Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: 5/16/2014 ay T90 Day Return: No of Positions 730 Day Return: 3.18% (+MTM) on Day Current Long Exposure @ Cost: 5,439,449 No of Positions (-MTM) Current Short Exposure @ Cost: (399,097 on Day Net Exposure: Current No. of Starting Capital: Current NAV: Profit Factor: Win Ratio: 124M (+) 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: T24M Sharpe Ratio: Historical Sharpe & Notes: NAV Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT BEBE 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. 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. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 800,000.00 600,000.00 “vy » oy “ oY” 8” SY 0” —— Series1 t T T T T T T T T T T T T T ™- te a ee wv SY SY Ra Y Ra Ng Pg PP PP hh th SEPA gg WPT PEA gg Wao” EFTA00288832

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Atorus, LLC 5/16/2014 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 | 25.23%] KMI US Equity (6,775) 0.12% AEX Index 5,496 0.30% DISCA US Equity (6,841) 0.12% BE_TSY CREDIT 5,571 0.30% TGT US Equity (8,574) 0.15% FTSEMIB Index 5,654 0.31% JP_TSY CREDIT (9,152) 0.16% JNJ US Equity 5,775 0.32% 941 HK Equity (9,455) 0.16% HON US Equity 5,850 0.32% CO1 Comdty (11,819) 0.20% NVS US Equity 5,890 0.32% SPGSCITR Index (15,386) 0.26% DAI GR Equity 6,083 0.33% XAG Curncy (15,640) 0.27% UTX US Equity 6,089 0.33% INDEXCF Index (21,271) 0.36% EDF FP Equity 6,175 0.34% XAU Comdty (23,727) 0.41% XLI US Equity 6,294 0.34% SHCOMP Index (33,248) 0.57% SX6P Index 6,678 0.36% SE_TSY CREDIT (44,333) 0.76% MAERSKB DC Equity 6,727 0.37% CH_TSY CREDIT 69,857 1.20% ACA FP Equity 6,746 0.37% STBCNZL Index 73,207 1.25% SXSE Index 6,897 0.38% AU_TSY CREDIT 73,896 1.27% SXXP Index 6,914 0.38% CA_TSY CREDIT 74,166 1.27% ROG VX Equity 7,060 0.39% IE_TSY CREDIT 78,270 1.34% AZN SS Equity 7,126 0.39% BE_TSY CREDIT 79,771 1.37% NOVN VX Equity 7,450 0.41% AT_TSY CREDIT 81,569 1.40% BEL20 Index 7,692 0.42% FR_TSY CREDIT 82,246 1.41% AZN US Equity 7,738 0.42% NL_TSY CREDIT 82,865 1.42% HEX Index 7,874 0.43% DE_TSY CREDIT 84,524 1.45% AZN LN Equity 7,886 0.43% FI_TSY CREDIT 85,645 1.47% MDT US Equity 8,163 0.45% GB_TSY CREDIT 89,647 1.54% SMI Index 8,234 0.45% TMO US Equity 8,537 0.47% SXAP Index 8,549 0.47% IT_TSY CREDIT 8,747 0.48% PRU LN Equity 8,887 0.48% INAV Impact of MTM by Category & Exposure DAX Index 8,928 0.49% Listed Equitylong | 8025 IBEX Index 9,897 0.52% Listed Equity short 0.030% MMM US Equity 9,628 0.53% NDX Index 9,973 0.54% SKOP Index 10,023 0.55% JG20Ratestong 0.07444 LUXXK Index 10,041 0.55% KFX Index 10,782 0.59% TYC US Equity 10,999 0.60% SXIP Index 11,088 0.60% ES_TSY CREDIT 11,170 0.61% XLV US Equity 12,078 0.66% ISEQ Index 16,097 0.88% EFTA00288833

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[EMEA Short AMER Long EquityCom Short | G20Ratestong G20 Rates Short otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) P28 | | 18 | P| PAMERShort 8 EquityCom Long | CS | SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 18,059 20,468 27,721 32,582 36,451 0.99% 1.12% 1.51% 1.78% 1.99% $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 EFTA00288834

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Atorus, LLC 5/16/2014 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 __ ar 500,000 000.000 —= EquityCom G20 Rates ° eee NexEposure RMS o ir } (2,000,000) “\ is0elo00) } (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 AP AC ee EMEA 1,000,000 —— AMER —— EquityCom rr G20 Rates 500,000 ; - r r r . ; r . - - - : — Vv Vv 7 a7 v Vv > > “el > > > b& &® & Se SS PP PO Oy RCIA CSC SVE AN VAN NNN ANP AV ON VN oN” oN EFTA00288835

