Atorus, LLC 5/19/2014 Current Date: -0.06% Total Return since 1/1/12: MSCI World Change on 712M Return: Day T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Slolo lw 8] 51E| 8/213 [2 [8 |e Current Short Exposure @ Cost: (391,434 on Day Net Exposure: 5,075,275 Current No. of Starting Capital: Positions: Current NAV: | 1,834,215 | Current Leverage (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 40% - 50% historically [UU BEEBE 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 ™ D> Ab Sy GY AN ra) en RY RR nD RD RD nD Dn SY OY SY AY YL)” SY _ SY U8 i” 1d)” c¥ ACA GAIT UN ALLEGE i ANNs AN ” a” a” AN ANNs ANNs wy r\\a ow RN NY ENN EFTA00288848

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Atorus, LLC 5/19/2014 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 | 25.05%] TSCO LN Equity (6,286) 0.11% SENSEX Index 5,311 0.29% KM US Equity (6,775) 0.12% AZN US Equity 5,429 0.30% DISCA US Equity (6,841) 0.12% AZN LN Equity 5,436 0.30% TGT US Equity (8,574) 0.15% XLF US Equity 5,495 0.30% 941 HK Equity (9,455) 0.16% BE_TSY CREDIT 5,601 0.31% CO1 Comdty (11,819) 0.20% AEX Index 5,711 0.31% SPGSCITR Index (15,386) 0.26% JNJ US Equity 5,773 0.31% XAG Curncy (15,640) 0.27% NVS US Equity 5,800 0.32% INDEXCF Index (21,271) 0.36% HON US Equity 5,960 0.32% XAU Comdty (23,727) 0.41% UTX US Equity 6,110 0.33% SHCOMP Index (33,248) 0.57% EDF FP Equity 6,195 0.34% SE_TSY CREDIT (44,333) 0.76% DAI GR Equity 6,198 0.34% STBCNZL Index 73,207 1.25% XLI US Equity 6,382 0.35% US_TSY CREDIT 74,615 1.27% ACA FP Equity 6,646 0.36% AU_TSY CREDIT 76,397 1.30% MAERSKB DC Equity 6,746 0.37% IE_TSY CREDIT 78,270 1.34% SXXP Index 6,870 0.37% BE_TSY CREDIT 79,771 1.36% SX6P Index 6,876 0.37% AT_TSY CREDIT 81,569 1.39% SXSE Index 6,883 0.38% FR_TSY CREDIT 82,246 1.40% ROG VX Equity 7,038 0.38% NL_TSY CREDIT 82,865 1.41% NOVN VX Equity 7,256 0.40% CA_TSY CREDIT 83,015 1.42% BEL20 Index 7,852 0.43% DE_TSY CREDIT 84,524 1.44% SMI Index 7,947 0.43% FI_TSY CREDIT 85,645 1.46% HEX Index 8,167 0.45% GB_TSY CREDIT 89,647 1.53% MDT US Equity 8,310 0.45% IT_TSY CREDIT 8,509 0.46% PRU LN Equity 8,828 0.48% TMO US Equity 8,880 0.48% SXAP Index 9,045 0.49% INAV Impact of MTM by Category & Exposure DAX Index 9,098 0.50% IBEX Index 9,368 0.51% Listed Equity short 0.0154 MMM US Equity 9,823 0.54% EquityComtong 282% LUXXK Index 10,245 0.56% fEquityCom Short | _ 0.005% SKOP Index 10,290 0.56% Js20Ratestong 0.026 NOX Index 10,348 0.56% KFX Index 10,580 0.58% SXIP Index 10,997 0.60% ES_TSY CREDIT 11,071 0.60% TYC US Equity 11,495 0.63% XLV US Equity 12,303 0.67% ISEQ Index 17,394 0.95% EFTA00288849

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[EMEA Short AMER Long PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short | 29 | 19 |S ee |S | | | 365 | SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 18,368 21,535 26,482 32,454 36,451 1.00% 1.17% 1.44% 1.77% 1.99% 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 EFTA00288850

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Atorus, LLC 5/19/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 6,000,000 5,000,000 1,000,000 4,000,000 3,000,000 2,000,000 1,000,000 T T + V > 5 wm cb Sf Aor AS RS) Sy ANU Hh A NF XY (2,000,000) isPdo00) A we SP AY } (2,000,000) (2,000,000) (3,000,000) APAC —_— EMEA mre AMER. —= EquityCom G20 Rates owen 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 T T T Y dv td oy” oY 8Y er We vf » » ay Y oy SY 8 er We” we » r Sv T T T “cd > WD Sy 8” oY 0” wv wv AY At VN nN nN » T T ce EFTA00288851

