Atorus, LLC 2/5/2014 Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Current No. of Positions: Starting Capital: Current NAV: Current Leverage (Gross Exposures): 26.85% 60.90% 4,062,968 Day 2,676,714 Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 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: PX 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. | 1.03%] 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 —NAV 1,000,000.00 800,000.00 600,000.00, +—— $$$ $$ +++ Cr a a ar a aC Sy SY AY OY OY” OY AS” AS” oY 0” 0” AS” oY Ha A a Mh ah a a a” SPA HAY we A HAY Ne NN EFTA00292814

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Atorus, LLC 2/5/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions | 24.53%] 53 Positions MEXBOL Index (26,195) 0.48% AIR FP Equity 4,322 0.27% NO_TSY CREDIT (27,579) 0.51% SX7E Index 4,460 0.28% SHCOMP Index (27,841) 0.51% XLF US Equity 4,476 0.28% ZA_TSY CREDIT (33,390) 0.61% XLI US Equity 4,530 0.28% SPGSCITR Index (33,770) 0.62% QQQ US Equity 4,658 0.29% XAU Comdty (41,752) 0.77% MAERSKB DC Equity 4,674 0.29% DE_TSY CREDIT 56,806 1.04% UTX US Equity 4,772 0.30% CH_TSY CREDIT 59,734 1.10% BMY US Equity 4,848 0.30% JP_TSY CREDIT (60,116) 1.10% ROG VX Equity 4,891 0.30% SXDP Index 61,323 1.13% OGXP3 BZ Equity 4,995 0.31% SPX Index 62,514 1.15% SXOP Index 5,000 0.31% FR_TSY CREDIT 62,936 1.15% HEX Index 5,034 0.31% AT_TSY CREDIT 64,821 1.19% ACA FP Equity 5,097 0.32% NL_TSY CREDIT 65,851 1.21% MDT US Equity 5,408 0.34% FI_TSY CREDIT 67,028 1.23% CMCSA US Equity 5,434 0.34% BE_TSY CREDIT 68,105 1.25% IT_TSY CREDIT 5,479 0.34% STBCNZL Index 73,246 1.34% HON US Equity 5,512 0.34% 1E_TSY CREDIT 78,588 1.44% NG1 Comaty 5,604 0.35% AU_TSY CREDIT (79,707) 1.46% AMGN US Equity 5,628 0.35% MyY_TSY CREDIT (90,995) 1.67% XAU Comdty 5,823 0.36% SG_TSY CREDIT (96,439) 1.77% IBEX Index 5,859 0.36% CA_TSY CREDIT (98,061) 1.80% DAX Index 5,991 0.37% ICEXI! Index 6,065 0.38% PRU LN Equity 6,095 0.38% GS US Equity 6,163 0.38% ASE Index 6,179 0.38% SXAP Index 6,278 0.39% KFX Index 6,533 0.41% XLY US Equity 6,683 0.42% MMM US Equity 6,728 0.42% CA_TSY CREDIT 6,833 0.42% LUXXX Index 7,093 0.44% TMO US Equity 7,850 0.49% CMCSK US Equity 7,853 0.49% ES_TSY CREDIT 7,868 0.49% BAYN GR Equity 8,205 0.51% TYC US Equity 9,003 0.56% BA US Equity 9,096 0.57% BAC US Equity 9,205 0.57% SXIP Index 9,703 0.60% EFTA00292815

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SXMP Index XLV US Equity NDX Index RTY Index MA US Equity CELG US Equity SPX Index SXTP Index SXDP Index ISEQ Index 1€_TSY CREDIT STBCNZL Index GILD US Equity APAC Long APAC Short PC | EMEA Long PEMEAShort CTS AMER Long PAMERShort | EquityComtong PS | EquityComShort P20] [credittong 8 | | Creditshort 9,813 10,161 10,639 10,821 11,453 11,624 12,862 18,737 19,211 19,978 27,189 29,175 31,625 0.61% 0.63% 0.66% 0.67% 0.71% 0.72% 0.80% 1.16% 1.19% 1.24% 1.69% 1.81% 1.97% EFTA00292816

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Atorus, LLC 2/5/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 + 1,500,000 1,000,000 mmr APAC om EMEA 500,000 rn AMER on EquityCom r= Credit Y a * a (500,00) > vs we ¥ (1,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 —— APAC 1,000,000 —— EMEA = AMER 500,000 - = EquityCom = Credit EFTA00292817