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Atorus, LLC 5/16/2014 Current Gross Notional Risk by Category m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 135 Series 115 —— Series2 0.75 T T t T T T vv T a7 yh Sh wh Sh Po oe PPP” PP PP” hh” PP” Ph” vk” PvP” ive RO Aw Aw ae A Ss a A aw a A » RO os AN rr a | PP T T T T <> > 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series1 0.80% 0.00% T T T T T T T T T T T T T re a ne a OG a or” Aor oY Ao” or od” 0” oY AS” 0” Wo” OY A” CALA War” UES LS SS WP NS NW WD SQ Woh EFTA00288836

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Atorus, LLC 5/16/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——— P/L Vol Days by Position 10.00 0.00 T T T T T T T T T ’ LE KLIP SHS SSS “or oa al cy e So o eS oe 7» a Ss or Ca o MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00288837

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Atorus, LLC 5/16/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™M Seno Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS a (1,485) 55.84 56.96 -1.90 1.05% 21.93 005380 KS Equity 59 3,149 224.39 228.59 1.83 1.02% (46.82) 005490 KS Equity 302.93 c 005930 KS Equity : 996 1,384.45 1,384.45 0.00 0.86% 7.34 012330 KS Equity 977 5,584 247.00 290.22 17.02 1.03% (77.92) 1 HK Equity 873 12,607 16.18 17.30 7.14 0.97% 16.54 1299 HK Equity 162 5,954 4.79 4.92 2.86 0.95% (3.48) 13 HK Equity 749 4,897 11.40 13.15 16.01 0.95% 24.50 16 HK Equity 13.07 c 27 HK Equity 35 (2,232) 7.61 7.49 0.82 1.89% 5.52 2914 JP Equity (55) 1,548 33.72 32.57 -3.73 0.95% (42.85) 3382 JP Equity (25) 2,327 38.42 38.01 -1.30 0.84% (54.82) 4063 JP Equity (8) 756 59.48 58.84 “1.08 1.01% 4.06 4502 JP Equity (56) 4,908 44.97 44.46 “1.41 0.81% (3.73) 4689 JP Equity 144 (2,380) 4.45 4.18 3.52 1.71% 30.08 5 HK Equity (127) (4,127) 10.15 10.46 4.73 0.65% (43.05) 5108 JP Equity (98) 2,079 35.94 34.33 -4.50 1.05% (26.04) 5401 JP Equity 166 (5,599) 2.81 2.73 3.17 0.94% 9.07 6301 JP Equity 22 3,767 22.12 22.24 0.58 0.99% 5.94 6752 JP Equity 10.42 c 6902 JP Equity 43.60 : 6954 JP Equity 352 6,629 6,392.98 166.76 5.31 1.00% (115.99) 7201 JP Equity 21 (2,999) (3,742.97) 8.79 0.72 0.98% 58.37 7203 JP Equity 135 (4,207) (5,259.85) 54.29 3.70 0.87% 69.60 7267 JP Equity 313 (4,675) (4,885.01) 32.97 5.62 1.19% 41.46 762 HK Equity (44) 2,853 (5,161.69) 155 -0.96 1.61% 13.69 7751 JP Equity (3) 2,482 (6,865.02) 32.48 0.18 0.70% (5.73) 8031 JP Equity (199) (2,292) (4,775.88) 15.32 -10.32 0.84% 2.66 8058 JP Equity 44 5,197 (4,383.01) 19.42 0.99 0.86% (24.61) 8306 JP Equity 56 (3,668) (4,603.66) 5.54 1.24 1.23% 76.93 8316 JP Equity 115 (1,984) (2,000.57) 38.76 471 1.23% 56.91 8411 JP Equity 10 5,474 1.98 0.29 0.62% (61.62) 8604 JP Equity 264 (3,335) (3,504.39) 5.96 5.72 1.38% 34.56 8801 JP Equity 174 3,458 30.97 32.53 3.74 1.35% (51.41) 8802 JP Equity 32 (4,920) 24.34 24.19 0.48 1.36% 84.49 9020 JP Equity 141 (5,379) 75.21 73.23 3.16 0.83% 113.24 941 HK Equity 352 (9,455) 10.19 9.81 4.21 0.89% (43.06) 9432 JP Equity 442 6,858 53.63 57.09 7.32 0.88% (61.66) 9433 JP Equity (140) 3,581 55.57 53.48 -3.07 1.28% (84.49) 9437 JP Equity (270) (6,149) 15.59 16.28 5.46 0.80% 80.51 9983 JP Equity 114 (2,724) 323.49 309.96 2.98 1.40% 44.51 EFTA00288838