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Atorus, LLC 5/19/2014 Current Gross Notional Risk by Category 255,457 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 155 135 —— Series] 115 —— Series2 0.95 0.75 + T rT T T T T T T T T T T T T Vv Vv v Vv Vv v > el) > > Se] J & & oy” oY oY oY Wor oy oY oY wo” wo” ar” wr” ww v iv iv 7 7 “ 7 “ry 17 “y 7 17 “ry 7 7 RO a a a a AY AO a aw AN A Ss RO Aw \ Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% — Series] 0.80% 0.60% 0.00% - 7 , T , , , T r , , , av Via Ab 2 DDD ~) & & oy “SY oy aS “3” a aS a ay a “3” aS aS aS EFTA00288852

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Atorus, LLC 5/19/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 0.00 + T T T T T T T 1 WO" 97 O° (9% 9" 9% 9° 9% 9° 9% O° 9" 9° 9" O° 9" 9° 9% 100g. 8 PAP AP AP” AP” AO" LO” OT HH” OTS" OL HS” OTH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.12% MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) 42.97%) EFTA00288853

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Atorus, LLC 5/19/2014 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 (31) (1,114) 55.84 57.39 -2.80 0.99% (8.33) 005380 KS Equity 38 3,149 224.39 227.10 1.16 1.04% (20.67) 005490 KS Equity (62) (602) 272.57 300.77 “11.31 0.91% 3.85 005930 KS Equity 16 1,566 1,396.40 1,410.52 1.12 0.90% 29.78 012330 KS Equity 934 5,584 247.00 288.32 16.42 1.02% (42.64) 1 HK Equity 842 12,607 16.18 17.26 7.06 0.95% (31.25) 1299 HK Equity 146 5,954 4.79 491 2.59 0.95% (16.37) 13 HK Equity 804 4,897 11.40 13.28 17.44 0.94% 56.47 16 HK Equity 12.92 c 27 HK Equity 29 (2,519) 7.60 751 0.66 1.73% (6.26) 2914 JP Equity (46) 1,161 33.71 32.44 -4.10 0.96% (4.53) 3382 JP Equity 14 2,327 38.42 38.65 0.66 0.89% 39.78 4063 JP Equity (6) 504 59.48 58.82 Lil 1.00% (0.11) 4502 JP Equity (62) 4,908 44.97 44.41 “1.59 0.79% (5.38) 4689 JP Equity 197 (2,638) 4.42 4.09 4.34 1.72% 61.02 5 HK Equity (166) (4,127) 10.15 10.56 5.96 0.67% (36.27) 5108 JP Equity (91) 1,559 35.90 33.93 5.52 1.05% (17.06) 5401 JP Equity 211 (5,599) 2.81 271 4.05 0.93% 47.70 6301 JP Equity 43 4,173 22.14 22.37 1.05 0.97% 23.35 6752 JP Equity 10.32 c 6902 JP Equity 43.14 : 6954 JP Equity 374 6,629 6,392.98 167.30 5.67 1.00% 22.40 7201 JP Equity 27 (2,999) (3,742.97) 8.78 0.99 0.92% 6.47 7203 JP Equity 146 (4,207) (5,259.85) 54.15 4.07 0.85% 11.39 7267 JP Equity 270 (4,675) (4,885.01) 33.30 491 1.18% (48.86) 762 HK Equity (70) 1,864 (5,161.69) 152 -2.28 1.65% (34.35) 7751 JP Equity 21 3,628 (6,865.02) 32.81 0.82 0.72% 36.06 8031 JP Equity (190) (2,292) (4,775.88) 15.26 -10.38 0.80% 8.25 8058 JP Equity 47 5,854 (4,383.01) 19.43 0.95 0.84% 3.16 8306 JP Equity 98 (3,668) (4,603.66) 5.48 2.21 1.21% 44.17 8316 JP Equity 120 (1,984) (2,000.57) 38.67 5.22 1.16% 4.90 8411 JP Equity (2) 5,474 1.98 0.05 0.57% (11.33) 8604 JP Equity 202 (3,335) (3,504.39) 6.08 431 1.40% (71.15) 8801 JP Equity 148 3,857 31.41 32.30 2.94 1.31% (27.95) 8802 JP Equity 57 (4,920) 24.34 24.06 0.90 1.27% 24.77 9020 JP Equity 79 (5,379) 75.21 74.11 71 0.86% (65.11) 941 HK Equity 295 (9,455) 10.19 9.88 3.49 0.90% (60.71) 9432 JP Equity 460 7,248 53.82 57.23 7.15 0.89% 19.04 9433 JP Equity (156) 3,581 55.55 53.23 -3.48 1.25% (16.03) 9437 JP Equity (290) (6,149) 15.59 16.33 5.78 0.81% (17.82) 9983 JP Equity 94 (2,724) 323.49 312.35 2.46 1.40% (21.76) EFTA00288854