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Atorus, LLC 2/5/2014 Current Gross Notional Risk by Category 201,322 534,511 mAPAC mMEMEA @ AMER ® EquityCom @ Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 = MSCIWorld ——— ATORUS 0.95 0.75 + 7 T T Tr ad Ne or ot ot v vy v “vy a CC SP PP PP amet le COMMIT Con CO CME CMMI Co s gh ath oh oh 8 % or hat AY Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Rolling30D ayRealized Vol EFTA00292818

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Atorus, LLC 2/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60.00 50.00 40.00 30.00 ——P/L Vol Days by Position 20.00 10.00 0.00 -10.00 EFTA00292819

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Atorus, LLC 2/5/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol 117 000270 KS Equity (4,536) 51.62 50.29 1.82 1.41% 005380 KS Equity (36) 771 223.08 213.24 -3.14 1.47% 005490 KS Equity 95 (3,683) 275.07 267.99 2.85 0.90% 005930 KS Equity 691 (6,605) 1285.62 1151.14 11.65 0.90% 012330 KS Equity 685 5,321 251.73 284.16 10.12 1.27% 1 HK Equity 23 (1,904) 14.78 14.60 2.27 0.53% 1299 HK Equity - (1,060) 4.56 4.56 0.00 0.91% 13 HK Equity 963 12,333 11.42 12.31 9.48 0.82% 16 HK Equity 482 (10,023) 12.65 12.05 8.91 0.54% 27 HK Equity (11) 123 9.60 8.78 411 2.26% 2914 JP Equity 320 (4,753) 32.87 30.66 4.73 1.43% 3382 JP Equity 22 3,441 37.59 37.82 0.49 1.27% 4063 JP Equity 158 (4,569) 56.21 54.26 3.09 1.12% 4502 JP Equity (30) 1,694 47.04 46.22 -2.28 0.77% 4689 JP Equity (64) 753 5.96 5.50 5.37 1.59% 5 HK Equity 3 (1,110) 10.19 10.15 0.43 0.71% 5108 JP Equity (139) 3,529 36.34 34.96 -3.84 1.02% 5401 JP Equity 96 (2,306) 3.04 2.91 3.33 1.25% 6301 JP Equity 111 (3,540) 20.55 19.90 2.56 1.23% 6752 JP Equity 764 4,186 10.42 12.33 9.36 1.95% 6902 JP Equity 2,031 9,817 41.97 50.66 16.56 1.25% 6954 JP Equity 276 6,440 156.43 163.14 2.28 1.88% 7201 JP Equity 258 (3,770) 8.97 8.36 5.43 1.26% 762 HK Equity 367 (4,179) 1.43 1.31 7.98 1.10% 7751 JP Equity 605 (6,905) 31.59 28.83 9.80 0.89% 8031 JP Equity 422 (6,788) 14.46 13.56 6.91 0.90% 8058 JP Equity - 764 17.87 17.87 0.00 0.93% 8411 JP Equity (220) 4,001 2.15 2.04 -4.39 1.26% 8802 JP Equity 71 (2,036) 25.23 24.35 2.54 1.38% 9020 JP Equity 226 (3,974) 78.81 74,32 5.49 1.04% 941 HK Equity 1,043 (10,331) 10.39 9.34 15.77 0.64% 9432 JP Equity (218) 6,105 53.26 51.42 -3.27 1.09% 9433 JP Equity 3,223 11,958 43.08 54.69 21.20 1.27% 9437 JP Equity 94 (2,692) 16.02 15.46 3.81 0.92% 9983 JP Equity (106) 3,208 367.47 355.72 “1.74 1.90% 9984 JP Equity 1,811 2,824 43.06 70.66 43.05 1.49% AAPL US Equity (97) 7,935 518.18 511.95 -1.10 1.11% ABB US Equity 525 10,485 23.59 24.77 5.00 1.00% ABBN VX Equity 457 8,767 23.63 24.86 4.48 1.16% ABBV US Equity (196) 5,388 49.43 47.69 3.71 0.98% ABEV US Equity 884 (7,285) 7.25 6.37 10.17 1.19% EFTA00292820