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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 24 886 (21) 165 (12) (7) 586 28 439 438 6,746 497 126 (66) 4,243 564 348 (148) (87) 36 1,800 105 469 67 2,293 7,886 7,126 7,738 173 112 (44) 4177 692 78 374 (1) 304 297 1,156 188 (58) 61 (753) 7,342 (2,982) 4,019 (3,165) (3,012) 8,888 4,097 (4,152) (4,194) 5,408 10,287 8,563 5,607 2,734 9,698 12,864 7,022 8,815 7,162 (3,302) 12,212 (2,898) 12,947 4,994 2,852 10,373 12,676 12,119 12,812 8,072 (3,184) 5,219 7,333 7,532 4,842 7,767 1,140 4,539 4,226 969 6,043 7,973 5,457 2,814 70.56 527.64 23.43 50.65 7.37 7.43 103.14 38.87 18.61 18.59 6.83 97.54 77.97 76.56 62.85 110.56 137.87 49.93 169.16 168.60 112.50 77.36 306.51 29.78 87.41 97.94 71.56 49.80 50.82 50.30 128.04 14.98 4.11 97.30 53.98 73.52 135.04 10.88 14.82 14.79 65.53 10.19 44.78 16.46 52.91 68.30 $91.33 23.55 23.59 52.72 7.39 7.45 109.95 39.13 16.65 16.64 15.36 102.25 79.11 77.30 61.36 158.94 143.91 $2.41 68.80 166.37 166.57 111.28 88.76 295.44 30.86 88.58 99.12 87.38 80.78 80.70 80.68 130.79 14.45 4.07 112.92 58.93 74.71 141.54 10.87 15.81 15.83 65.53 12.14 45.84 16.29 54.06 1.91 13.23 0.88 3.15 0.39 0.19 9.01 0.93 9.19 9.19 106.02 12.61 2.36 1.35 -3.08 22.73 7.23 5.31 2.16 -1.60 1.03 24.16 1.85 5.09 1.68 1.13 24.65 35.01 33.00 35.71 2.63 3.10 -0.58 17.79 12.32 2.86 5.64 0.06 4.80 4.78 0.00 24.96 6.20 0.76 1.91 1.68% 0.91% 0.80% 1.30% 0.96% 1.12% 0.73% 0.74% 1.15% 1.14% 1.18% 0.38% 0.62% 0.71% 0.79% 1.92% 0.61% 0.93% 0.78% 0.76% 1.05% 0.61% 1.95% 0.71% 0.79% 1.06% 0.90% 1.78% 1.78% 1.69% 0.82% 1.14% 147% 0.90% 0.75% 0.56% 0.85% 1.73% 1.39% 147% 0.89% 0.77% 0.38% 1.40% 1.14% 22.05 1.35 15.31 (3.44) (10.87) (16.71) 73.33 (20.25) 85.28 76.96 (112.42) 4.51 65.15 31.95 (16.95) 34.94 (203.51) (56.76) (122.89) (99.90) (22.93) 82.96 (15.17) (30.58) (17.18) (4.53) (30.81) 472.64 477.42 320.55 (38.04) 19.57 (114.64) (110.46) 117.06 8.79 (4.97) 12.73 42.14 50.06 (18.50) 21.71 24.19 (85.53) (26.17) EFTA00288839

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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 (653) 350 289 186 265 420 1,000 (47) 59 639 953 699 25 597 (4) (52) 225 2,449 1,370 37 324 (2) 353 2,478 673 4,419 1,912 913 1,863 706 184 101 789 28 93 (70) 1,446 2,256 (54) 2,039 (4,735) 9,507 7,278 1,066 1,147 8,609 2,051 1,098 13,003 5,212 2,345 (3,355) 11,902 9,797 14,233 2,143 9,049 (1,606) 2,261 3,932 14,645 16,465 (2,800) 6,257 2,632 7,019 21,171 11,908 4,527 12,096 12,873 10,769 12,795 7,124 6,835 9,550 7,080 (1,882) (3,180) (1,152) 9,460 12,136 3,443 13,256 18.76 34.49 68.00 245.93 32.89 32.86 296.18 32.88 66.63 99.22 49.84 72.97 58.65 7.76 120.53 6.67 103.62 29.04 47.49 34.37 90.43 69.60 57.39 36.20 147.09 96.74 59.75 84.09 50.01 36.26 51.38 36.73 51.50 68.86 75.76 114.02 64.09 52.04 24.03 22.87 25.28 64.26 125.34 60.80 21.35 35.76 70.70 288.75 32.89 33.87 296.89 32.88 68.78 118.25 48.87 75.59 71.70 61.80 8.52 126.45 6.75 110.45 29.12 46.42 36.33 105.55 75.39 56.63 38.08 146.99 101.61 66.74 88.84 50.08 49.51 59.01 39.85 59.00 75.68 77.80 115.23 AN/AN/A 71.23 51.28 23.32 24.26 29.15 28.93 76.20 123.42 70.15 14.44 475 4.23 10.85 0.00 3.20 0.28 0.00 7.67 24.52 1.65 1.96 12.16 13.80 9.65 0.84 8.69 0.14 2.94 5.75 25.84 16.70 1.13 6.06 0.05 6.83 24.15 14.02 0.17 46.50 23.21 9.80 22.94 15.19 3.64 1.78 16.66 0.78 2.86 7.32 22.05 29.29 -2.38 25.76 0.96% 0.78% 0.94% 1.60% 0.73% 0.96% 0.84% 0.78% 0.42% 0.78% 1.21% 0.90% 0.44% 0.70% 0.51% 1.36% 0.76% 1.83% 0.79% 0.99% 0.65% 0.50% 1.17% 0.85% 1.36% 0.74% 0.48% 0.40% 0.84% 0.79% 0.64% 0.86% 0.63% 0.65% 0.74% 0.60% 0.67% 1.90% 1.03% 0.83% 0.69% 0.63% 0.66% 0.60% (51.22) (11.12) (101.46) (5.05) (13.81) 94.74 (0.92) (19.09) (31.52) (188.68) (2.68) (6.30) (35.65) 88.96 (5.69) 18.70 171.62 (13.89) (0.98) 21.76 93.33 (79.16) (36.78) (68.56) (44.14) (44.35) 52.20 (49.75) 23.35 115.18 47.31 (77.29) 44.91 (27.19) (19.39) 96.86 (5.84) (2.92) 32.94 6.43 49.81 172.44 (18.03) 0.02 EFTA00288840

