Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: ay T90 Day Return: | 0.37% No of Positions 130 Day Return: (+MTM) on Day Current Long Exposure @ Cost: ‘No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: Current Leverage (Gross Exposures): 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: Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HU 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. T24M Sharpe Ratio: 1.1 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 T HSH MH Sh HP PP PP DP gh Sh oh PP PP” PP PP” PP” PP” WP” oP” eh” PEPE PEA’ gr VY gh GEA’ gH WY PW gr EFTA00288864

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Atorus, LLC 5/20/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MT) | Security Notional [x6 of Total Notional | Security __| MTM Gain | 24 Positions 45 Positions TSCO LN Equity (6,286) 0.11% FTSEMIB Index 5,223 0.29% KM US Equity (6,775) 0.12% BE_TSY CREDIT 5,247 0.29% DISCA US Equity (6,841) 0.12% XLF US Equity 5,381 0.30% 941 HK Equity (7,092) 0.12% AZN US Equity 5,546 0.31% TGT US Equity (8,574) 0.15% AZN LN Equity 5,560 0.31% CO1 Comdty (11,819) 0.20% AEX Index 5,604 0.31% SPGSCITR Index (15,386) 0.26% NVS US Equity 5,709 0.31% XAG Curncy (15,640) 0.27% JNJ US Equity 5,732 0.32% INDEXCF Index (21,271) 0.36% HON US Equity 5,760 0.32% XAU Comdty (23,727) 0.41% UTX US Equity 5,804 0.32% SHCOMP Index (33,248) 0.57% XLI US Equity 6,082 0.34% SE_TSY CREDIT (44,333) 0.76% EDF FP Equity 6,295 0.35% MX_TSY CREDIT 77,867 1.33% DAI GR Equity 6,450 0.36% IE_TSY CREDIT 78,270 1.34% ACA FP Equity 6,542 0.36% AU_TSY CREDIT 78,897 1.35% SXSE Index 6,721 0.37% BE_TSY CREDIT 79,771 1.36% SXXP Index 6,760 0.37% AT_TSY CREDIT 81,569 1.39% ROG VX Equity 6,892 0.38% FR_TSY CREDIT 82,246 1.41% MAERSKB DC Equity 6,917 0.38% NL_TSY CREDIT 82,865 1.42% SX6P Index 6,924 0.38% US_TSY CREDIT 83,224 1.42% NOVN VX Equity 7,267 0.40% DE_TSY CREDIT 84,524 1.44% MDT US Equity 7,722 0.43% FI_TSY CREDIT 85,645 1.46% BEL20 Index 7,768 0.43% GB_TSY CREDIT 89,647 1.53% SMI Index 7,846 0.43% CA_TSY CREDIT 91,863 1.57% IT_TSY CREDIT 7,939 0.44% TMO US Equity 8,351 0.46% HEX Index 8,447 0.47% PRU LN Equity 8,860 0.49% DAX Index 8,932 0.49% INAV Impact of MTM by Category & Exposure SXAP Index 9,262 0.51% Listed Equitylong | 0.875% IBEX Index 9,428 0.52% Listed Equity short 0.032 MMM US Equity 9,617 0.53% NDX Index 10,146 0.56% fEquityCom short | -0.010%| LUXXK Index 10,250 0.56% Js20Ratestong 0.360% SKOP Index 10,260 0.57% ES_TSY CREDIT 10,664 0.59% KFX Index 10,898 0.60% SXIP Index 11,094 0.61% TYC US Equity 11,282 0.62% XLV US Equity 12,072 0.67% ISEQ Index 17,220 0.95% EFTA00288865

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PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 17,844 21,866 26,260 31,699 35,531 0.98% 1.20% 1.45% 1.75% 1.96% $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 EFTA00288866

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Atorus, LLC 5/20/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 . Ng | OPS \ ‘ (sdde00) MM YAM of (1,000,000) 6,000,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 + (2,000,000) } (2,000,000) (3,000,000) APAC —_— EMEA mre AMER, — EquityCom G20 Rates oom NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 T T T T T T T T T T T Yh em w 47 Vv Vv s ss oof ° Na > > oy Sy oY Os Os SS vf wr A PO? os? oS? os? y PrP Ph vt Ph he PP MP Og vy vy AW gh he be) T T > a ww EFTA00288867

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Atorus, LLC 5/20/2014 Current Gross Notional Risk by Category 251,788 604,312 m APAC mEMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 Series 115 —— Series2 rr ef PP s Fo oS of Aw AY aw o7s 4 : r : YS Sh Sh 7 iv wv vy iv A Aw Ry a A os os Rc iv C7 17 A a s Pe Sr SY PP” Pe mY AO os aw Rolling 30 Day Realized Volatility - Atorus T T T T T 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% 0.40% —— Series1 EFTA00288868