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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 AGL SJ 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 BG/ LN Equity BHP AU Equity BHP US Equity BIIB US Equity BIL SJ Equity 845 (1) (265) (355) (342) 5,097 (24) 21 375 (129) 625 (12) 633 4,322 2,308 1,802 5,628 402 2,783 403 103 1,778 3,448 2,918 3,345 9,096 9,205 (101) 227 (49) 8,205 253 1,212 1,176 253 1,006 354 (107) (140) (8) 14 239 209 (6,973) (534) 4,105 (3,540) (3,504) 5,409 3,711 9,124 1,202 3,236 (5,110) 6,857 (2,736) 1,171 6,590 7,528 5,737 23,079 10,749 14,104 (3,267) (6,883) (5,672) 10,474 12,794 11,777 12,548 17,898 10,831 5,334 7,405 (6,434) (8,114) 11,723 (3,565) (6,792) (7,305) (5,053) 5,765 (6,688) 6,443 4,652 (818) (2,274) (3,709) 1,074 (3,266) 7.29 94.12 38.70 17.17 17.20 7.01 93.85 77.04 72.36 55.05 22.73 104.77 126.05 30.87 42.10 126.90 126.13 92.78 76.29 287.66 26.27 82.74 80.96 71.56 49.80 50.65 49.96 79.84 8.82 441 97.23 48.99 66.82 75.59 9.22 12.96 12.74 60.45 10.09 43.17 17.72 52.03 17.10 31.48 63.64 245.93 30.38 641 94.25 36.36 18.89 18.88 13.62 93.26 77.79 73.62 61.43 23.31 114.32 126.60 47.55 69.70 165.81 165.75 115.41 79.14 344.41 25.95 77.89 79.49 83.71 63.22 63.20 63.27 120.42 16.32 4.33 103.38 47.26 67.23 128.50 8.56 10.65 10.69 57.42 11.86 40.89 17.43 50.52 17.28 31.44 63.40 300.67 28.44 11.62 -0.16 9.35 6.57 6.74 73.83 -0.97 1.18 2.38 17.85 -1.83 8.82 0.62 65.19 74.62 31.60 32.66 26.41 5.06 17.54 1.57 8.85 2.24 17.91 36.80 30.61 34.20 §1.29 94.41 -1.63 7.50 3.92 “1.17 68.63 5.22 13.74 15.02 5.30 14.14 8.76 1.42 -3.53 -0.73 0.14 0.47 17.65 6.65 1.04% 0.85% 0.69% 1.52% 1.45% 1.28% 0.66% 0.82% 0.73% 0.65% 1.38% 1.03% 0.70% 0.83% 0.88% 0.97% 0.96% 0.92% 0.74% 1.12% 0.78% 0.66% 0.81% 0.95% 0.73% 0.81% 0.78% 0.99% 0.90% 1.15% 0.84% 0.90% 0.52% 1.02% 1.36% 1.30% 1.07% 0.95% 1.23% 0.60% 1.16% 0.85% 1.39% 0.84% 0.81% 1.26% 0.96% EFTA00292821

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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 CL US 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 DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity 20 248 492 4,848 233 1,315 u (2) 2,100 131 280 (19) 228 561 11,624 33 433 (8) 5,434 7,853 498 (57) 515 75 394 182 311 153 2,115 (30) 483 1,000 438 1,153 4,295 91 1,639 2,526 (140) 1,551 1,180 (4,983) (3,174) 5,126 13,685 (3,708) 5,553 (3,702) 8,508 (4,460) (8,231) (531) 2,998 (678) 1,976 10,376 (3,402) 1,278 7,878 15,247 (1,880) 18,537 (3,569) 17,408 18,900 12,972 (2,367) 12,521 6,122 (7,124) (4,429) 2,422 6,393 2,069 6,736 (5,013) 8,999 (10,549) 10,388 (3,544) 12,224 14,044 4,092 12,420 8,368 8,181 30.62 274.17 30.17 61.56 98.79 35.71 70.46 62.77 54.81 7.71 111.02 6.18 94.27 30.31 47.07 30.84 87.23 64.50 49.35 36.20 85.54 94.14 58.99 77.56 40.65 36.26 51.38 32.88 51.30 67.68 67.02 112.61 #VALUE! 63.38 56.89 19.42 21.79 25.07 28.70 62.75 112.86 59.94 63.11 46.61 54.46 63.20 85.63 31.02 289.59 28.66 61.27 108.27 48.36 66.02 77.64 54.65 7.70 108.78 4.61 94.10 31.64 46.84 35.21 91.97 64.87 58.14 38.78 150.75 92.47 60.37 71.73 53.33 51.33 53.35 33.67 53.41 68.51 63.31 110.33 #N/AN/A 66.47 61.09 25.52 21.92 26.42 25.98 65.39 109.72 65.60 82.41 47.66 61.64 82.28 84.19 1.58 6.53 5.76 0.77 12.32 34.43 6.77 22.50 0.37 0.04 3.95 17.37 0.21 3.92 0.49 14.05 5.56 0.86 16.33 7.31 64.91 1.53 4.16 0.41 41.42 59.98 5.51 -3.37 6.05 1.57 10.05 3.19 22.97 6.18 5.94 30.75 0.76 5.30 17.25 6.75 4.05 15.22 32.56 1.64 15.64 29.17 -3.07 0.82% 0.86% 0.87% 0.61% 0.78% 1.03% 0.93% 1.05% 0.78% 0.64% 0.51% 147% 0.89% 1.12% 1.02% 1.01% 0.98% 0.66% 1.09% 0.97% 1.17% 1.16% 0.56% 0.54% 0.75% 0.69% 0.70% 0.71% 0.68% 0.78% 0.55% 0.63% 0.33% 0.79% 1.24% 1.02% 0.79% 1.01% 0.55% 0.62% 0.69% 0.62% 0.94% 1.37% 0.84% 1.03% 0.56% EFTA00292822