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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 FP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 6,083 55 2,791 3,456 534 4,129 132 82 1,677 242 373 2,340 155 1,025 4,104 1,279 (42) 37 6,175 339 (37) 587 2,025 555 (85) 2,371 1,952 (42) (48) (26) (186) 820 233 269 61 1,941 116 2,503 146 1,417 291 (132) 3,369 (97) 13,908 (3,216) 13,319 8,377 10,094 10,090 2,332 5,021 10,263 (6,841) 5,584 7,396 660 7,575 10,622 (1,787) 11,143 (1,833) 9,210 9,189 10,986 8,739 12,532 8,902 11,929 1,798 5,841 13,127 7,934 (2,524) 5,260 (2,897) 2,630 6,027 3,986 5,613 4,207 14,528 5,607 13,140 4,205 21,798 1,949 (2,955) 11,635 4,771 62.20 42.62 55.25 63.20 86.88 51.66 30.86 73.91 68.75 75.84 17.37 37.11 29.41 15.16 61.97 71.50 63.30 50.75 105.22 23.45 25.35 66.79 45.66 4.48 24.33 18.72 72.84 63.70 12.51 67.34 72.48 14.82 44.06 33.55 129.82 32.67 33.36 62.63 21.99 22.32 77.50 50.35 49.51 5.22 16.25 34.79 89.41 41.90 66.83 89.28 91.47 #N/AN/A 72.79 32.61 75.12 79.98 73.15 18.53 48.86 36.30 17.21 85.92 71.35 70.57 51.92 105.64 39.20 26.13 66.51 47.80 5.50 25.46 17.88 102.41 73.17 12.44 68.62 72.12 15.77 57.80 34.85 138.59 33.02 33.88 71.00 22.45 26.57 80.19 53.63 56.90 5.46 20.96 34.10 41.11 1.79 38.18 33.37 9.59 58.92 6.45 2.22 19.28 3.48 6.53 31.59 19.89 13.46 31.30 0.40 13.33 -2.07 0.69 85.53 4.04 0.59 10.81 25.81 7.93 5.92 33.94 21.91 0.52 2.04 0.55 -8.00 14.13 4.05 10.49 0.87 1.23 18.55 2.91 36.21 2.54 13.41 12.91 6.51 36.80 2.12 1.06% 0.95% 0.55% 1.24% 0.55% 0.69% 0.88% 0.74% 0.85% 1.02% 1.02% 1.00% 1.18% 1.01% 1.23% 0.50% 0.86% 1.12% 0.59% 0.79% 0.77% 0.72% 0.43% 0.88% 0.59% 0.80% 1.20% 0.68% 1.03% 0.93% 0.91% 0.80% 2.21% 0.95% 0.64% 1.25% 1.27% 0.72% 0.71% 0.53% 1.37% 0.48% 1.16% 0.69% 0.79% 0.96% (391.62) 32.30 1.95 (152.87) 41.81 (90.58) 52.78 31.53 9.46 (79.18) 11.34 12.49 (3.46) (337.94) 216.88 8.29 (16.63) (28.06) (3.54) (63.19) 145.81 17.32 4.70 (158.90) (92.91) (2.82) (7.92) 44.36 (15.51) (19.73) 1.39 (23.90) (20.57) (56.53) 3.59 12.88 5.09 125.09 (61.13) 25.83 1.26 46.63 (38.73) 30.50 (1.50) (27.73) EFTA00288841

