38) (2,999) (3,742.97) 8.97 -1.29 0.97% 19.49 7203 JP Equity 69 (4,207) (5,259.85) 55.17 1.96 0.84% 34.11 7267 JP Equity 276 (4,675) (4,885.01) 33.25 4.98 1.19% 80.54 762 HK Equity (55) 2,330 (5,161.69) 154 “1.47 1.61% (52.30) 7751 JP Equity - 1,127 (6,865.02) 32.56 0.00 0.73% 0.65 8031 JP Equity (169) (1,910) (4,775.88) 15.34 8.70 0.91% 4.44 8058 JP Equity 66 4,540 (4,383.01) 19.51 157 0.92% 3.26 8306 JP Equity (20) (3,668) (4,603.66) 5.66 0.45 1.24% (22.05) 8316 JP Equity 63 (1,984) (2,000.57) 39.84 2.73 1.17% 61.67 8411 JP Equity nR 5,474 2.00 2.02 0.65% 14.44 8604 JP Equity 234 (3,335) (3,504.39) 6.02 5.13 1.37% 59.88 8801 JP Equity 220 3,059 30.78 33.00 5.36 1.34% 63.68 8802 JP Equity (53) (4,920) 24.34 24.61 0.79 1.36% (29.55) 9020 JP Equity 32 (5,379) 75.21 74.77 0.68 0.87% 12.66 941 HK Equity 392 (9,455) 10.19 9.77 4.27 0.97% (4.44) 9432 JP Equity 501 6,468 53.44 57.58 8.43 0.92% 22.88 9433 JP Equity (53) 3,581 55.65 54.83 “1.15 1.30% (5.34) 9437 JP Equity (359) (6,149) 15.59 16.50 -6.80 0.86% (2.81) 9983 JP Equity n2 (2,724) 323.49 314.90 1.95 1.36% 54.24 EFTA00288822

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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 885 (37) 168 (1) 10 514 48 369 375 6,859 492 61 22 (65) 4,208 771 405 (40) (23) 14 58 1,719 119 500 2,324 7,424 6,660 7,422 212 B 1,289 576 70 379 (9) 262 250 1,135 166 29 87 (341) 7,342 (2,982) 4,019 (3,165) (3,012) 8,888 4,097 (3,958) (4,194) 5,408 10,287 8,563 5,607 3,645 9,698 12,864 7,022 (993) 8,815 7,162 (3,302) 12,078 (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 7,767 707 4,539 3,963 5,993 7,148 5,457 2,814 70.88 527.64 23.43 50.65 7.37 7.43 103.14 38.87 18.70 18.59 6.83 97.54 77.97 76.56 62.86 110.56 137.87 49.93 67.47 169.20 168.62 112.50 77.25 306.51 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 14.82 14.73 10.18 44.67 16.46 52.91 70.29 591.24 23.56 23.71 52.77 7.37 7.41 109.10 39.33 16.96 16.92 15.50 102.21 78.52 76.86 61.75 158.54 146.12 52.82 70.20 168.76 168.95 110.52 88.24 293.95 30.93 88.88 99.27 87.59 78.97 78.75 79.44 131.40 14.54 4.17 114.40 58.10 74.57 141.63 10.75 15.67 15.66 66.81 12.11 45.70 16.55 54.56 0.49 13.09 “1.45 3.00 0.03 0.32 7.93 1.72 8.02 7.78 108.32 12.84 1.14 0.60 2.45 22.63 10.86 6.37 3.73 0.35 0.27 1.68 24.23 2.07 5.15 2.10 1.12 25.46 34.47 32.25 35.29 3.34 2.72 0.98 19.56 10.56 2.69 5.62 0.73 4.02 4.37 24.73 5.66 0.39 2.90 1.67% 2.84 0.92% (47.63) 0.84% 10.00 1.39% 1.88 0.99% 52.65 1.06% 58.53 0.73% (41.91) 0.69% (59.15) 1.16% 136.50 1.15% 148.03 1.17% (428.85) 0.37% (46.23) 0.62% (41.74) 0.66% (105.97) 0.73% (70.36) 1.92% (137.82) 0.55% 108.02 0.91% (83.08) 1.09% 14.74 0.75% 28.41 0.73% 30.20 1.05% 42.84 0.59% (121.03) 1.98% 63.54 0.75% (31.15) 0.80% (65.93) 1.36% (58.24) 0.88% (151.41) 1.70% 220.50 1.70% 83.57 0.78% (119.86) 1.08% 75.95 1.42% (73.15) 0.90% 3.25 0.72% 34.42 0.53% (56.01) 0.87% 6.53 1.74% (7.86) 1.43% (55.49) 1.44% (61.74) 0.77% (131.36) 0.41% 9.10 1.38% (86.61) 1.07% (68.66) EFTA00288823