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Atorus, LLC 5/20/2014 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 ’ fe O79 97 9" 9" 9" 9° 9" 9° 9% OF 9" 9" 9" 9° 9° 9° 9% 1009. 8 PAP AP AP” AD” AO" LO” OT HH” OTS" OL HS” OTH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 0.89% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) EFTA00288869

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Atorus, LLC 5/20/2014 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 (22) (1,188) 55.84 56.88 “1.82 1.02% 10.52 005380 KS Equity (4) 3,149 224.39 224.10 0.12 1.07% (41.59) 005490 KS Equity (51) (1,264) 286.65 298.31 4.44 0.92% 9.89 005930 KS Equity 18 2,290 1,401.45 1,412.48 0.96 0.82% 3.20 012330 KS Equity 909 5,584 247.00 287.22 15.82 1.03% (24.83) 1 HK Equity 978 12,607 16.18 17.44 8.59 0.90% 137.74 1299 HK Equity 183 5,954 4.79 4.94 3.35 0.92% 37.53 13 HK Equity 876 4,897 11.40 13.44 18.52 0.97% 72.36 16 HK Equity 13.02 c 27 HK Equity (42) (1,889) 7.60 7.77 “1.24 1.79% (62.71) 2914 JP Equity (39) 774 33.68 32.07 5.19 0.97% (8.27) 3382 JP Equity 49 2,327 38.42 39.24 231 0.92% 36.00 4063 JP Equity (3) 252 59.48 58.85 “1.08 0.99% 0.12 4502 JP Equity (54) 4,908 44.97 44.48 “1.41 0.78% 7.64 4689 JP Equity (50) (1,979) 4.42 453 “1.22 2.07% (208.69) 5 HK Equity (191) (4,127) 10.15 10.62 6.85 0.67% (22.93) 5108 JP Equity (71) 1,040 35.86 33.57 -6.38 1.07% (10.29) 5401 JP Equity 242 (5,599) 2.81 2.69 4.78 0.90% 33.89 6301 JP Equity 3 4,173 22.14 22.16 0.08 0.96% (39.02) 6752 JP Equity 10.28 c 6902 JP Equity 42.51 : 6954 JP Equity 377 6,629 6,392.98 167.36 5.85 0.97% 2.45 7201 JP Equity (10) (2,999) (3,742.97) 8.89 0.34 0.96% (37.34) 7203 JP Equity 142 (4,207) (5,259.85) 54.19 4.05 0.84% (3.69) 7267 JP Equity 215 (4,675) (4,885.01) 33.71 3.81 1.21% (60.88) 762 HK Equity (88) 1,398 (5,161.69) 148 -3.62 1.73% (34.14) 7751 JP Equity 40 4,775 (6,865.02) 32.97 1.15 0.73% 24.80 8031 JP Equity (149) (2,292) (4,775.88) 15.01 77 0.84% 35.26 8058 JP Equity 50 5,854 (4,383.01) 19.44 1.02 0.84% 3.40 8306 JP Equity 125 (3,668) (4,603.66) 5.44 2.77 1.23% 28.81 8316 JP Equity 135 (2,264) (2,000.57) 38.39 5.10 1.17% 17.52 8411 JP Equity (33) 5,474 1.96 “1.06 0.58% (31.67) 8604 JP Equity 166 (3,335) (3,504.39) 6.15 3.49 1.43% (39.85) 8801 JP Equity 172 4,256 31.23 32.50 3.13 1.29% 26.11 8802 JP Equity 17 (4,920) 24.34 24.26 0.26 1.30% (40.25) 9020 JP Equity 78 (5,379) 75.21 74.12 1.72 0.85% (0.57) 941 HK Equity 75 (7,092) 10.19 10.09 1.12 0.94% (153.12) 9432 JP Equity 432 7,638 53.97 57.02 6.48 0.87% (29.61) 9433 JP Equity (124) 3,581 55.59 53.73 2.73 1.27% 32.31 9437 JP Equity (254) (6,149) 15.59 16.24 5.05 0.82% 32.68 9983 JP Equity 62 (2,043) 323.49 313.67 2.25 1.35% (8.88) EFTA00288870