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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 18 298 564 1,662 266 5,850 2,019 192 2,023 101 2,848 824 3,280 350 331 3,667 5,775 75 295 55 (7) 19 10 463 164 (70) 660 509 (11) 245 1,412 (34) 6,727 313 224 161 4,147 8,163 852 1,539 9,628 1,136 (1,683) (1,302) 5,707 11,150 7,135 7,619 1,147 11,930 7,473 4,576 7,531 (4,032) 13,562 12,041 5,699 5,715 4,601 14,011 (3,652) (1,407) 17,142 (4,014) 9,903 (6,775) 3,303 3,592 5,290 8,607 1,991 4,953 2,016 (2,461) 179 1,307 2,297 3,476 14,148 5,711 9,603 2,181 13,641 20,811 7,556 3,201 21,331 12,846 521.01 158.25 26.22 25.29 50.67 74.42 42.95 61.10 25.51 10.19 5.56 191.43 36.93 24.19 1.93 15.88 15.79 67.84 146.45 44.85 75.17 54.24 107.52 33.81 40.80 43.18 41.41 198.68 1.14 59.02 122.48 183.83 47.99 61.33 59.29 73.93 186.24 100.64 164.92 28.68 43.22 44.37 12.38 96.89 37.19 518.81 156.01 27.59 26.57 62.48 77.02 42.95 91.06 32.41 10.62 7.05 186.62 44.69 25.85 3.04 16.85 16.92 85.59 146.38 44.60 100.50 $3.22 110.73 33.53 40.71 43.41 41.49 209.38 1.24 58.19 162.56 145.81 45.13 72.83 95.72 73.21 HN/AN/A 196.44 102.98 177.07 37.40 60.18 49.37 18.32 AN/AN/A 140.63 40.47 0.29 1.33 6.23 6.31 21.94 411 0.00 75.46 27.79 5.93 43.27 3.12 30.63 12.25 48.62 5.02 5.44 41.20 0.09 0.46 72.85 2.12 5.58 1.00 0.43 0.48 0.19 8.37 6.46 -1.80 39.46 8.03 5.83 10.33 76.45 0.72 54.48 8.33 5.03 8.51 38.68 56.90 9.65 55.17 74.21 18.16 1.45% 1.06% 0.84% 0.80% 1.06% 0.85% 0.65% 0.65% 0.97% 0.71% 0.62% 0.80% 0.69% 0.56% 1.18% 1.22% 1.32% 0.64% 0.55% 1.22% 0.46% 0.88% 0.53% 0.81% 0.53% 1.10% 1.03% 0.64% 1.28% 0.79% 0.83% 2.57% 1.09% 1.82% 0.80% 1.36% 0.87% 0.66% 0.46% 0.87% 0.79% 0.69% 1.17% 0.87% 0.61% 0.49% 6.29 5.62 14.01 (57.13) 53.80 119.08 2.14 (53.19) (35.42) 62.37 17.50 8.27 23.57 (131.91) (227.13) 61.70 61.39 22.38 7.63 3.72 (30.27) 31.16 (11.96) (26.48) 3.37 7.69 1.09 17.73 (33.66) (33.32) (18.97) 21.52 2.67 1.53 25.93 (1.48) (9.13) 49.40 0.50 73.78 78.11 (25.27) (8.24) (0.11) 135.40 EFTA00288842

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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 1,093 1,335 (35) 973 502 (72) 4,808 487 1,534 2,930 232 3,689 475 7,450 490 1,961 5,890 4,035 482 1,965 1,876 (9) 13 (169) 398 19 15 (14) 144 (1) 701 174 133 8,887 794 1,599 2,468 2,324 2,178 800 1,097 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (1,819) 11,128 13,258 2,940 4,498 9,753 18,860 9,444 10,109 16,716 (4,107) 8,826 8,312 8,254 7,355 1,998 1,851 1,402 2,836 12,677 2,742 1,792 (3,322) 11,013 4,329 9,010 4,940 5,241 10,521 13,406 6,461 16,340 12,547 7,968 10,690 11,546 11,427 106.02 50.18 30.39 35.30 197.70 31.52 73.03 32.73 70.52 11.96 68.03 3.96 77.58 64.37 81.19 66.36 4.39 167.38 13.72 33.88 95.04 15.36 16.20 1,065.36 254.37 83.59 7.62 8.11 29.08 79.25 85.76 76.60 35.72 36.03 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.85 115.74 49.19 55.88 29.94 39.59 213.91 31.35 9.59 96.48 23.97 80.24 14.61 73.39 7.21 81.36 89.79 #N/AN/A 96.94 89.74 0.08 176.52 16.97 41.59 96.07 15.29 16.32 1,131.87 240.03 86.21 7.67 8.17 29.20 80.28 31.48 85.73 82.56 36.98 36.95 23.54 171.72 81.88 130.69 79.21 87.17 57.25 78.94 86.42 11.93 12.10 -1.06 14.98 9.74 0.79 $1.22 17.04 24.26 38.24 9.21 53.62 5.90 57.76 5.27 27.04 60.38 53.47 7.86 24.75 31.78 1.68 0.23 0.38 4.01 5.80 7.06 0.33 0.36 0.39 2.58 0.07 9.10 4.15 3.11 92.47 12.88 27.63 27.89 25.07 36.27 9.27 10.21 16.26 0.77% 0.94% 1.42% 0.81% 0.84% 0.68% 0.63% 1.57% 0.57% 0.58% 0.86% 1.53% 0.83% 0.68% 0.98% 0.72% 0.58% 1.84% 0.69% 0.96% 0.72% 0.65% 1.96% 1.91% 1.56% 1.03% 0.44% 2.11% 2.27% 1.03% 0.51% 0.46% 0.85% 0.85% 0.82% 0.91% 0.46% 0.90% 0.54% 0.74% 0.75% 0.81% 0.51% 0.59% 24.19 13.99 27.06 (14.45) (26.96) (3.63) (18.66) 30.22 125.90 180.85 26.23 (19.25) 132.32 55.41 85.19 29.41 52.46 83.21 64.42 (72.85) (53.84) (3.25) 9.06 2.39 (45.69) 15.85 4.25 13.38 (21.06) (68.23) 9.08 30.14 34.30 30.57 100.85 135.56 (6.44) 47.57 (98.27) 4.98 180.65 21.80 58.91 EFTA00288843