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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 35 1,069 (19) 253 (13) (5) 439 470 6,646 550 155 102 (41) 4,309 645 387 (149) (105) 1,682 327 81 55 2,366 5,436 4,941 5,429 216 75 (138) 1,174 750 71 349 (6) 264 261 1,113 188 (122) 104 (1,151) 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 3,645 9,698 12,864 7,022 727 7,052 5,730 (2,476) 12,212 (2,898) 12,947 4,994 3,203 10,373 12,676 12,119 12,812 8,072 (3,640) 5,219 7,333 7,532 4,842 7,767 1,574 4,539 4,490 (889) 6,043 7,973 5,457 2,814 69.76 527.64 23.43 50.65 7.37 7.43 103.14 38.87 18.59 6.83 97.54 77.97 76.56 62.63 110.56 137.87 49.93 69.68 169.13 168.56 112.50 77.36 306.51 29.78 87.41 98.14 71.56 49.80 50.82 50.30 128.04 14.91 4.11 97.30 53.98 73.52 135.04 10.87 14.82 14.84 65.53 10.19 16.45 52.91 67.63 604.50 23.57 23.58 53.84 7.40 7.44 110.15 39.66 HN/AN/A 16.50 15.23 102.75 79.38 77.96 61.94 159.68 144.78 52.69 69.68 165.64 165.54 112.11 88.01 296.55 30.53 88.82 99.81 87.89 71.16 71.54 71.61 131.46 14.60 4.00 112.88 59.35 74.60 141.10 10.83 15.68 15.71 65.17 12.07 HN/AN/A 16.09 54.87 1.85 15.34 0.80 4.66 0.45 0.15 9.53 2.76 9.19 10.22 103.12 13.42 2.90 2.64 “1.41 22.91 8.17 5.88 0.00 -2.66 2.34 0.35 22.30 1.75 3.41 2.07 1.95 25.96 19.98 19.01 20.70 3.23 1.81 1.82 18.43 13.01 2.62 5.35 0.23 4.30 4.09 0.65 23.61 6.20 -1.60 3.25 1.65% 11.61 0.95% 187.25 0.80% 171 1.35% 90.63 0.92% (1.15) 1.08% 1.61 0.71% 17.41 0.74% 56.52 1.15% 1.10% 39.03 1.19% (99.43) 0.40% 53.52 0.62% 29.53 0.69% 48.93 0.80% 33.66 1.94% 65.84 0.61% 81.78 0.94% 39.57 1.20% 9.37 0.79% (30.33) 0.78% (34.68) 0.99% (18.57) 0.62% (117.06) 1.86% (11.28) 0.74% (140.84) 0.78% 13.87 0.87% 22.96 0.88% 73.86 2.15% 2.15% 2.05% 0.83% 42.56 1.14% (39.33) 1.46% (92.29) 0.87% (2.69) 0.77% 59.05 0.56% (7.11) 0.84% (25.24) 1.67% (6.65) 1.35% (39.55) 1.42% (37.51) 0.86% 4.98 0.78% (42.91) 0.38% 1.40% (63.83) 1.14% 43.53 EFTA00288855