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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 42 1,063 (36) 227 (12) 596 67 4a2 4a2 6,542 538 72 86 (48) 4,485 590 366 (1) (134) (87) 1,658 52 220 131 35 2,283 5,560 4,997 5,546 124 86 (125) 1,146 697 48 322 213 174 32 1,193 156 (134) (1,545) 7,342 (2,236) 4,019 (3,165) (3,012) 8,888 4,097 (4,342) (4,194) 5,408 10,287 8,563 5,607 2,187 9,698 12,864 7,022 1,507 7,052 5,730 (1,651) 12,212 (2,898) 12,947 4,994 3,555 10,373 12,676 12,119 12,812 8,072 (4,100) 5,219 7,333 7,532 4,842 7,767 2,007 4,539 4,490 (1,773) 6,043 8,797 5,457 2,814 69.21 527.64 23.43 50.65 7.37 7.43 103.14 38.87 18.52 18.59 6.83 97.54 77.97 76.56 62.85 110.56 137.87 49.93 69.62 169.15 168.58 112.50 77.36 306.51 29.78 87.41 98.25 71.56 49.80 50.82 50.30 128.04 14.88 4.11 97.30 53.98 73.52 135.04 10.88 14.82 14.84 65.35 10.19 44.87 16.45 52.91 67.35 604.07 23.67 23.80 53.50 7.40 7.43 110.06 39.50 16.63 16.63 15.10 102.64 78.62 77.73 61.49 161.69 144.19 52.54 69.55 166.00 166.06 112.23 87.86 300.98 30.28 89.70 99.21 87.31 71.65 71.77 72.07 130.01 14.56 4.01 112.51 58.97 74.25 140.63 10.93 15.52 15.42 64.18 12.20 45.66 16.06 54.15 1.62 16.11 1.93 457 0.42 0.01 9.43 2.34 9.50 9.79 99.54 14.12 1.30 2.31 2.95 24.57 7.37 5.98 0.08 2.42 1.95 0.26 22.47 0.97 2.23 3.47 1.27 27.46 20.36 19.37 21.29 1.90 1.99 1.66 18.14 12.13 1.78 4.39 0.27 3.59 2.65 2.04 26.37 4.70 1.84 2.15 1.66% 6.67 0.90% (5.91) 0.83% (20.85) 1.23% (26.71) 0.91% 0.90 1.05% 5.42 0.71% (7.62) 0.70% (16.81) 1.07% 1.08% (34.80) 1.22% (102.38) 0.37% (12.56) 0.65% (82.14) 0.66% (16.82) 0.75% (15.38) 1.88% 478.23 0.62% (54.88) 0.87% (20.94) 1.20% (2.78) 0.78% 14.96 0.78% 17.76 0.92% (1.76) 0.60% (24.24) 1.87% (44.05) 0.76% (105.67) 0.76% 51.12 0.77% (21.69) 0.80% (83.16) 2.15% 124.29 2.13% 56.15 2.03% 117.64 0.81% (90.64) 1.05% 11.21 1.44% 13.24 0.86% (28.28) 0.76% (53.27) 0.55% (23.17) 0.83% (27.17) 1.67% 19.27 1.31% (49.85) 1.46% (85.31) 0.88% 27.33 0.75% 81.18 0.38% 1.34% (11.31) 1.09% (37.53) EFTA00288871

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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 (548) 20 81 194 26 299 21 342 1,127 (39) (19) 143 615 941 673 ch 569 (28) (15) 261 1,939 967 14 535 20 491 2,420 632 57 4,625 1,927 884 1,882 707 243 119 740 (21) 36 1,445 2,247 (25) 1,795 (3,788) 9,507 7,278 1,066 (2,007) 8,609 1,641 (1,876) 13,003 5,212 1,876 2,246 (4,374) 11,902 9,797 14,233 2,143 9,049 (803) 754 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 (941) (3,180) 9,460 12,136 1,148 13,256 18.76 34.49 68.00 245.93 32.75 32.86 296.18 32.72 66.63 99.22 49.84 75.04 72.65 58.65 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 59.80 84.09 50.01 36.26 51.38 36.73 51.50 68.86 75.97 114.02 64.09 52.04 24.03 25.28 64.26 125.31 60.80 21.48 34.56 68.75 290.64 32.32 34.00 296.87 32.35 68.38 120.67 48.82 74.40 70.26 61.69 8.51 126.23 6.70 110.14 30.04 46.59 36.65 102.41 73.70 57.10 39.30 148.20 103.51 66.64 88.55 50.63 50.13 59.07 39.75 59.08 75.69 78.44 115.44 AN/AN/A 70.78 53.19 23.76 24.17 29.14 28.80 76.16 122.63 69.03 14.10 0.25 1.14 11.93 1.79 4.03 0.29 1.42 6.43 26.40 1.73 “1.11 3.57 12.15 13.50 9.45 0.40 8.48 1.98 2.67 6.72 19.00 10.25 0.47 9.29 0.61 8.99 24.62 13.44 1.65 53.85 23.77 9.91 23.10 16.63 445 2.04 16.17 1.16 1.08 23.04 31.29 3.42 21.72 1.03% 32.87 0.83% (125.60) 0.97% (122.86) 1.52% (1.22) 0.72% 17.34 0.86% (16.55) 0.79% (10.64) 0.78% 11.78 0.41% 0.82% 39.40 1.20% (9.56) 0.78% (37.67) 0.92% 76.70 0.43% 0.71% (56.00) 0.50% (70.95) 1.23% 3.77 0.74% 2.34 1.73% (12.51) 0.73% 0.26 0.99% (8.17) 0.70%| (432.48) 0.56% (165.43) 1.08% 10.16 0.92% 132.19 1.25% 15.28 0.78% 133.07 0.46% 14.49 0.40% 0.76% (0.47) 0.71% 23.75 0.63% (88.42) 0.83% 0.64% 0.60% (23.58) 0.73% 12.19 0.61% (54.68) 0.65% (82.65) 1.90% (3.56) 1.04% (58.94) 0.66% (44.72) 0.59% (28.61) 0.64% (4.18) 0.62% (57.71) EFTA00288872