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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 745 511 1,151 (220) (97) 53 101 7,060 182 1,150 1,355 1,181 (206) (168) (6) 2,254 775 786 1,578 (178) 481 (22) 1,416 (65) 580 424 567 27 (337) 168 420 213 244 686 580 834 (322) 293 8,537 1,262 812 454 696 9,744 11,195 10,889 6,240 5,122 4,819 4,934 17,035 10,940 11,163 1,098 9,024 7,569 3,354 2711 (630) 7,836 5,671 5,345 8,679 910 11,861 12,383 (1,764) 11,476 2,050 11,105 8,613 9,658 3,788 (4,132) 5,618 10,892 7,580 6,344 (8,574) 3,143 13,319 (5,268) (5,442) 10,218 7,801 11,685 (6,286) 5,234 36.73 37.76 39.07 302.41 59.38 54.83 54.04 212.78 65.94 49.36 105.63 8.61 8.66 80.30 80.32 69.81 44.08 114.81 84.17 691.56 44.10 168.79 22.09 26.77 65.11 36.96 86.36 36.78 25.93 359.52 35.62 45.74 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 86.16 5.60 120.22 39.54 39.48 43.20 292.12 58.28 55.44 55.15 300.97 67.04 54.45 105.63 9.90 10.02 75.65 75.62 70.47 56.77 HN/AN/A 131.69 99.47 691.56 43.45 175.34 87.50 22.35 30.08 63.11 38.89 90.61 38.95 26.12 388.89 36.68 47.51 16.52 16.56 58.49 58.42 4.95 7.45 109.26 116.71 71.09 46.92 92.14 5.19 136.22 13.69 8.41 18.36 1.84 -2.10 1.19 1.89 58.92 3.87 14.39 0.00 23.86 20.87 7.27 7.01 -1.10 28.99 16.39 17.04 29.83 0.00 2.24 9.20 1.28 13.45 -2.76 5.32 4.67 6.04 0.89 14.71 4.38 8.00 3.52 4.19 8.86 23.15 12.45 6.61 6.57 91.20 20.21 12.24 6.76 17.51 0.56% 0.54% 0.58% 1.91% 0.90% 0.93% 1.08% 0.70% 0.43% 0.72% 0.78% 0.63% 0.75% 0.85% 0.89% 0.86% 0.99% 0.83% 0.86% 0.61% 0.95% 0.67% 0.42% 0.96% 0.92% 1.15% 0.98% 1.05% 0.97% 0.81% 0.56% 0.68% 0.48% 0.80% 0.92% 0.90% 0.80% 0.50% 0.93% 0.82% 0.92% 0.80% 0.57% 1.07% 0.76% 19.59 (0.30) 34.43 113.06 (26.46) (106.89) (136.05) 243.05 (30.00) 113.48 4.67 9.44 131.16 (31.48) (7.00) (6.85) (220.84) (69.93) 26.87 12.98 (46.12) 90.93 (30.62) (57.57) (5.24) (124.09) (66.79) (83.69) 23.06 3.55 30.62 (50.56) 4.48 72.32 (65.22) 21.03 70.68 14.36 12.01 205.92 111.87 (14.18) (176.95) 32.30 EFTA00288844