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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 (555) 147 206 195 316 18 420 1,088 (37) 70 639 997 744 567 (22) (30) 269 2,383 1,134 405 361 2,408 673 57 4,601 2,016 913 1,863 730 231 174 823 (26) 92 (37) 1,490 2,276 (42) 1,852 (3,551) 9,507 7,278 1,066 (1,008) 8,609 2,735 (943) 13,003 5,212 3,126 1,159 (3,865) 11,902 9,797 14,233 2,143 9,049 (1,204) 1,507 3,932 14,645 16,830 (2,800) 6,257 2,632 7,019 21,171 11,908 4,527 12,096 12,873 10,769 12,795 7,124 7,461 9,550 7,080 (1,412) (3,180) (576) 9,460 12,136 2,295 13,256 18.76 34.49 68.00 245.93 32.89 32.86 296.83 32.88 99.22 49.66 75.68 72.80 7.76 120.53 6.67 103.62 29.04 47.50 34.37 90.43 69.70 57.39 36.20 147.09 96.74 59.79 50.01 36.26 51.38 68.86 75.97 114.02 64.09 52.04 24.03 22.87 25.28 64.26 125.33 60.80 21.70 35.02 69.92 290.92 32.60 34.07 298.80 32.56 #N/AN/A 119.93 49.08 75.68 71.48 #N/AN/A 8.55 126.83 6.69 110.11 29.56 46.57 36.72 105.15 74.39 57.30 38.55 147.35 101.71 66.59 #N/AN/A 50.64 50.06 59.42 #N/AN/A #N/AN/A 75.92 78,32 116.10 #N/AN/A 7154 52.99 23.33 24.33 29.26 #N/AN/A 76.31 123.09 69.29 -15.53 1.95 3.03 12.01 1.22 3.86 0.78 1.22 7.67 25.89 0.98 0.00 2.05 12.16 14.43 10.22 0.24 8.16 0.96 2.58 6.83 24.81 12.58 0.13 7.26 0.14 7.06 23.13 14.02 147 47.72 23.68 9.80 22.94 15.76 4.07 3.02 17.42 0.94 2.91 8.02 22.47 29.50 2.77 22.03 1.01% 0.79% 0.93% 1.52% 0.73% 0.95% 0.85% 0.82% 0.42% 0.81% 1.20% 0.73% 0.89% 0.44% 0.71% 0.51% 1.30% 0.77% 1.87% 0.77% 1.00% 0.66% 0.54% 1.16% 0.89% 1.26% 0.73% 0.49% 0.40% 0.86% 0.80% 0.66% 0.86% 0.63% 0.65% 0.76% 0.60% 0.67% 1.92% 1.00% 0.79% 0.70% 0.64% 0.66% 0.63% (48.47) (199.16) (82.88) 9.52 8.98 51.30 17.71 9.45 89.19 13.51 1.38 11.93 44.87 45.04 (17.62) (30.08) (18.11) 4.92 45.18 (65.51) (237.55) (33.42) 82.28 6.40 7.50 (51.79) 51.26 184.78 104.92 24.79 50.94 73.23 34.42 (46.25) (1.08) (1.53) 44.26 20.10 (6.02) (184.42) EFTA00288856

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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 6,198 95 2,882 3,624 446 4,195 119 128 1,835 181 342 2,446 158 982 3,916 43 1,405 (35) 166 6,195 401 (13) 587 1,910 230 (60) 2,385 1,916 (94) (38) (208) 876 274 264 91 2,017 (47) 2,523 230 1,432 169 (158) 3,464 (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 (2,684) 11,143 (1,222) 9,210 9,189 10,986 8,739 12,532 8,902 11,929 2,319 5,841 13,127 7,934 (1,682) 5,260 (2,897) 2,630 6,027 4,359 5,613 4,207 14,528 4,486 13,140 4,205 21,798 1,299 (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 71.45 63.30 50.75 105.22 23.45 25.35 66.79 4.48 24.33 18.61 72.84 63.70 12.51 67.34 72.48 14.82 44.06 33.55 130.52 32.67 33.36 62.63 21.99 22.32 77.50 50.35 49.51 5.22 16.25 34.79 89.93 41.36 67.21 90.55 90.72 #N/AN/A 73.14 32.43 75.79 81.04 73.83 18.43 49.39 36.43 17.12 84.82 70.31 71.28 52.20 107.11 39.25 26.28 66.70 #N/AN/A 5.45 24.80 18.14 102.58 72.99 12.36 68.87 72.58 15.88 58.72 35.07 138.42 33.18 34.09 71.33 21.76 26.60 81.75 53.66 55.96 5.50 21.09 34.10 41.21 3.07 39.21 35.05 7.73 61.03 5.83 3.40 20.31 2.59 6.00 32.85 22.54 12.91 29.42 3.03 14.54 -2.57 3.02 86.94 4.84 0.20 10.81 24.73 2.93 -3.10 34.50 21.54 1.14 2.56 0.15 9.01 15.80 4.68 9.58 1.23 1.75 19.07 1.32 36.23 3.92 14.29 10.98 -7.58 38.25 2.14 1.08% 0.97% 0.55% 1.23% 0.57% 0.68% 0.87% 0.75% 0.88% 1.02% 1.02% 1.01% 1.06% 1.00% 1.25% 0.52% 0.87% 1.11% 0.60% 0.78% 0.75% 0.72% 0.43% 0.87% 0.66% 0.84% 1.18% 0.68% 1.04% 0.89% 0.90% 0.80% 2.11% 0.97% 0.63% 1.26% 1.24% 0.73% 0.79% 0.53% 1.40% 0.46% 1.19% 0.71% 0.78% 0.95% 115.47 42.45 91.27 170.40 (87.21) 67.19 (13.39) 46.14 160.62 (65.00) (30.20) 107.28 3.03 (43.51) (186.16) 39.79 127.28 (6.36) 130.37 19.94 62.39 24.14 (114.35) (316.15) 32.23 13.37 (35.73) (51.10) (5.88) 33.59 (19.19) 56.26 41.01 (5.67) 26.70 25.85 75.62 (135.21) 19.87 85.94 15.16 (24.24) (23.68) 95.75 0.34 EFTA00288857