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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 6,450 2,772 3,662 389 4,247 91 75 1,845 206 309 2,545 162 923 3,698 1,595 (14) 138 6,295 355 (149) 568 1,893 172 (35) 2,341 1,926 (89) (21) (31) (196) 896 160 248 coy 102 1,842 (46) 2,369 220 1,343 93 (167) 3,432 (156) 13,908 (3,216) 13,319 8,377 10,094 10,090 2,332 5,021 10,441 (6,841) 5,584 7,396 660 7,575 10,622 (3,568) 11,143 (611) 9,210 9,189 10,986 8,739 12,532 8,902 11,929 2,606 5,841 13,127 7,934 (841) 5,260 (2,897) 2,630 6,027 4,359 6,139 4,207 14,528 3,364 13,140 4,205 21,798 650 (2,955) 11,635 3,817 62.20 42.62 55.25 63.20 86.88 51.66 30.86 73.91 68.93 75.84 17.37 37.11 29.41 15.16 61.97 71.16 63.30 50.75 105.22 23.45 25.35 66.78 45.66 4.48 24.33 18.59 72.84 63.70 12.51 67.34 72.48 14.82 44.06 33.55 130.52 32.72 33.36 62.63 21.99 22.32 77.50 50.35 49.51 5.22 16.25 34.75 91.05 41.43 66.75 90.83 90.23 #N/AN/A 73.40 32.07 75.01 81.11 73.56 18.33 49.88 36.62 17.00 83.55 70.16 72.36 51.92 106.79 39.51 26.17 65.65 47.73 5.44 24.68 18.34 102.03 73.04 12.37 69.02 72.05 15.82 59.06 34.44 137.95 33.31 34.17 70.57 21.69 26.34 81.56 53.45 56.62 5.52 21.04 33.39 41.69 3.10 38.87 36.11 7.01 61.49 4.35 2.14 22.03 3.18 5.53 35.59 23.44 12.19 27.82 2.76 16.14 2.17 2.72 91.33 4.62 2.37 10.49 24.41 2.16 1.62 35.10 22.69 -1.08 -2.93 0.74 8.99 16.62 2.63 9.36 1.61 2.18 16.67 1.88 34.15 3.81 13.95 11.94 8.50 39.41 4.34 0.91% (5.47) 0.54% (109.41) 1.21% 37.32 0.55% (56.33) 0.68% 52.22 0.90% (27.17) 0.70% (52.12) 0.80% 10.51 0.94% 25.85 1.00% (32.93) 0.97% 99.47 1.05% 4.27 1.00% (57.83) 1.25% (214.56) 0.51% 7.81 0.89% 198.23, 1.06% 3.17 0.55% (27.74) 0.75% 101.22 0.70% (45.62) 0.72% (134.44) 0.43% 0.87% (16.65) 0.67% (57.78) 0.84% 28.23 1.14% (43.77) 0.65% 10.37 1.04% 4.89 0.86% (1.87) 0.80% (38.16) 0.75% 9.97 2.05% 19.95 1.01% (112.36) 0.61% (15.80) 1.12% 25.64 1.12% 10.90 0.76% (172.60) 0.72% (10.70) 0.53% (152.40) 1.37% (10.33) 0.44% (89.22) 1.20% 8.73 0.67% (8.16) 0.75% (32.50) 0.94% (76.56) EFTA00288873