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TWX US Equity 173 7,427 66.94 68.50 2.66 0.87% 25.40 TXN US Equity 3,538 12,205 34.93 45.05 24.30 1.19% 16.97 TYC US Equity 10,999 24,080 29.17 42.49 54.03 0.85% 149.91 UBS US Equity 96 4,391 19.43 19.86 271 0.81% (21.07) UBSN VX Equity 66 4,126 19.51 19.82 1.82 0.87% (59.93) UCG IM Equity 2,315 5,500 5.62 7.99 32.49 1.30% (215.42) ULVR LN Equity 378 6,329 42.99 45.55 8.82 0.68% 88.97 UNA NA Equity 311 5,283 41.53 43.97 8.76 0.67% 49.38 UNH US Equity 1,915 10,191 64.28 76.36 25.81 0.73% (31.91) UNP US Equity 2,109 12,389 166.05 194.33 23.82 0.71% 251.27 UPS US Equity 3,929 14,806 79.87 101.06 41.46 0.64% 99.18 USB US Equity 2,460 14,238 34.71 40.71 32.09 0.54% 146.51 UTX US Equity 6,089 15,190 82.05 114.94 54.28 0.74% (173.39) V US Equity 217 5,407 200.69 208.73 3.67 1.09% 32.48 VALE US Equity 209 (2,664) 14.92 13.75 4.77 1.64% 46.74 VALE3 BZ Equity 250 (2,939) 15.07 13.79 491 1.73% 45.61 VIAB US Equity 3,512 9,272 60.42 83.30 44.34 0.85% 91.94 VIV EP Equity (29) 1,067 26.17 25.48 “3.74 0.72% (15.22) VMW US Equity 272 4,785 89.16 94.23 3.74 1.52% 57.73 VOD LN Equity 201 (3,581) 3.85 3.63 6.08 0.92% 13.48 VOD US Equity 182 (3,458) 38.42 36.40 5.40 0.97% (12.43) VOW3 GR Equity (21) 3,208 259.68 258.01 0.73 0.88% (12.43) VRX CN Equity 431 1,289 92.95 124.05 21.00 1.59% (3.54) VRX US Equity 623 1,880 93.20 124.09 20.57 1.61% (2.31) VTIUS Equity 584 5,134 86.91 96.79 20.67 0.55% 10.71 VWO US Equity 33 5,559 42.23 42.48 0.79 0.75% 55.03 VZ US Equity (35) (2,921) 48.44 49.01 “1.92 0.62% (59.17) WBC AU Equity 471 11,844 30.87 32.10 5.72 0.70% 1.53 WES AU Equity 500 13,490 39.08 40.53 5.28 0.70% 87.87 WFC US Equity 3,067 12,761 39.49 48.98 45.07 0.53% 8.60 WLP US Equity 4,260 10,369 74.31 104.84 39.63 1.04% (1.84) WMT US Equity 86 9,262 76.31 77.02 1.85 0.50% 21.36 WOW AU Equity 32 4,724 34.52 34.75 0.77 0.88% 3.53 XOM US Equity 1,450 15,723 92.14 100.64 19.32 0.48% (58.65) XTA LN Equity #N/AN/A YHOO US Equity (14) 195 35.79 33.35 4.04 1.81% (1.77) YUM US Equity 86 7,151 73.86 74.75 1.70 0.71% 1.82 ZURN VX Equity (12) 7,208 293.77 293.28 0.27 0.62% 55.95 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 18,059 62,272 1,455.70 1,877.86 49.77 0.58% 301.00 NDX Index 9,973 37,348 2,831.19 3,587.20 30.57 0.87% 292.34 RTY Index 391 2,380 947.28 1,102.91 17.07 0.96% 17.49 EFTA00288845