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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) 232 705 1,744 233 (5) 5,960 2,178 193 2,000 2,917 868 3,227 342 332 3,761 32 (36) 5,773 48 207 (10) 69 78 514 123 (35) 657 450 131 1,469 (3) 6,746 274 140 205 4,168 8,310 915 1,539 9,823 1,046 (1,262) (976) 5,707 11,150 7,135 7,619 1,897 11,930 7,473 5,263 7,531 (4,032) 13,704 12,041 5,699 5,715 4,601 14,011 (3,652) (1,055) 17,142 (4,014) 9,903 (6,775) 2,202 3,592 5,290 9,127 1,493 4,953 2,016 (2,461) 812 654 2,297 3,476 14,206 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 42.86 61.10 25.51 10.25 5.56 191.43 37.00 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 41.41 199.32 1.14 59.02 122.48 183.83 45.39 61.33 59.29 73.94 1,644.65 186.24 100.64 164.92 28.68 43.22 44.37 96.89 37.19 526.39 157.53 27.29 26.89 63.06 76.70 42.75 91.62 32.95 10.62 7.04 186.72 44.88 25.94 3.02 16.83 16.93 86.04 145.18 46.37 100.49 53.58 109.77 33.31 40.62 44.01 42.02 210.55 1.24 58.61 162.42 150.18 45.39 73.62 97.21 73.87 2,425.65 195.18 102.10 180.45 37.45 60.48 49.74 #N/AN/A #N/AN/A 141.52 40.21 0.75 0.43 4.72 7.74 22.45 3.63 0.38 74.90 29.08 5.24 42.78 3.06 30.44 12.66 4747 5.17 5.75 42.56 1.52 2.56 77.67 1.36 3.80 1.81 0.86 1.77 1.44 8.65 6.71 ~0.88 41.84 7.24 0.00 11.44 75.92 0.07 56.97 7.08 3.02 10.45 38.69 56.92 10.42 55.17 74.39 16.28 1.37% 1.06% 0.86% 0.82% 1.09% 0.84% 0.66% 0.67% 1.00% 0.70% 0.62% 0.80% 0.70% 0.57% 1.19% 1.16% 1.25% 0.63% 0.57% 1.32% 0.43% 0.89% 0.55% 0.81% 0.52% 1.09% 1.02% 0.65% 1.23% 0.81% 0.78% 2.53% 1.07% 1.75% 0.84% 1.30% 0.83% 0.68% 0.48% 0.90% 0.79% 0.70% 1.16% 0.87% 0.62% 0.50% (18.25) (9.52) (65.08) 143.12 82.49 (33.37) (8.82) 109.84 160.97 1.59 (22.56) (2.24) 69.66 44.35 (52.26) (8.34) 1.25 94.22 30.09 (40.29) (1.66) (27.47) (88.12) 44.59 (4.86) 50.74 68.31 54.10 35.25 (2.31) (87.24) 4.80 8.46 58.62 31.31 (38.63) (83.27) 45.52 20.33 147.65 63.68 196.12 (89.61) EFTA00288858

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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 1,150 1,412 (18) 992 449 (259) 4,553 514 1,426 3,237 267 3,708 581 7,256 488 2,029 5,800 4,034 480 2,061 1,978 75 (26) 115 (91) 354 (2) (47) (6) 765 174 139 8,828 797 1,678 2,570 2,438 2,291 833 622 1,234 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (1,819) 11,298 13,258 2,940 4,498 9,753 19,145 9,444 10,109 16,897 (4,107) 8,826 8,435 8,341 7,355 1,998 1,851 1,986 1,891 12,677 2,742 1,792 (3,322) 11,013 5,459 9,010 4,940 5,930 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 31.51 73.03 32.73 70.64 11.96 68.03 3.96 77.58 64.63 40.35 81.19 66.54 4.39 167.38 13.76 33.95 95.04 15.35 16.20 1,089.64 254.70 83.59 7.62 8.11 29.08 79.25 85.73 76.60 36.14 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.85 116.24 49.50 56.20 30.16 39.67 212.20 30.91 9.46 95.23 23.48 79.55 14.88 74.21 7.23 82.20 89.13 42.43 97.48 89.38 0.08 176.49 17.13 42.01 96.02 15.15 16.23 1,152.68 243.05 85.92 7.62 8.13 29.49 79.89 31.58 85.63 83.11 HN/AN/A 36.99 23.47 171.75 82.69 131.40 79.81 88.14 57.42 79.06 87.36 13.28 12.71 0.54 16.50 8.50 2.70 46.76 17.75 22.83 40.18 10.68 57.08 7.10 55.87 5.34 27.33 59.88 60.40 7.98 25.04 33.77 1.71 0.69 0.09 3.85 454 6.14 -0.03 0.14 1.32 1.55 0.26 9.93 4.15 2.87 92.40 13.20 28.38 29.92 27.53 39.48 9.71 10.63 17.70 0.73% 0.94% 1.42% 0.75% 0.86% 0.72% 0.65% 1.59% 0.55% 0.61% 0.85% 144% 0.84% 0.68% 0.97% 0.73% 0.57% 1.63% 0.68% 0.98% 0.70% 0.60% 1.90% 1.83% 1.50% 1.06% 0.45% 2.02% 2.16% 1.06% 0.52% 0.45% 0.86% 0.85% 0.82% 0.91% 0.45% 0.92% 0.53% 0.71% 0.73% 0.80% 0.51% 0.61% 56.66 77.47 17.08 18.36 (52.40) (184.54) (252.13) 47.55 (108.82) 311.97 35.72 18.54 107.65 (194.27) 68.49 (89.89) (52.80) (1.60) 97.98 104.42 (4.40) (16.96) (10.12) 38.63 22.60 (43.83) (20.78) (9.28) (32.38) (54.90) (6.20) 64.70 6.92 (58.76) 2.94 80.28 102.97 114.27 114.25 33.15 18.53 138.81 EFTA00288859