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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 (16) 234 770 1,720 365 (11) 5,760 2,170 172 2,052 128 2,839 899 3,436 312 277 3,627 117 (27) 5,732 213 113 (2) 43 547 152 (31) 632 456 1,466 (2) 6,917 262 103 199 4,122 7,722 883 1,195 9,617 993 (841) (651) 5,707 11,150 7,135 7,619 2,767 11,930 7,473 5,949 7,531 (4,032) 13,847 12,041 5,699 5,715 4,601 14,011 (3,652) (703) 17,409 (4,014) 9,903 (6,775) 1,101 3,592 5,290 9,647 1,876 4,953 2,016 (2,461) 1,725 525 2,297 3,476 14,263 5,711 9,603 2,181 13,641 20,811 7,556 2,561 21,331 12,846 521.01 158.25 26.22 25.29 50.67 74.42 42.78 61.10 25.51 10.28 5.56 191.43 37.07 24.19 1.93 15.88 15.79 67.84 146.45 44.85 75.46 54.24 107.52 33.81 40.80 43.18 41.41 199.93 1.16 59.03 122.48 183.83 45.53 72.72 59.29 73.94 1,646.82 186.24 100.64 164.92 28.68 43.22 44.37 12.38 96.89 37.19 531.14 156.51 27.29 27.03 62.89 77.99 42.61 90.60 32.92 10.58 7.08 185.37 44.67 26.00 3.09 16.74 16.74 85.39 141.76 46.56 100.31 53.70 109.84 33.24 40.72 43.69 41.88 211.26 1.26 58.65 160.88 149.79 45.66 72.72 97.14 73.90 2,445.51 194.79 101.72 179.93 37.35 59.26 49.55 18.15 HN/AN/A 140.58 40.06 1.49 1.12 4.86 8.49 24.13 5.75 0.64 75.79 29.38 4.10 42.95 3.94 29.20 13.68 47.52 4.82 4.74 44.44 5.26 3.14 77.40 1.17 4.00 2.26 0.41 1.25 1.30 8.57 6.40 0.79 41.64 7.75 0.30 0.00 84.89 0.04 58.32 7.02 2.28 10.95 40.48 49.38 10.97 51.87 75.18 15.43 1.30% (7.44) 0.99% 4.25 0.84% 1.68 0.81% 65.40 1.00% (23.28) 0.83% 134.37 0.64% (9.56) 0.64% (197.16) 0.99% (8.22) 0.71% (23.51) 0.63% 52.70 0.80% 30.05 0.70% (78.19) 0.55% 30.63 127% 214.00, 1.13% (30.01) 1.27% (54.09) 0.58% (133.40) 0.61% 88.72 1.21% (2.82) 0.43% (41.91) 0.84% (9.12) 0.54% 6.54 0.74% 14.78 0.50% 2.69 0.95% (26.40) 0.87% (17.53) 0.66% 34.24 1.27% 36.62 0.81% 3.94 0.75% (25.10) 2.39% 7.44 0.99% 10.34 1.63% (6.38) 0.75% (2.89) 1.22% 1.16 0.83% 473.42 0.65% (11.75) 0.47% (36.32) 0.83% (6.82) 0.75% (45.35) 0.75% 1.07% (31.66) 0.90% 0.60% (204.91) 0.50% (53.10) EFTA00288874

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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 1,148 1,358 (48) 986 (458) 4,651 510 1,377 3,256 236 3,756 579 7,267 469 2,078 5,709 4,035 431 2,074 1,910 42 (34) (9) 120 (44) 321 (33) (17) (32) 142 (22) 714 196 165 8,860 726 1,652 2,433 2,473 2,286 798 581 1,043 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (1,819) 11,468 13,258 2,940 4,498 9,753 19,429 9,444 10,109 16,897 (4,107) 8,826 8,559 8,428 7,355 1,598 1,481 2,570 945 12,677 2,193 1,434 (3,322) 11,013 3,463 9,010 5,589 6,619 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 31.48 73.03 32.73 70.75 11.96 68.03 3.96 77.58 64.89 40.35 81.19 66.54 4.39 167.38 13.80 34.02 95.04 15.35 16.20 1,103.99 254.74 83.59 7.62 8.11 29.08 79.25 85.75 76.60 35.88 36.24 12.76 162.12 65.64 113.54 66.83 68.46 53.26 75.02 78.85 116.23 49.72 55.98 29.76 39.65 214.05 30.43 9.23 95.71 23.56 79.24 14.90 73.48 7.27 82.19 89.17 42.35 97.87 89.02 0.08 175.56 17.15 41.73 95.58 15.03 16.10 1,155.73 243.53 85.71 7.51 8.01 29.36 80.27 31.77 85.22 82.67 37.14 37.14 23.51 170.90 82.43 130.45 80.00 88.10 57.24 78.80 86.05 14.51 12.79 1.56 16.65 9.40 4.58 48.39 17.78 21.50 40.35 10.05 60.02 7.46 56.18 5.10 28.74 58.46 62.20 7.10 24.80 33.52 0.98 1.18 0.37 3.31 4.62 5.88 0.78 -0.60 0.99 2.50 1.37 9.78 4.10 3.26 95.72 11.80 29.91 29.80 29.18 42.64 9.32 9.77 13.99 0.66% 0.90% 1.34% 0.74% 0.88% 0.75% 0.64% 1.58% 0.56% 0.61% 0.80% 1.39% 0.80% 0.67% 0.97% 0.72% 0.58% 1.58% 0.69% 0.98% 0.68% 0.58% 1.79% 1.70% 1.41% 1.00% 0.43% 1.94% 2.00% 0.96% 0.52% 0.46% 0.81% 0.86% 0.76% 0.88% 0.46% 0.86% 0.50% 0.68% 0.67% 0.80% 0.52% 0.65% (1.94) (53.39) (29.90) (5.40) 57.68 (196.39) 99.07 (7.55) (49.43) 19.64 (31.19) 49.09 (2.00) 11.02 (19.06) 48.90 (90.77) 83.94 (48.87) 13.35 (68.66) (33.50) (12.68) (11.70) 711 1.78 (32.51) (31.20) (21.13) 14.45 53.65 (16.45) (51.08) 28.19 32.12 (70.52) (25.59) (136.09) 35.29 (5.00) (35.07) (40.89) (188.07) EFTA00288875