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DELL US Equity DEO 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 FDX US Equity FOX US Equity FOXA US Equity FP FP Equity G IM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity GOOG US Equity GS US Equity GSK LN Equity GSZ FP Equity (3) 2,708 3,343 432 (5) 1,029 1,591 108 3,752 1,299 (251) 41 (69) 4,090 (372) 349 410 25 (104) 941 432 14 957 (95) 1,095 59 20 (6) 105 1,594 31,625 (172) 12 914 1,331 4,129 6,163 (36) (16) 6,764 693 9,986 655 14,081 9,996 581 9,007 6,509 551 13,772 9,240 (8,886) 5,790 5,092 1,922 9,269 8,879 5,228 (7,062) 6,785 (1,669) 2,625 5,628 9,208 3,437 9,912 2,983 (739) 2,566 (2,349) 5,378 (3,606) (3,471) 1,430 3,661 16,425 13,861 4,267 3,271 (2,967) 11,463 5,383 12,426 13,634 4,361 (2,480) #VALUE! 116.06 51.34 28.88 58.57 68.36 79.41 15.62 35.84 28.38 12.22 60.09 69.60 61.64 52.95 102.38 23.36 24.84 59.74 41.70 4.27 22.40 18.63 143.99 61.83 12.05 66.69 70.42 14.78 43.58 31.74 120.94 31.03 31.33 55.22 20.52 22.32 24.02 49.10 49.51 5.14 16.17 28.27 857.75 110.98 26.01 22.14 #N/AN/A 116.06 65.26 28.88 7247 71.32 78.73 17.40 44.59 33.95 15.55 68.54 69.56 59.08 53.38 98.82 33.66 23.84 63.73 41.34 4.52 22.06 17.92 168.07 64.74 12.10 73.13 68.24 14.69 62.18 30.95 130.12 30.86 31.38 56.60 21.11 24.48 78.84 47.19 57.68 5.12 17.46 35.26 1142.78 161.14 25.80 22.28 -0.57 0.00 40.15 0.00 37.98 5.17 -0.95 14.32 22.71 20.31 25.03 19.44 0.13 5.85 0.70 5.35 56.13 5.39 10.16 1.78 7.19 1.82 4.08 18.88 6.12 0.45 14.36 3.65 0.59 25.11 2.19 9.79 0.60 0.16 3.85 3.30 12.72 186.00 -7.55 12.04 0.39 8.42 24.88 38.29 66.22 -0.74 -0.99 0.07% 1.03% 0.68% 1.09% 0.63% 0.84% 0.91% 0.80% 1.08% 0.97% 1.09% 0.72% 0.50% 0.74% 1.16% 0.67% 0.79% 0.78% 0.66% 0.48% 0.84% 0.83% 0.97% 0.89% 0.77% 0.92% 0.67% 0.88% 1.01% 1.70% 1.14% 0.78% 0.93% 1.04% 0.65% 0.87% 0.76% 1.23% 0.53% 1.37% 1.08% 0.95% 0.99% 0.87% 0.68% 1.11% 0.65% EFTA00292823