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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 (586) 361 392 191 171 451 1,194 (59) (9) 65 674 865 705 428 10 (69) 203 2,356 1,448 72 393 43 398 2,407 723 (17) 4,304 1,865 990 1,818 733 202 795 31 62 (116) 1,397 2,086 (47) 2,039 (4,735) 8,969 7,278 1,066 8,609 2,735 13,003 5,212 3,126 (189) (3,355) 11,536 9,797 14,233 2,143 9,049 (1,225) 3,015 3,932 14,645 16,101 (2,800) 6,257 2,632 7,019 21,171 11,908 4,527 12,096 12,873 10,769 12,795 7,124 6,210 9,550 7,080 (1,529) (2,672) (1,728) 9,324 12,136 4,590 13,256 18.76 34.41 68.00 245.93 32.86 296.18 66.63 99.22 49.84 71.77 72.97 58.56 7.76 120.53 6.67 103.62 29.10 47.50 34.37 90.43 69.48 57.39 36.20 147.09 96.74 59.80 84.09 50.01 36.26 51.38 36.73 51.50 68.86 75.56 114.02 64.09 52.24 24.12 22.87 25.23 64.26 125.36 60.80 21.09 35.80 71.66 289.91 33.29 33.52 297.03 33.46 68.94 121.96 48.92 75.07 71.56 61.98 8.45 126.50 6.69 108.52 28.87 46.44 36.14 104.98 75.72 55.90 38.48 149.50 102.22 66.59 89.19 49.82 49.17 58.82 40.11 58.82 75.94 78.02 114.08 AN/AN/A 71.28 51.20 23.56 24.40 29.01 28.76 75.30 124.08 70.15 13.09 4.84 5.87 11.09 2.32 0.33 8.41 32.75 1.78 6.32 2.03 13.87 13.08 10.05 0.20 6.87 0.45 2.94 5.20 24.14 16.62 2.22 7.79 1.19 8.73 24.97 14.57 0.42 42.71 23.09 10.77 22.80 16.08 443 0.10 17.54 1.03 2.46 10.39 22.34 29.17 “1.77 25.41 0.95% (10.04) 0.83% (15.04) 0.92% (52.17) 1.61% (33.03) 0.86% (206.09) 0.87% (48.36) 0.41% (92.90) 0.70% (26.37) 1.06% (185.46) 0.73% (0.60) 0.95% 46.67 0.42% 96.98 0.67% 29.36 0.49% (142.75) 1.38% (31.03) 0.69% (82.73) 1.78% 28.70 0.77% (44.21) 0.99% (25.50) 0.67% (251.36) 0.54% 40.23 1.16% 17.78 0.81% (107.19) 1.38% (32.94) o.s%| |) 3134 0.46% (178.29) 0.42% (11.08) 0.89% (11.67) 0.83% (80.26) 0.63% (146.90) 0.85% (203.25) 0.62% (154.32) 0.64% (56.65) 0.73% (45.90) 0.56% (91.54) 0.64% (101.33) 1.94% 33.42 0.94% 66.65 0.64% (94.12) 0.67% (136.95) 0.59% (154.11) 0.58% (82.62) 0.61% (80.94) EFTA00288824

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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 6,483 23 2,789 3,611 492 4,220 51 1,667 315 362 2,328 158 1,377 3,890 (5) 1,296 (18) 41 6,238 195 (54) 583 2,187 648 (109) 2,379 1,907 (27) (37) (28) (159) 841 287 266 48 1,817 178 2,478 145 1,371 (166) 3,370 (70) 13,908 (2,563) 13,319 8,377 10,094 10,090 2,332 5,021 10,263 (6,841) 5,106 7,396 660 7,575 10,622 (895) 11,143 (2,444) 9,210 9,189 10,986 8,739 12,231 8,902 11,929 2,397 5,841 13,127 7,934 (3,365) 5,260 (2,897) 2,630 5,704 3,612 5,613 4,207 14,528 5,607 13,140 4,205 21,798 2,598 (2,955) 11,635 4,771 62.20 42.70 55.25 63.20 86.88 51.66 30.86 73.91 68.75 75.84 17.27 37.11 29.41 15.16 61.97 71.30 63.30 50.75 105.22 23.45 25.35 66.79 45.61 4.48 24.33 18.73 72.84 63.70 12.51 67.34 72.48 14.82 44.06 33.48 128.98 32.67 33.36 62.63 21.99 22.32 77.50 50.35 49.51 5.22 16.25 34.80 91.20 42.31 66.83 90.45 91.11 #N/AN/A 73.26 31.92 74.65 79.92 72.34 18.49 48.79 36.45 17.91 84.67 71.68 70.66 51.12 105.68 39.36 25.80 66.38 47.78 5.58 25.65 17.91 102.51 72.95 12.47 68.08 72.10 15.63 58.14 35.16 138.47 32.95 33.84 70.47 22.69 26.52 80.17 53.52 57.90 5.52 20.96 34.30 44.29 0.94 40.35 36.49 9.12 64.07 4.22 1.45 19.99 4.46 6.75 33.86 22.49 21.33 30.72 -1.10 13.40 ~0.67 0.75 74.53 2.37 0.89 9.86 31.19 9.67 5.83 34.27 21.17 ~0.32 1.18 0.55 -7.07 13.98 5.35 11.16 0.67 1.10 18.38 4.65 36.00 2.43 13.72 14.41 8.41 34.56 1.56 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% (60.35) 34.48 (236.21) (124.54) (77.23) (220.70) 34.06 (65.83) (188.44) (0.19) 13.34 (269.49) (30.89) 139.33 (176.32) (4.76) (227.20) 34.18 (49.54) 36.50 8.54 (140.58) 1.64 (221.08) (121.16) (38.20) (162.11) (22.20) 51.71 8.63 (59.59) 27.85 (98.30) (69.95) (25.97) (114.42) (76.91) (147.15) 21.49 (171.96) (30.52) (272.47) (74.15) (21.60) (192.72) (83.65) EFTA00288825

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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 13 284 621 1,609 172 5,904 2,055 130 2,005 93 2,825 957 3,513 289 270 3,645 (6) 5,805 45 307 81 (14) 11 447 248 (37) 679 495 (28) 366 1,386 (33) 6,727 322 175 160 4,074 8,085 877 1,547 9,628 1,002 (1,170) (681) 5,707 11,150 7,135 6,095 11,930 7,473 4,576 7,531 (4,032) 13,420 12,041 5,699 5,715 4,601 14,011 (3,652) (907) 17,142 (3,218) 9,903 (6,775) 4,404 3,592 4,703 8,087 2,488 4,953 2,016 (2,461) 358 1,961 2,297 3,476 14,148 5,711 9,603 2,181 13,641 20,811 7,556 3,201 21,331 12,846 $21.13 159.83 26.22 25.29 50.67 73.80 61.10 25.51 10.19 5.56 191.43 36.87 24.19 1.93 15.88 15.79 67.84 146.45 44.93 75.17 54.39 107.52 33.81 40.80 43.18 41.40 198.03 1.14 59.02 122.48 183.83 47.89 61.33 59.29 73.93 1,642.52 186.24 100.64 164.92 28.68 43.22 44.37 12.38 96.89 37.19 520.75 156.68 27.52 26.70 62.10 75.88 42.87 91.33 32.53 10.48 7.04 187.00 44.63 26.12 3.12 16.68 16.71 85.48 146.68 44.72 100.63 53.63 110.86 33.40 40.67 43.31 41.48 208.97 1.25 58.59 163.72 146.87 44.42 72.76 95.06 73.24 2,423.41 196.74 102.47 177.03 37.25 60.02 49.52 18.36 AN/AN/A 140.63 40.09 0.05 1.92 5.75 7.15 23.23 3.46 81.63 28.50 458 45.63 2.97 30.13 14.08 52.54 4.09 449 39.37 0.29 0.36 73.95 1.68 5.81 1.52 0.61 0.30 0.19 9.11 8.41 1.07 42.98 7.53 7.67 10.40 76.60 0.71 50.47 8.27 4.09 8.33 38.37 58.32 10.77 58.82 75.53 