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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 765 546 1,272 (76) (260) (53) 13 7,038 182 1,230 1,378 1,127 (169) (125) (6) 2,269 775, 764 1,634 10 (300) 485 (17) 1,475 (29) 580 565 545 25 (332) 86 420 227 235 717 565 749 (368) 331 8,880 1,281 882 409 752 9,744 11,195 10,889 6,240 5,122 4,819 4,934 17,035 10,940 11,163 (906) 9,119 7,569 2,516 1,808 (420) 7,836 5,671 5,345 8,679 1,790 11,861 12,778 (1,176) 11,476 1,367 11,105 8,613 9,658 4,735 (4,132) 5,618 10,892 7,580 6,344 (8,574) 3,143 13,319 (5,268) (5,442) 10,218 7,801 12,079 (6,286) 5,234 36.73 37.76 39.07 302.74 59.25 54.83 54.04 212.78 49.36 105.63 8.62 8.66 80.24 80.24 69.81 44.08 114.81 84.17 695.37 44.08 168.98 22.09 26.77 65.14 86.36 36.78 25.97 359.52 35.62 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 86.35 5.60 120.22 39.62 39.60 43.64 299.12 56.39 54.23 54.19 300.70 #N/AN/A 54.80 105.57 9.93 9.95 75.18 75.04 70.81 56.85 #N/AN/A 131.22 100.02 699.07 43.00 175.40 87.46 22.41 30.22 63.78 #N/AN/A 92.03 38.86 26.11 388.44 36.16 #N/AN/A 16.55 16.54 58.25 58.18 4.92 7.51 108.46 118.85 71.24 #N/AN/A 92.66 5.23 137.50 14.30 9.10 19.34 0.64 5.12 “1.17 0.25 61.50 3.87 15.16 0.07 23.84 19.55 7.84 -7.62 1.77 29.62 16.39 16.42 30.60 0.56 -3.76 9.52 1.56 14.27 1.84 5.32 5.99 6.08 0.68 14.48 2.13 8.00 3.77 4.04 9.17 22.46 10.76 7.58 7.46 89.77 20.97 13.05 6.07 18.35 0.55% 0.54% 0.60% 1.90% 0.99% 0.95% 1.10% 0.67% 0.43% 0.73% 0.77% 0.63% 0.76% 0.86% 0.91% 0.82% 0.98% 0.83% 0.87% 0.62% 0.95% 0.67% 0.40% 0.93% 0.90% 1.16% 0.98% 1.10% 0.93% 0.79% 0.56% 0.72% 0.48% 0.79% 0.92% 0.91% 0.80% 0.52% 0.92% 0.82% 0.97% 0.78% 0.56% 1.07% 0.78% 20.22 34.14 122.53 147.66 (157.66) (104.35) (85.89) (21.68) 80.21 0.46 23.64 (53.66) (14.48) (12.87) (2.03) 14.42 (22.01) 56.58 19.52 (120.75) 4.89 (2.62) 59.86 14.29 143.73 (22.09) (2.35) 4.36 (80.58) 14.18 (9.14) 36.81 (15.21) (84.12) (40.11) 42.29 348.94 19.29 72.65 (51.20) 56.23 EFTA00288860