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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 KRFT 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 MON US Equity MOS US Equity MRK US Equity 399 1,642 284 5,512 853 740 139 (85) 2,442 412 317 2,092 3,051 3,251 476 (80) 371 223 (58) (135) 24 (76) 3,491 455 (52) 14 1,270 705 11,453 4,674 (23) 114 71 1,647 5,408 3,585 1,862 6,728 (238) 93 1,010 2,689 12,500 6,154 11,918 6,343 (1,224) 6,981 (8,454) 11,008 9,866 5,545 (5,952) (6,412) 14,131 948 9,979 12,593 8,592 7,991 (6,801) (6,397) 1,018 2,289 1,915 1,555 7,134 (899) 2,031 1,953 (1,781) 6,866 2,318 20,752 14,286 (1,376) (7,032) 1,775 13,773 20,749 7,625 7,986 13,445 21,267 4,368 12,009 (4,481) 9,418 42.93 66.04 40.89 61.10 24.79 10.24 5.48 184.74 35.55 23.81 1.90 13.81 13.59 67.84 146.05 34.13 69.31 52.29 106.68 35.17 38.95 53.88 84.64 77.86 197.83 0.89 52.81 122.48 217.49 45.46 61.33 59.29 46.91 8212.58 172.99 94.88 161.77 28.68 43.22 44.37 12.38 #VALUE! 96.89 35.88 106.02 45.85 48.80 49.31 74.71 42.77 89.36 28.12 10.20 6.06 174.11 36.00 23.60 2.74 12.86 12.92 77.88 146.05 44.56 87.21 55.18 105.62 33.25 37.59 50.98 79.92 78.85 188.64 1.33 52.76 149.92 211.89 45.10 72.67 77.32 72.80 10899.84 175.89 93.33 168.27 32.11 54.49 47.54 17.93 #N/AN/A 127.55 34.03 106.83 44.84 54.04 20.17 28.85 4.90 88.59 13.70 0.16 15.75 7.73 1.21 1.01 37.51 5.44 4.18 24.39 0.00 34.47 40.81 7.65 1.69 8.20 5.42 -10.26 7.71 1.67 6.93 46.94 0.13 23.82 “1.84 1.17 14.70 29.98 50.44 27.32 “1.57 3.89 3.73 16.95 31.09 7.39 48.86 12.27 45.71 8.36 1.06 2.27 12.42 0.74% 0.46% 0.94% 0.52% 0.98% 2.35% 0.67% 0.74% 1.05% 0.85% 1.17% 1.27% 1.18% 0.61% 0.72% 0.89% 0.63% 0.72% 0.59% 0.67% 0.64% 0.55% 0.77% 0.76% 0.70% 1.04% 0.69% 0.94% 1.43% 0.66% 1.26% 1.01% 1.09% 1.20% 1.07% 0.42% 1.08% 0.71% 0.84% 0.97% 0.92% 1.13% 0.69% 0.65% 0.73% 0.97% 0.86% EFTA00292824

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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 QQqQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity RDSA LN Equity RDSA NA Equity RDSB LN Equity 246 3,033 3,454 2,956 327 1,005 1,166 3,162 205 4,222 287 1,317 3,210 4,995 (91) 35 530 527 2,343 (135) 528 3,885 1,372 1,055 (61) (65) 6,095 72 542 1,288 1,047 4,658 (14) (167) (59) (14) (129) 1,661 7,236 7,590 (3,328) (5,141) 14,791 (7,461) 9,893 11,522 4,458 4,542 (6,912) 18,228 5,435 9,660 15,494 (5,143) (1,139) 2,986 7,162 (3,974) (2,834) (2,815) 3,065 13,826 3,643 (2,944) (3,076) 21,829 948 11,235 (10,240) 7,701 (3,727) (3,491) 10,490 6,509 6,074 16,078 12,639 19,860 948 366 4,002 3,259 326 3,990 27.57 34.82 196.30 28.70 22.17 72.62 34.95 69.64 11.72 55.91 3.96 75.68 63.81 38.56 80.49 65.07 443 163.73 12.38 33.15 87.84 13.30 13.87 956.05 212.47 82.27 6.54 6.98 26.10 76.37 30.43 85.47 75.28 31.56 31.45 12.76 156.12 64.65 113.30 66.83 68.46 47.19 70.67 74.90 34.67 35.44 37.10 29.16 36.01 205.30 28.67 9.09 89.57 21.10 71.94 12.74 70.53 6.72 73.44 78.58 40.60 91.46 78.55 0.13 163.73 12.02 35.96 87.06 10.81 11.48 1120.30 248.48 79.33 5.42 5.78 30.75 76.37 34.14 76.67 78.61 32.07 32.03 20.17 157.86 70.42 122.37 72.36 84.51 47.19 68.12 71.90 34.05 34.03 35.94 5.77 3.39 6.25 0.16 27.06 34.98 23.39 4.25 14.40 36.84 61.52 4.06 31.19 5.34 11.96 32.62 23.80 0.00 2.89 12.74 1.40 13.53 12.56 19.13 22.82 7.29 12.91 13.27 25.06 0.00 17.99 13.50 5.04 1.53 “1.74 52.17 1.95 11.18 12.85 12.20 41.72 0.00 5.23 5.65 “1.98 5.16 3.65 1.00% 1.01% 0.73% 0.68% 2.18% 0.67% 1.69% 0.78% 0.61% 0.71% 1.13% 0.73% 0.74% 0.99% 1.14% 0.64% 4.08% 0.94% 1.05% 0.67% 0.63% 1.38% 1.37% 0.90% 0.74% 0.51% 1.33% 1.29% 0.71% 0.67% 0.68% 0.76% 0.88% 1.07% 1.07% 1.11% 0.57% 0.80% 0.62% 0.68% 0.56% 0.51% 0.72% 0.74% 0.92% 0.80% 0.89% EFTA00292825