17.28 1.44% 1.03% 0.87% 0.78% 0.97% 0.81% 0.61% 0.96% 0.62% 0.58% 0.78% 0.70% 0.56% 1.17% 1.24% 1.31% 0.66% 0.55% 1.25% 0.46% 0.83% 0.53% 0.78% 0.53% 1.06% 1.01% 0.61% 1.18% 0.70% 0.78% 2.67% 1.02% 1.79% 0.79% 1.32% 0.94% 0.68% 0.44% 0.88% 0.78% 0.67% 1.08% 0.82% 0.60% 0.45% 17.10 13.69 66.29 (49.88) (281.48) (55.59) (372.78) (155.01) 69.35 (93.60) 50.72 (6.51) (147.90) (238.50) (68.92) (65.97) (189.77) 23.37 11.46 (64.47) 47.45 (21.52) (64.96) (34.28) (48.03) (44.77) 103.00 (80.24) (126.42) (35.26) (17.29) (6.15) (40.95) (57.61) (49.58) (105.45) 46.61 (43.88) (17.74) (194.22) (355.81) (239.53) (94.63) (272.93) (88.18) EFTA00288826

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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 1,069 1,321 (61) 988 529 (68) 4,827 469 1411 2,752 206 3,708 7,395 490 1,876 5,861 4,034 399 1,902 1,949 134 (6) 114 (164) 382 15 212 (8) 671 144 107 8,786 659 1,605 2,420 2,423 2,173 623 582 1,038 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 18,576 9,444 10,109 16,535 (4,107) 8,826 8,188 8,168 7,355 1,998 1,851 1,869 3,781 12,677 2,462 1,792 (2,679) 11,013 3,200 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 30.38 35.30 197.70 31.52 73.03 32.73 70.38 11.96 68.03 3.96 77.58 64.09 40.35 81.19 66.17 4.39 167.38 13.68 33.82 95.04 15.36 16.20 1,065.36 254.80 83.59 7.62 8.11 29.10 79.25 85.77 76.60 35.54 35.90 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.85 115.53 49.28 55.82 29.58 39.66 214.79 31.36 9.65 96.57 24.29 79.45 14.45 72.79 7.23 80.32 89.60 42.44 96.26 89.62 0.08 174.95 16.86 41.89 96.77 15.31 16.24 1,130.06 244.22 86.11 7.66 8.11 29.02 80.78 32.02 85.55 82.31 36.73 36.74 23.42 170.09 81.95 130.36 79.73 87.13 56.37 78.80 86.01 10.90 12.30 1.94 15.65 10.46 0.70 47.39 16.15 23.48 39.22 8.70 54.26 451 51.30 5.45 27.34 57.95 53.02 6.75 24.12 30.92 2.76 0.14 0.11 3.76 475 7.27 0.30 0.03 0.27 4.03 ~0.56 9.09 3.87 2.79 86.37 11.52 27.74 28.15 26.94 36.04 7.68 9.80 15.74 0.82% 0.91% 1.39% 0.79% 0.83% 0.73% 0.68% 1.60% 0.55% 0.53% 0.81% 1.52% 0.78% 0.78% 0.95% 0.68% 0.61% 1.85% 0.67% 0.96% 0.77% 0.66% 2.18% 2.20% 1.62% 0.91% 0.41% 2.08% 2.25% 1.05% 0.48% 0.46% 0.82% 0.87% 0.84% 0.97% 0.43% 0.90% 0.53% 0.72% 0.76% 0.76% 0.51% 0.58% (157.89) (118.68) (44.99) (134.62) (23.20) (42.65) (22.46) 39.40 141.22 67.66 (50.25) (119.00) (91.25) 140.52 (123.33) (132.64) 68.63 83.08 60.46 39.65 3.14 (36.03) (23.10) (19.49) (40.53) (93.17) (141.71) (39.95) (25.45) 7.99 (78.79) (12.19) (155.72) (57.40) (51.70) (177.66) (107.61) (171.58) (137.97) (168.73) (102.99) (107.09) 16.06 42.11 EFTA00288827