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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 1,047 (204) 324 (10) 4,856 8,928 1,662 9,597 8,234 5,654 4,292 16,097 4,295 5,496 7,692 10,041 10,752 7,874 2,315 (67) 1,132 4,315 (227) 2,425 4,752 (131) 168 1,878 2,005 1,254 36,451 222 4,824 32 5,394 760 2,455 6,294 630 1,199 704 4,104 12,078 6,914 8,549 4,999 35,883 (6,275) 9,415 4,013 43,063 36,674 24,884 41,170 49,310 25,266 24,476 32,079 37,337 44,526 47,159 41,632 39,508 41,358 23,118 1,845 6,973 26,592 (21,271) 33,820 40,518 8,323 29,992 (33,248) 38,430 33,715 73,207 1,147 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 23,590.66 855.22 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 3,649.75 1,672.08 8,528.98 191.41 3,405.02 1,282.88 86.02 39.64 3,975.21 368.78 141.12 2,913.59 344.53 1.87 4,948.24 444.47 42.94 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 13,349.34 3,244.40 24,403.54 853.17 11,538.33 13,193.79 6,105.99 14,357.92 9,741.55 28,292.70 9,451.37 6,377.03 7.39 547.48 4,245.09 2,075.36 #N/AN/A 10,152.69 210.58 3,284.99 1,491.12 99.98 40.06 4,260.27 412.03 138.94 2,929.90 325.07 197 5,132.22 665.78 42.94 71.38 246.24 41.43 21.75 42.14 36.68 53.09 44.28 63.75 93.40 47.90 58.15 464.48 676.21 414.79 6.78 AAT 3.08 0.20 21.28 34.74 11.97 30.51 41.07 19.87 16.52 56.82 21.83 26.03 32.84 36.40 40.35 30.89 14.54 4.67 10.11 23.14 0.75 9.12 15.37 1.66 0.74 8.44 10.23 6.56 107.83 0.00 5.53 48.35 2.85 59.17 10.31 25.56 61.51 12.57 27.29 11.22 39.46 62.99 29.84 28.41 19.17 0.43% (160.66) 0.73% (70.08) 1.12% 65.87 1.20% 55.06 0.53% 227.53 0.70% (143.86) 0.56% 58.08 0.76% 538.17. 0.41% 206.94 1.13% 335.31 1.06% 23.94 0.88% (175.89) 0.53% 10.65 0.47% (104.45) 0.50% (264.04) 0.66% [iaass77) 0.67% 0.62% (296.92) 0.69% (26.16) 0.78% (12.09) 1.60% (257.99) 0.70% (46.20) 1.41% (165.66) 0.79% (21.58) 0.76% 0.94% (105.96) 0.76% (24.59) 0.67% (14.13) 0.51% 226.40 0.57% (134.82) 0.46% 0.66% 15.15 0.41% 72.73 0.70% 102.12 0.14% 11.88 0.67% 21.87 0.68% 35.96 0.75% 96.64 0.63% 29.63 0.41% 78.05 0.81% 49.32 0.62% (27.66) 0.70% 67.79 0.79% 125.71 0.51% 57.00 1.05% ($08.48) 0.69% (21.18) EFTA00288846

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXSE Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 6,678 4,382 11,088 4,549 2,122 27,721 3,956 738 10,023 1,541 142 2,331 20,468 3,994 6,897 (108) 1,400 (92) 814 2,689 (31) 3,580 397 504 449 1,533 (19) (14) 605 4,342 5,571 3,871 4,826 3,320 32,582 8,747 4,083 11,170 3,463 (68) 1,383 123 (364) 3,297 2,675 38,710 51,146 28,923 28,384 31,675 61,074 25,840 8,533 43,418 39,821 16,765 9,156 39,247 15,109 40,565 (15,386) (15,640) (11,819) 30,849 18,950 (23,727) 53,418 66,005 74,166 64,454 73,896 (9,152) 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 89,647 359.38 456.85 222.31 482.69 679.66 609.16 917.36 343.07 386.09 802.92 432.46 261.12 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 88.74 220.12 763.89 1,213.47 220.61 1,503.96 818.12 169.82 221.20 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 349.03 429.04 86.29 464.03 1,008.64 1,507.67 421.38 496.00 307.53 560.04 725.19 885.64 1,057.79 372.72 475.21 833.99 436.12 327.59 261.78 202.10 4,347.26 5,024.37 19.37 109.75 102.02 4.41 88.86 234.87 768.48 1,221.72 222.15 1,535.16 819.84 169.78 223.53 377.48 511.12 365.45 1,783.35 1,296.56 477.18 1,873.15 1,396.50 479.59 766.70 348.56 445.92 86.80 467.84 1,056.24 1,552.67 34.57 14.18 60.23 23.33 16.11 87.20 23.20 10.25 30.02 7.89 1.64 38.56 56.82 22.76 26.55 “171 11.97 1.21 4.15 10.80 0.25 131.81 5.99 3.51 2.11 8.64 0.84 0.10 4.94 18.98 25.18 17.85 21.90 14.42 192.68 62.04 18.30 89.12 16.39 0.50 15.52 0.94 -2.69 17.52 12.01 0.50% 356.81 0.60% 435.82 0.64% (103.50) 0.69% (266.95) 0.42% 300.13 0.52% 439.77 0.66% (145.68) 0.84% (60.27) 0.77% (182.27) 0.49% 252.24 0.51% 128.17 0.66% 0.62 0.92% (@sziei) 1.16% 230.28 0.64% 125.18 0.41% (19.03) 0.75% 116.71 0.65% 73.26 0.64% 162.21 1.31% (271.15) 0.52% 216.67 0.05% (14.44) 0.10% (40.59) 0.19% (7.33) 0.33% 193.40 0.24% 250.43 0.25% (14.84) 0.25% (141.59) 0.21% 122.21 0.28% (229.25) 0.28% (233.12) 0.25% (202.85) 0.27% (250.72) 0.27% (239.19) 0.22% (37.16) 0.26% 2.72 0.27% (237.19) 0.25% 55.06 0.31% (58.18) 0.27% 18.70 0.25% 9.83 0.63% (12.07) 0.30% 124.64 0.27% (268.43) 0.25% (49.92) EFTA00288847