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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 SCCO 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 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 TWX US Equity TXN US Equity TYC US Equity (78) (71) (54) (72) 4,891 (8) 395 175 221 (432) (583) 190 184 1,404 971 755 535 788 186 (62) 749 605 (186) (216) 7 416 91 537 10 18 (5) 1,457 2,239 18 119 7,850 119 42 654 661 23 2,062 9,003 3,921 3,326 4,854 4,970 17,184 (3,352) (2,159) (6,219) 7,320 5,362 5,279 7,153 (5,117) (3,820) 7,797 11,342 8,973 6,585 (7,313) (9,078) (4,743) 9,792 (5,335) 3,587 3,221 (3,744) (2,802) 5,994 (2,482) (6,942) (4,394) (1,657) 151 (10,584) 9,582 2,698 812 (4,599) 10,217 1,367 (6,966) (4,086) (7,451) 4,809 (4,050) 12,323 23,885 287.19 58.58 53.83 54.03 212.78 61.84 44.27 103.23 8.35 8.28 81.00 81.06 73.00 29.68 43.91 114.69 114.68 79.94 644.51 41.73 151.46 80.74 22.85 24.85 69.01 32.43 32.36 24.71 353.19 34.86 43.24 15.19 15.43 63.77 46.31 447 7.36 118.21 63.59 52.85 43.75 81.38 5.64 118.62 62.77 34.93 29.17 281.58 57.36 53.24 53.26 273.35 61.99 43.65 96.66 8.55 8.62 74.87 74.96 70.29 28.25 51.82 124.51 124.34 86.43 575.06 40.88 153.44 86.91 20.26 23.62 64.67 31.77 31.74 26.42 340.20 32.16 43.14 15.03 14.95 54.99 57.13 4.50 7.36 115.17 112.45 56.68 43.01 80.54 5.14 134.93 62.42 40.77 40.16 1.39 2.61 0.98 “1.17 36.55 0.35 1.65 8.28 2.69 3.59 -10.09 9.71 3.99 4.95 22.13 10.83 9.94 10.49 11.67 444 1.95 7.61 9.32 6.72 6.86 3.06 2.96 6.36 4.16 10.61 0.41 1.35 -3.52 18.02 32.98 1.06 0.00 3.53 102.39 9.21 2.98 1.67 10.67 24.81 0.75 22.43 52.76 1.43% 0.82% 1.13% 1.24% 0.78% 0.67% 0.85% 0.77% 0.89% 1.15% 0.81% 0.84% 0.93% 0.97% 0.81% 0.79% 0.85% 0.77% 0.92% 0.46% 0.67% 1.00% 1.22% 0.77% 0.98% 0.67% 0.65% 1.09% 0.89% 0.73% 0.58% 0.79% 0.92% 0.76% 0.71% 0.63% 0.88% 0.73% 0.75% 0.79% 0.57% 0.62% 0.82% 0.55% 0.75% 0.75% 0.71% EFTA00292826