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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 725 512 1,116 (331) (70) 163 241 6,819 212 1,038 (27) 1,346 1,052 (218) (215) 2,480 775 857 1,551 (131) 390 12 1,473 (80) 705 491 652 10 (342) 137 471 208 173 741 559 763 (339) 283 8,333 1,151 (5) 826 603 664 9,744 11,195 10,889 6,240 5,122 4,819 4,934 17,035 10,940 11,163 1,148 8,929 7,569 4,193 3,615 (840) 7,836 5,671 5,345 8,679 11,861 12,383 (2,352) 11,476 2,734 11,105 8,613 9,658 2,841 (4,132) 5,618 10,892 7,580 6,344 (8,574) 3,143 13,319 (5,268) (5,442) 10,218 7,801 (388) 11,685 (6,286) 5,234 36.73 37.76 39.07 301.93 59.39 54.83 54.04 212.78 65.94 49.36 107.67 8.60 8.66 80.39 80.34 69.81 44.08 114.81 84.17 44.11 168.79 22.09 26.77 65.12 36.96 86.36 36.78 25.87 359.52 35.62 45.74 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 46.35 86.16 5.60 120.22 39.47 39.48 43.08 286.74 58.59 56.68 56.68 297.97 67.22 53.95 105.18 9.89 9.87 76.41 75.83 69.70 58.04 HN/AN/A 133.21 99.21 681.83 43.62 174.11 87.37 21.97 30.21 63.28 39.30 91.29 39.27 25.97 389.25 36.49 47.72 16.51 16.38 58.08 58.09 4.93 7.47 109.49 115.45 70.22 46.92 92.25 5.06 135.48 13.28 8.28 17.51 2.74 1.49 3.88 4.56 61.89 4.52 12.85 -3.00 21.58 19.82 6.24 6.95 0.18 31.67 16.39 20.01 31.45 1.66 7.90 0.59 16.19 2.75 6.54 5.78 6.88 0.39 14.82 3.45 9.37 3.31 3.05 10.05 23.13 10.73 6.64 6.63 93.11 20.27 2.14 12.61 9.83 15.23 0.56% 34.06 0.55% 32.68 0.59% 55.40 1.93% (25.56) 0.92% (12.35) 0.87% 17.67 1.07% 2.33 0.65% |) 338.26) 0.43% (53.22) 0.72% 7.94 0.79% (8.39) 0.70% (175.46) 0.70% (206.54) 0.83% (27.41) 0.86% (51.56) 0.83% 9.00 1.00% (133.02) 0.83% 0.80% (83.24) 0.57% (162.04) 0.67% (32.53) 0.40% 1.09 0.89% (25.72) 0.79% (480.51) 1.06% (75.24) 0.97% (91.15) 0.99% (176.76) 0.98% (80.57) 0.90% 7.33 0.56% 11.44 0.71% 20.34 0.46% (77.70) 0.83% (8.15) 0.89% (55.58) 0.86% 190.06 0.77% (80.63) 0.53% (37.92) 0.97% (27.39) 0.78% 66.49 0.88% (231.95) 0.73% (96.33) 0.58% 0.81 0.56% (58.32) 0.98% (132.71) 0.83% (4.87) EFTA00288828

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TWX US Equity 147 7,427 66.94 68.27 2.28 0.87% (100.82) TXN US Equity 3,521 12,205 34.93 45.00 25.11 1.15% (290.33) TYC US Equity 10,849 24,080 29.17 42.31 56.32 0.80% (450.35) UBS US Equity 147 5,489 19.43 19.95 3.64 0.74% (143.29) UBSN VX Equity 158 5,158 19.51 20.11 3.50 0.87% (97.93) UCG IM Equity 2,536 5,500 5.62 8.22 38.31 1.20% (270.23) ULVR LN Equity 290 6,329 42.99 44.96 6.80 0.67% 71.92 UNA NA Equity 262 5,283 41.53 43.59 7.66 0.65% 64.09 UNH US Equity 1,947 10,191 64.28 76.56 26.18 0.73% (103.59) UNP US Equity 1,862 12,389 166.05 191.02 22.43 0.67% (93.08) UPS US Equity 3,830 14,806 79.87 100.53 41.77 0.62% (239.66) USB US Equity 2,315 14,238 34.71 40.36 31.27 0.52% (7.22) UTX US Equity 6,264 15,190 82.05 115.89 57.49 0.72% (347.99) V US Equity 182 5,407 200.76 207.53 3.23 1.04% (82.31) VALE US Equity 168 (2,664) 