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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 724 493 1,131 (156) (267) (74) (42) 6,892 199 1,185 (3) 1,482 1,195 (114) (65) (1) 2,295 775 704 1,679 32 (355) 482 (12) 1,379 (20) 530 535 510 47 (335) 17 355 188 183 892 276 698 (384) 354 8,351 1,183 879 493 769 9,744 11,195 10,889 6,240 4,097 4,819 4,934 17,035 10,940 11,163 (1,815) 9,215 7,569 1,677 904 (210) 7,836 5,671 5,345 8,679 2,474 11,861 12,778 (588) 11,476 683 11,105 8,613 9,658 4,735 (4,132) 4,494 10,892 7,580 6,344 (8,574) 2,515 13,319 (5,268) (5,442) 10,218 7,801 1,144 12,473 (6,286) 5,234 36.73 37.76 39.07 302.59 59.15 54.82 54.04 212.78 65.94 49.36 105.60 8.63 8.66 80.23 80.21 69.81 44.08 114.81 84.17 698.82 44.07 168.98 22.09 26.77 65.12 36.96 86.36 36.78 25.97 359.52 35.62 45.74 16.07 15.95 63.57 49.32 4.66 7.02 115.49 63.59 61.19 46.89 86.54 5.60 120.22 39.46 39.42 43.13 295.20 55.52 54.00 53.58 298.88 67.14 54.60 105.79 10.02 10.03 75.11 74.83 70.13 56.99 HN/AN/A 129.93 100.45 707.99 42.79 175.36 87.83 22.55 29.99 63.29 38.72 91.73 38.73 26.23 388.68 35.75 47.23 16.46 16.41 56.96 54.72 4.90 7.53 107.97 115.56 70.47 46.89 92.64 5.16 137.89 13.34 8.03 16.68 1.32 6.38 1.66 0.77 58.51 441 15.64 0.24 24.94 20.12 8.07 8.24 0.59 30.88 16.39 14.95 31.71 1.42 4.55 10.43 2.26 13.09 -2.64 5.09 5.61 5.74 1.26 14.70 0.51 6.75 3.11 3.17 11.08 11.88 10.06 10.80 8.02 83.22 19.31 0.00 12.82 7.28 21.34 0.56% (41.03) 0.55% (52.27) 0.62% (138.99) 1.89% (79.66) 1.02% (58.74) 0.92% (20.14) 1.12% (55.04) 0.69% (145.26) 0.41% 0.68% (45.42) 0.76% (3.80) 0.64% 105.18 0.78% 68.15 0.84% (1.52) 0.87% (2.39) 0.78% 2.03 0.95% 25.98 0.83% 0.88% (59.30) 0.61% 44.55 0.92% 32.02 0.66% (55.36) 0.36% (3.06) 0.93% (3.67) 0.92% (95.09) 1.09% (5.11) 0.94% 1.11% (29.80) 0.92% (34.88) 0.80% 22.17 0.55% (2.37) 0.76% (50.99) 0.48% 0.80% (38.40) 0.91% (51.83) 0.94% 0.92% (166.00) 0.52% (50.71) 0.68% (13.78) 0.81% 26.25 0.79% (96.72) 0.52% 0.55% (3.14) 1.08% 97.21 0.69% 17.10 EFTA00288876