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UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV FP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTI US Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity 234 216 1,728 161 1,055 2,637 1,821 4,772 4,310 299 356 3,196 78 1,074 890 677 77 824 247 533 195 19 (33) 1,838 2,022 (191) 316 (66) 204 (126) (66) Current Portfolio - Global Macro Portfolio MTM Gain/(Loss) 5,267 5,203 5,441 (3,879) (5,278) 10,126 9,502 14,950 14,375 15,144 4,427 (3,942) (4,625) 6,364 2,300 4,275 7,660 7,584 6,894 1,623 1,893 5,179 (6,888) (6,166) (3,427) (3,700) 10,165 13,075 3,617 (8,728) 10,982 (2,259) 1,292 4,210 6,407 19.37 19.51 5.58 39.27 38.38 64.08 160.88 79.87 34.71 82.05 108.98 15.08 15.04 52.96 25.72 87.26 3.11 31.63 228.75 92.95 93.20 86.91 40.52 48.12 27.09 36.37 37.56 74.31 76.70 31.30 90.48 VALUE! 30.64 72.75 291.91 20.23 20.32 7.36 37.64 36.76 70.76 172.40 93.96 39.11 107.90 215.10 13.93 13.88 79.55 26.10 88.86 3.55 35.34 251.20 134.02 133.77 91.06 37.39 46.60 26.94 36.70 44.35 85.80 72.86 30.17 89.93 HN/AN/A 35.47 70.64 288.93 3.70 4.15 24.25 4.31 4.16 12.72 10.74 32.38 19.89 44.32 113.19 5.65 5.54 58.48 1.97 1.47 16.46 14.43 9.84 29.87 32.91 10.67 9.02 4.55 0.68 1.39 30.57 15.40 -10.68 6.12 -0.87 0.04 12.76 -2.88 “1.43 P/Lin Vol 1.20% 1.00% 1.31% 0.96% 1.01% 0.82% 0.67% 0.54% 0.64% 0.71% 0.86% 1.34% 1.39% 0.86% 0.75% 1.25% 0.85% 0.81% 1.00% 1.48% 1.32% 0.45% 0.86% 0.70% 0.80% 0.64% 0.59% 1.00% 0.49% 0.59% 0.70% 2.26% 1.24% 1.04% 0.72% 30P Realized SPX Index NDX Index RTY Index SPTSX Index MEXBOL Index IBOV Index MERVAL Index 12,862 10,639 10,821 37 1,178 2,659 (201) 62,514 47,138 40,101 (11,637) (26,195) (22,687) (6,135) 1452.75 2818.70 861.19 12274.28 3129.54 21994.49 726.05 1,751.64 3,454.90 1,093.59 12,235.78 2,988.81 19,417.12 749.88 0.60% 0.76% 0.86% 0.50% 0.84% 1.27% 1.87% EFTA00292827

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UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEXI Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O 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 SX6P Index SXEP Index SXIP Index SXNP Index 987 5,991 512 5,859 4,256 3,136 3,264 19,978 6,065 2,956 3,141 7,093 6,533 5,034 951 2,001 6,179 311 (60) 124 302 2,775 215 379 92 29,175 438 (81) 3,812 (5) 4,476 75 1,442 4,530 (230) 6,683 62 2,304 10,161 3,263 6,278 2,377 2,127 9,703 3,187 40,256 36,824 7,145 38,784 40,867 23,291 24,466 40,263 35,675 42,650 42,148 40,007 38,327 41,234 20,880 28,308 17,823 22,300 (14,381) (13,626) (14,751) 19,787 (10,209) (27,841) (12,135) (12,528) 73,246 (6,163) (4,201) 14,240 362 13,570 6,420 12,985 16,099 7,391 20,539 2,167 14,879 24,346 43,728 28,809 47,372 32,516 (3,139) 29,108 28,527 10288.22 10610.77 5199.75 11492.37 8134.42 22744.85 8026.78 4246.25 6.58 484.27 3586.05 1655.49 100.82 8513.92 189.54 3213.33 1246.19 84.29 41.54 3615.53 331.01 122.63 2799.04 339.97 1.77 4550.65 444.47 40.61 63.72 183.21 40.93 15.57 37.95 30.83 38.18 41.37 46.78 79.65 37.62 38.87 400.51 520.28 366.14 349.85 425.59 222.31 482.69 10,540.57 12,337.12 5,572.61 13,228.51 8,981.47 25,806.92 9,097.68 6,353.23 7.70 517.84 3,853.28 1,948.98 118.00 9,553.35 198.17 3,440.49 1,678.24 85.46 41.71 3,582.74 324.24 139.83 2,740.16 335.34 1.75 4,518.15 621.51 37.72 64.95 232.26 40.42 20.71 38.39 34.25 48.93 40.12 62.00 81.92 43.44 55.09 430.40 633.66 384.51 372.74 425.59 296.41 536.61 4.14 23.41 11.47 17.59 18.86 18.22 14.61 76.15 28.26 11.92 14.00 26.72 22.41 16.30 5.78 7.94 21.27 2.03 -0.54 1.21 2.94 11.88 2.80 1.85 1.13 1.16 81.37 6.80 3.77 32.98 -7.50 45.60 2.09 16.65 38.74 5.98 44.45 3.86 21.54 58.55 14.37 29.42 8.11 11.12 0.00 45.59 18.64 0.59% 0.70% 0.63% 0.86% 0.55% 0.74% 0.91% 0.65% 0.60% 0.58% 0.53% 0.66% 0.76% 0.75% 0.79% 0.89% 1.63% 0.69% 0.77% 0.75% 0.70% 1.18% 0.75% 0.74% 0.67% 0.62% 0.49% 1.05% 0.51% 0.81% 0.17% 0.72% 0.56% 0.67% 0.73% 0.52% 0.73% 0.74% 0.72% 0.71% 0.52% 0.74% 0.62% 0.59% 0.63% 0.73% 0.60% EFTA00292828