14.92 13.98 3.78 1.67% 27.41 VALE3 BZ Equity 210 (2,939) 15.07 13.99 4.13 1.74% 38.85 VIAB US Equity 3,421 9,272 60.42 82.70 43.00 0.86% (59.24) VIV EP Equity (20) 1,601 26.19 25.86 “1.85 0.68% (6.30) VMW US Equity 215 4,785 89.16 93.16 2.90 1.55% (32.56) VOD LN Equity 189 (3,581) 3.85 3.65 6.00 0.88% 61.20 VOD US Equity 193 (3,458) 38.42 36.27 5.93 0.94% 81.80 VOW3 GR Equity (8) 3,208 259.69 259.02 0.28 0.93% (10.64) VRX CN Equity 544 1,611 92.95 124.31 21.23 1.59% (57.82) VRX US Equity 625 1,880 93.20 124.20 20.71 1.61% (68.00) VTIUS Equity 573 5,134 86.91 96.61 21.36 0.52% (74.98) VWO US Equity (11) 4,433 42.16 42.06 0.34 0.72% (41.89) VZ US Equity 33 (3,895) 48.44 48.03 1.45 0.58% 2.69 WBC AU Equity 469 11,844 30.87 32.09 5.28 0.75% (9.62) WES AU Equity 413 13,490 39.08 40.28 4.37 0.70% (50.49) WFC US Equity 3,058 12,761 39.49 48.95 47.21 0.51% (128.09) WLP US Equity 4,262 10,369 74.31 104.86 38.42 1.07% (104.84) WMT US Equity 65 9,262 76.31 76.85 1.60 0.44% (223.31) WOW AU Equity 29 3,779 34.46 34.73 0.85 0.90% 22.45 XOM US Equity 1,509 15,723 92.14 100.99 21.70 0.44% (235.13) XTA LN Equity #N/AN/A YHOO US Equity (19) 293 35.84 33.68 “3.55 1.80% (5.00) YUM US Equity 84 7,151 73.86 74.73 1.66 0.71% (116.99) ZURN VX Equity (68) 7,208 293.74 291.01 “1.45 0.65% 23.60 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 17,759 62,272 1,455.70 1,870.85 51.64 0.55% (749.23) NDX Index 9,683 37,348 2,831.19 3,565.17 30.16 0.86% (367.46) RTY Index 560 3,570 947.28 1,095.99 16.29 0.96% (26.78) EFTA00288829

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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 TOP40 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 1,208 (173) 259 (85) 4,629 9,072 1,604 9,064 8,028 5,323 4,268 20,342 4,284 5,601 7,956 11,159 10,752 8,172 2,341 (111) 1,864 4,361 (59) 2,447 3,641 (29) 193 1,891 1,791 1,389 36,718 150 4,722 20 5,372 725 2,359 6,264 552 1,150 732 4,036 11,953 6,857 9,064 5,021 35,883 (8,366) 9,415 5,351 43,063 36,674 24,884 41,170 49,310 25,266 24,476 40,099 37,337 44,526 46,820 41,632 39,508 41,358 23,118 3,690 9,297 26,592 (21,271) 33,820 39,149 13,057 29,992 (33,248) 36,560 33,715 73,207 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 23,590.66 855.01 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 3,646.05 1,672.08 101.67 8,528.98 191.41 3,406.52 1,282.88 86.02 39.64 3,975.21 367.43 141.07 2,913.59 344.53 1.86 4,948.24 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 13,407.67 3,207.38 24,239.60 841.59 11,483.80 13,235.55 6,092.67 14,207.31 9,706.65 27,989.17 9,443.51 6,400.40 7.39 548.62 4,265.62 2,120.24 129.33 10,214.29 210.80 3,307.47 1,540.15 100.13 39.75 4,262.81 401.61 140.76 2,932.30 324.94 1.96 5,152.08 #N/AN/A 42.38 