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TWX US Equity 345 7,427 66.94 70.05 4.92 0.94% 176.47 TXN US Equity 3,729 12,205 34.93 45.60 26.10 1.17% 193.57 TYC US Equity 11,495 24,080 29.17 43.09 53.82 0.89% 502.87 UBS US Equity 51 3,293 19.43 19.73 191 0.81% (21.62) UBSN VX Equity 20 3,095 19.51 19.63 0.72 0.90% (28.96) UCG IM Equity 2,197 5,500 5.62 7.87 30.75 1.30% (115.79) ULVR LN Equity 419 6,329 42.99 45.83 9.57 0.69% 41.38 UNA NA Equity 328 6,016 41.83 44.11 8.04 0.68% 19.30 UNH US Equity 2,020 10,191 64.28 77.03 26.45 0.75% 106.22 UNP US Equity 2,181 12,389 166.05 195.28 24.25 0.73% 71.71 UPS US Equity 3,971 14,806 79.87 101.29 41.45 0.65% 42.45 USB US Equity 2,656 14,238 34.71 41.19 32.48 0.57% 198.27 UTX US Equity 6,110 15,190 82.05 115.05 55.29 0.73% 20.24 V US Equity 251 5,407 200.68 210.01 452 1.03% 34.52 VALE US Equity 269 (2,664) 14.92 13.41 6.16 1.64% 72.26 VALE3 BZ Equity 318 (2,939) 15.07 13.44 6.30 1.72% 82.52 VIAB US Equity 3,652 9,272 60.42 84.21 47.70 0.83% 142.08 VIV EP Equity (9) 534 26.18 25.76 -2.23 0.74% 5.69 VMW US Equity 315 4,785 89.16 95.04 451 1.46% 43.69 VOD LN Equity 210 (3,581) 3.85 3.63 6.59 0.89% 10.32 VOD US Equity 192 (3,458) 38.42 36.28 5.78 0.96% 11.78 VOW3 GR Equity (9) 3,208 259.69 258.96 0.31 0.89% 11.80 VRX CN Equity 431 1,289 #N/AN/A 21.00 1.59% VRX US Equity 677 1,880 93.20 126.79 23.08 1.56% 55.73 VTIUS Equity 624 5,134 86.91 97.47 22.18 0.55% 40.16 VWO US Equity 52 5,559 42.23 42.62 1.33 0.71% 19.71 VZ US Equity (33) (1,948) 48.44 49.25 -2.68 0.63% (9.25) WBC AU Equity 296 11,844 30.87 31.64 3.41 0.73% (172.15) WES AU Equity 288 13,490 39.08 39.92 2.87 0.75% (208.42) WFC US Equity 3,202 12,761 39.49 49.40 45.34 0.55% 136.66 WLP US Equity 4,426 10,369 74.31 106.03 40.71 1.05% 167.86 WMT US Equity 47 9,262 76.31 76.69 0.98 0.51% (39.62) WOW AU Equity 1 3,023 34.46 34.59 0.41 0.89% (14.27) XOM US Equity 1,487 15,723 92.14 100.86 19.96 0.47% 36.97 XTA LN Equity #N/AN/A YHOO US Equity (6) 98 35.85 33.75 -3.59 1.73% 1.07 YUM US Equity 63 7,151 73.86 74.51 1.31 0.68% (22.79) ZURN VX Equity 39 7,208 293.77 295.38 0.86 0.64% 51.98 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 18,368 62,272 1,455.70 1,885.08 53.27 0.55% 310.04 NDX Index 10,348 37,348 2,831.19 3,615.62 34.21 0.81% 377.85 RTY Index 420 4,496 1,019.23 1,114.43 10.16 0.92% 51.37 EFTA00288861