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TWX US Equity 258 7,427 66.94 69.27 3.97 0.88% (85.81) TXN US Equity 3,737 12,205 34.93 45.62 26.63 1.15% 8.50 TYC US Equity 11,282 24,080 29.17 42.83 57.80 0.81% (211.08) UBS US Equity 35 2,195 19.43 19.74 2.09 0.75% 0.85 UBSN VX Equity 30 2,063 19.51 19.79 1.61 0.91% 17.10 UCG IM Equity 2,240 5,500 5.62 791 31.37 1.30% 42.78 ULVR LN Equity 361 6,329 42.99 45.44 8.17 0.70% (57.66) UNA NA Equity 254 6,749 42.01 43.60 5.41 0.70% (80.71) UNH US Equity 1,987 10,191 64.28 76.82 26.68 0.73% (32.71) UNP US Equity 2,104 12,576 166.41 194.25 23.73 0.70% (77.74) UPS US Equity 3,847 14,806 79.87 100.62 40.70 0.64% (123.60) USB US Equity 2,639 14,238 34.71 41.15 35.90 0.52% (17.29) UTX US Equity 5,804 15,190 82.05 113.40 53.94 0.71% (301.59) V US Equity 208 5,407 200.61 208.32 3.99 0.96% (45.10) VALE US Equity 316 (2,664) 14.92 13.15 7.18 1.65% 58.02 VALE3 BZ Equity 377 (2,939) 15.07 13.14 7.25 1.77% 74.95 VIAB US Equity 3,547 9,272 60.42 83.53 50.10 0.76% (104.65) VIV FP Equity . 1,144 25.77 25.77 0.00 0.72% 0.52 VMW US Equity 226 4,785 89.16 93.38 3.16 150% (87.53) VOD LN Equity 333 (3,581) 3.85 3.49 9.45 0.98% 142.84 VOD US Equity 351 (3,458) 38.42 34.52 9.08 1.12% 184.63 VOW3 GR Equity 12 3,208 259.69 260.68 0.44 0.88% 21.37 VRX CN Equity 505 1,843 101.54 129.36 16.98 1.61% VRX US Equity 744 1,880 93.20 130.08 26.05 152% 68.06 VTIUS Equity 600 5,134 86.91 97.06 22.63 0.52% (24.12) VWO US Equity 13 5,559 42.23 42.33 0.34 0.70% (39.00) VZUS Equity (10) (974) 48.44 48.91 154 0.64% 6.56 WBC AU Equity 107 11,844 30.87 31.15 1.18 0.77% (186.07) WES AU Equity 117 13,490 39.08 39.42 114 0.76% (169.04) WEC US Equity 3,110 12,761 39.49 49.11 48.27 0.50% (91.44) WLP US Equity 4,a71 10,369 74.31 106.35 42.38 1.02% 44.90 WMT US Equity (55) 9,262 76.31 75.86 -1.10 0.54% (100.77) WOW AU Equity (12) 2,267 34.46 34.28 -0.60 0.91% (20.46) XOM US Equity 1,465 15,723 92.14 100.73 20.80 0.45% (22.46) XTA LN Equity HN/AN/A YHOO US Equity (s) 585 34.41 34.12 0.53 1.63% 6.37 YUM US Equity 83 7,151 73.86 74.72 1.74 0.67% 20.20 ZURN VX Equity 69 7,208 293.77 296.56 151 0.63% 29.14 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 17,844 62,272 1,455.70 1,872.83 53.11 0.54% NDX Index 10,146 37,348 2,831.19 3,600.31 34.21 0.79% (201.10) RTY Index 303 1,904 947.28 1,097.90 17.33 0.92% (32.74) EFTA00288877