70.86 244.93 41.37 21.72 42.01 36.45 53.02 44.01 63.28 93.64 47.73 57.95 463.98 685.61 414.99 7.80 3.07 2.49 1.42 20.68 36.08 11.67 31.25 37.79 20.16 16.58 60.36 20.89 25.98 35.75 47.08 40.02 30.14 13.24 3.77 14.40 23.80 0.19 9.22 12.99 0.24 0.82 8.41 8.99 6.99 100.37 3.90 48.72 1.87 61.54 9.95 25.34 61.73 12.27 26.51 11.91 40.56 64.19 29.90 30.88 20.34 0.43% (221.23) 0.67% 160.79 1.11% (157.20) 1.12% (106.37) 0.52% (232.44) 0.69% (464.50) 0.55% (332.11) 0.70% | (81159) 0.43% 187.67 1.05% (762.91) 0.84% 0.55% 53.30 0.48% (386.42) 0.48% (793.44) 0.57% (593.83) 0.68% (420.19) 0.66% (460.47) 0.76% 119.01 0.79% (80.79) 1.39% (517.12) 0.69% (224.86) 1.41% 198.86 0.78% (501.62) 0.72% 119.64 0.93% (73.08) 0.78% 196.76 0.68% 0.54% (12.74) 0.59% (24.72) 0.50% 0.40% (16.63) 0.68% (159.92) 0.13% (5.92) 0.64% (216.00) 0.67% (46.69) 0.72% (91.31) 0.63% (196.91) 0.37% (111.07) 0.80% (47.57) 0.61% (123.38) 0.67% (266.41) 0.76% (365.84) 0.50% (479.74) 1.03% (584.26) 0.66% (489.07) EFTA00288830

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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 6,324 3,950 11,192 4,818 1,824 27,283 4,102 1,064 10,206 1,298 15 3,495 21,271 3,767 6,773 (88) 1,301 (139) 652 2,963 (81) 3,595 432 510 276 1,282 (7) 128 483 4,572 5,804 4,075 5,077 3,560 32,619 8,744 4,321 11,115 3,521 (86) 1,455 87 (491) 3,566 2,725 38,710 51,146 28,923 28,384 31,675 61,074 25,840 11,378 43,418 38,557 16,765 13,734 39,247 15,109 40,565 (15,386) (15,640) (9,849) 30,849 18,950 (23,727) 53,418 57,396 65,318 57,747 71,396 (13,728) 58,788 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 89,647 359.38 456.85 222.31 482.69 679.66 609.16 917.36 343.07 386.09 801.94 432.46 261.12 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 89.38 220.12 763.21 1,212.36 220.44 1,503.08 818.12 169.82 221.20 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 349.03 428.08 86.49 464.03 1,008.64 1,507.67 418.09 492.14 308.33 564.62 718.81 881.28 1,062.99 375.16 476.84 828.93 432.84 327.57 265.30 199.70 4,335.83 5,018.12 19.51 110.44 101.50 4.47 89.68 234.93 768.95 1,221.84 221.49 1,530.08 818.51 170.19 223.06 378.49 512.52 366.28 1,788.50 1,300.10 477.34 1,873.07 1,400.32 479.16 767.33 348.43 445.80 86.85 469.17 1,060.13 1,553.51 34.08 13.72 60.68 26.14 15.52 88.22 24.62 11.33 31.53 7.02 0.17 40.90 65.48 22.29 26.87 1.31 11.60 -2.06 3.30 12.04 ~0.63 131.21 7.19 3.74 1.34 6.92 0.19 0.87 3.87 20.53 26.45 19.08 23.42 16.16 181.66 65.68 19.89 91.92 16.77 -0.60 16.52 0.64 -3.53 18.62 12.28 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% SPgs (74.59) (157.55) 51.01 (278.59) (679.57) (699.36) 74.35 (22.03) (267.71) (19.92) 88.12 (177.59) (22.32) (39.85) (86.42) 20.77 (109.02) (38.55) (119.81) (95.52) EFTA00288831