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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 ASS51 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 1,047 (140) 245 154 4,734 9,098 1,758 9,369 7,947 5,178 4,317 17,394 4,234 5,711 7,852 10,245 10,550 8,167 2,161 650 4,367 (688) 2,696 5,311 (126) 158 2,226 2,110 685 36,451 186 4,919 5,495 581 2,555 6,382 1,229 738 4,183 12,303 6,870 9,045 5,151 35,883 (4,183) 9,415 6,390 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 3,790 4,649 26,592 (21,271) 33,820 41,887 6,242 29,992 (33,248) 38,430 33,715 73,207 2,074 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 3,142.45 23,590.66 867.14 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 1,672.08 101.67 8,528.98 191.41 3,297.15 1,282.88 86.02 39.64 3,975.21 370.18 141.10 2,913.59 344.53 1.87 4,948.24 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 #N/AN/A 3,247.69 24,205.20 888.02 11,509.11 13,243.02 6,128.04 14,293.36 9,692.85 27,856.61 9,459.57 6,548.73 7.38 549.83 4,257.46 2,083.55 128.81 10,213.16 209.31 3,297.15 1,462.23 100.14 40.92 4,292.10 417.12 138.29 2,928.89 321.46 197 5,048.74 #N/AN/A 42.94 71.12 247.47 41.44 21.86 41.49 36.92 53.30 44.19 64.04 93.69 48.10 58.51 464.10 685.25 416.26 6.78 4.70 2.45 1.93 20.48 34.83 12.49 29.84 38.59 18.04 17.07 56.16 22.44 26.44 33.48 36.83 39.32 31.26 13.40 0.00 8.46 23.53 2.23 9.93 15.90 -2.17 0.74 9.75 10.73 3.31 107.83 0.00 4.65 51.85 3.14 61.66 7.51 28.18 64.95 12.17 29.44 11.79 41.94 67.12 29.94 29.13 20.30 0.43% 0.71% (4.10) 1.07% (78.51) 1.25% 267.38 0.54% (121.04) 0.71% 170.79 0.57% 96.19 0.76% (227.22) 0.42% (286.28) 1.14% (469.24) 1.03% 25.00 0.51% (60.92) 0.49% 215.53 0.50% 160.40 0.67% 204.63 0.68% 0.63% 294.95 0.70% (153.15) 0.79% 14.03 1.65% (102.67) 0.70% 52.17 1.45% (441.58) 0.80% 272.86 0.80% $83.15. 0.93% (28.31) 0.71% (10.39) 0.69% 393.47 0.51% 104.93 0.61% (559.56) 0.46% 0.66% : 0.41% (35.97) 0.66% 95.85 0.13% 1.98 0.65% 101.04 0.71% (176.47) 0.71% 100.87 0.61% 89.11 0.41% (25.81) 0.77% 30.34 0.62% 33.62 0.67% 79.80 0.75% 226.89 0.50% (43.83) 1.09% 502.60 0.67% 152.23 EFTA00288862

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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 6,876 4,436 10,997 4,662 2,032 26,482 4,061 506 10,290 1,595 161 1,223 21,535 3,014 6,883 (130) 1,407 (51) 997 2,968 (21) 3,611 366 695 528 1,572 (24) 266 571 4,394 5,601 3,947 4,859 3,409 32,454 8,509 4,144 11,071 3,454 60 1,407 174 (275) 3,241 2,579 38,710 51,146 28,923 28,384 31,675 61,074 25,840 5,689 43,418 41,086 16,765 4,578 39,247 12,087 40,565 (15,386) (15,640) (11,819) 30,849 18,950 (23,727) 53,418 74,615 83,015 71,161 76,397 (4,576) 58,788 66,005 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 89,647 359.38 456.85 222.31 482.69 679.66 609.16 917.36 343.07 386.09 803.87 432.46 261.12 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 89.02 220.12 764.38 1,214.68 220.78 1,505.18 818.12 169.82 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 349.03 429.04 86.29 464.03 1,008.64 1,507.67 423.21 496.48 306.83 561.97 723.27 873.29 1,061.54 373.60 477.59 835.08 436.61 330.85 266.45 199.70 4,345.93 5,031.67 19.36 109.37 102.61 4.47 89.10 235.00 768.13 1,224.85 222.42 1,536.15 822.37 170.59 223.40 377.71 511.30 365.76 1,784.02 1,297.87 476.63 1,866.15 1,397.48 478.82 766.60 349.45 446.22 87.01 466.91 1,055.44 1,551.05 35.76 14.28 59.77 23.98 15.34 78.47 23.85 10.60 30.32 8.03 1.85 38.87 57.26 21.67 26.84 2.12 12.25 0.68 5.11 11.78 0.18 137.29 5.07 4.22 2.26 8.65 2.15 1.80 4.13 19.84 25.99 18.86 22.80 15.40 198.63 59.62 19.20 90.18 17.02 0.44 16.29 1.34 -2.08 18.50 11.87 0.50% 198.67 0.61% 53.96 0.64% (90.59) 0.69% 113.94 0.42% (89.29) 0.55% 0.66% 105.82 0.84% 14.56 0.78% 268.43 0.48% 55.79 0.52% 18.93 0.69% 57.77 0.96% |) ijoasise) 1.15% (179.67) 0.63% (14.49) 0.40% (22.17) 0.73% 8.54 0.64% 40.74 0.63% 184.17 1.33% 283.10 0.50% (64.03) 0.05% 30.20 0.10% (34.15) 0.20% 214.46 0.33% 87.13 0.24% 50.28 0.24% (14.05) 0.25% 281.74 0.21% (38.72) 0.27% 52.38 0.27% 30.07 0.24% 76.00 0.26% 32.72 0.26% 88.84 0.21% (127.62) 0.26% (237.28) 0.26% 61.06 0.24% (98.35) 0.30% (9.24) 0.27% 128.27 0.25% 24.60 0.62% 50.85 0.30% 87.58 0.25% (55.37) 0.24% (96.23) EFTA00288863