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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 985 (58) 19 209 4,511 8,932 1,613 9,428 7,846 5,223 4,258 17,220 3,149 5,604 7,768 10,250 10,898 8,447 2,192 22 452 4,131 (888) 2,449 5,194 (95) 326 2,186 1,910 428 35,531 (17) 156 4,718 5,381 581 2,468 6,082 558 1,169 706 4,080 12,072 6,760 9,262 4,603 35,883 (2,092) 7,532 8,768 43,063 36,674 24,884 41,170 49,310 25,266 24,476 32,079 29,869 44,526 47,159 41,632 39,508 41,358 23,118 (3,336) 2,324 26,592 (21,271) 33,820 43,256 8,896 29,992 (33,248) 38,430 33,715 73,207 3,191 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 23,590.66 874.64 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 3,975.21 371.48 140.49 2,913.59 344.53 1.87 4,948.24 444.47 42.81 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 13,327.09 3,229.32 23,651.23 895.44 11,455.25 13,194.94 6,094.82 14,310.21 9,675.75 27,897.98 9,440.21 6,525.60 7.33 548.66 4,250.93 2,083.74 129.71 10,270.92 209.56 3,275.46 1,532.21 99.38 41.30 4,263.09 416.09 139.00 2,945.27 321.88 1.96 5,011.12 660.19 42.59 70.90 244.87 41.42 21.73 41.49 36.71 52.59 44.03 63.46 93.42 47.84 58.14 463.13 689.21 410.93 6.53 3.98 0.23 1.92 19.45 34.05 11.17 31.36 38.67 18.70 16.79 56.17 20.49 26.35 33.74 37.63 40.10 32.11 14.54 0.82 11.25 21.56 -2.96 8.88 15.07 1.15 151 9.90 9.53 2.00 100.26 0.78 3.82 51.41 2.82 63.42 7.57 27.49 62.22 11.01 29.32 12.20 42.87 66.95 29.95 30.45 17.31 0.42% 0.69% 11.51 1.11% (172.81) 1.24% 74.92 0.54% (222.64) 0.72% (165.60) 0.58% (143.64) 0.73% 59.63 0.41% (100.79) 1.11% 45.27 1.04% (58.82) 0.96% (174.13) 0.51% (236.11) 0.48% (106.75) 0.49% (84.32) 0.65% 4.62 0.69% 0.64% 0.65% 30.91 0.80% 22.08 1.73% 132.86 0.72% (234.57) 1.41% (186.07) 0.82% (245.15) 0.80% (119.78) 0.93% 44.98 0.72% 169.51. 0.66% (46.18) 0.52% (198.66) 0.64% (254.43) 0.48% 0.67% (25.87) 0.42% (30.45) 0.64% (199.48) 0.13% (3.95) 0.62% (112.94) 0.71% : 0.70% (87.19) 0.61% (296.11) 0.42% (45.81) 0.73% (59.86) 0.57% (31.11) 0.64% (102.76) 0.74% (230.29) 0.49% (109.88) 1.07% 0.71% EFTA00288878

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXS5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT 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 6,924 3,939 11,094 4,558 1,802 26,260 3,946 258 10,260 1,568 33 1,271 21,866 3,115 6,721 (136) 1,363 (86) 3,370 (47) 3,648 450 346 264 791 83 303 4,087 5,247 3,673 4,532 3,162 31,699 7,939 3,837 10,664 3,184 (127) 1,235 (145) (275) 3,104 2,422 38,710 51,146 28,923 28,384 31,675 61,074 25,840 2,844 43,418 41,086 16,765 6,565 39,247 12,087 40,565 (15,386) (15,640) (11,819) 30,849 18,950 (23,727) 53,418 83,224 91,863 77,867 78,897 58,788 66,005 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 40,142 35,151 20,844 (44,333) 69,857 89,647 359.38 456.85 222.31 482.69 679.66 609.16 917.36 343.07 386.09 803.87 432.46 279.50 172.05 159.85 3,715.50 4,989.44 21.28 108.90 99.40 3.86 88.51 220.12 764.85 1,215.16 220.85 1,505.67 169.82 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 728.94 349.03 429.04 86.29 464.03 1,008.64 1,507.67 423.66 492.04 307.58 560.21 718.32 871.07 1,057.43 374.15 477.32 834.55 433.31 333.60 267.91 201.04 4,331.10 5,033.49 19.42 109.69 102.44 4.55 88.68 235.15 768.99 1,219.74 221.60 1,520.77 820.82 170.06 222.50 376.36 509.18 364.64 1,777.34 1,294.22 473.38 1,849.40 1,392.55 475.64 763.38 347.93 444.12 85.69 466.91 1,053.46 1,548.40 35.87 12.61 60.48 23.79 13.33 77.13 23.19 10.92 32.87 7.97 0.37 27.30 58.47 22.48 26.60 -2.28 12.16 “1.17 5.39 13.20 0.41 133.57 5.49 1.92 1.06 4.05 0.61 2.26 18.34 23.68 17.40 20.89 14.29 182.54 51.06 17.57 82.10 15.46 1.15 14.48 -1.10 -2.20 18.33 11.87 0.50% 48.18 o.six | (492.94) 0.63% 97.60 0.67% (103.42) 0.43% (229.32) 0.56% (221.39) 0.66% (115.15) 0.83% 4.57 0.72% (29.91) 0.48% (26.88) 0.53% (126.85) 0.71% 65.16 0.95% (US3338) 1.15% 101.76 0.62% (161.35) 0.39% (5.52) 0.72% (52.60) 0.62% (34.33) 0.57% (52.67) 0.48% 111.63 0.05% 37.69 0.10% 93.68 0.20% (384.69) 0.32% (288.05) 0.25% i as78a) 0.23% (182.91) 0.20% (267.13) 0.27% (306.15) 0.25% (273.50) 0.26% (324.93) 0.26% (246.60) 0.22% 0.28% 0.26% (305.87) 0.26% (404.13) 0.31% (296.46) 0.27% (174.05) 0.24% (171.24) 0.63% (314.03) 0.28% : 0.24% (136.88) 0.23% (157.30) EFTA00288879