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SX3P Index (277) 9,707 653.32 635.20 3.98 0.72% SXDP Index 19,211 61,323 609.16 799.99 58.75 0.53% SX4P Index 1,224 25,945 917.36 960.63 7.36 0.64% SX8P Index 1,536 13,491 330.19 367.77 18.39 0.62% SXOP Index 5,000 40,913 380.28 426.75 17.39 0.70% SXAP Index (7) (5,983) 744.40 745.32 -0.16 0.78% SXRP Index - (3,729) 418.95 418.95 0.00 0.58% SXMP Index 9,813 35,991 261.12 332.32 43.72 0.62% SXTP Index 18,737 39,408 172.05 253.85 74.86 0.64% SX7E Index 4,460 17,933 157.43 196.58 21.28 1.17% SXSE Index 3,396 38,855 3686.95 4,009.16 13.45 0.65% SPGSCITR Index 370 (33,770) 4817.40 4,764.66 2.14 0.51% XAG Curncy 1,340 (12,745) 21.93 19.62 10.00 1.05% CO1 Comdty 593 (23,519) 109.00 106.25 4.33 0.58% CL1 Comdty 86 13,357 96.76 97.38 0.71 0.90% NG1 Comdty 5,604 16,729 3.77 5.03 10.31 3.25% XAU Comdty 5,823 (41,752) 103.96 89.46 24.37 0.57% IBOXHY Index 1,754 53,810 220.18 227.36 40.69 0.08% US_TSY CREDIT (16) 18,717 760.19 759.55 -0.58 0.15% CA_TSY CREDIT 6,833 (98,061) 1269.35 1,180.89 18.08 0.39% MX_TSY CREDIT 349 (13,868) 209.03 203.76 4.57 0.55% AU_TSY CREDIT 1,553 (79,707) 1457.62 1,429.21 3.97 0.49% JP_TSY CREDIT 40 (60,116) 822.10 821.55 0.18 0.37% MY_TSY CREDIT 2,544 (90,995) 167.52 162.84 11.40 0.25% SG_TSY CREDIT 696 (96,439) 219.11 217.53 2.51 0.29% AT_TSY CREDIT 1,632 64,821 354.64 363.57 8.35 0.30% BE_TSY CREDIT 2,382 68,105 473.36 489.91 11.75 0.30% FI_TSY CREDIT 1,531 67,028 346.05 353.95 7.66 0.30% FR_TSY CREDIT 1,968 62,936 1661.26 1,713.20 10.75 0.29% DE_TSY CREDIT 1,216 56,806 1230.67 1,257.02 6.89 0.31% IE_TSY CREDIT 27,189 78,588 336.92 453.49 112.52 0.31% IT_TSY CREDIT 5,479 53,776 1610.28 1,774.34 37.04 0.28% NL_TSY CREDIT 1,465 65,851 1317.53 1,346.84 7.50 0.30% ES_TSY CREDIT 7,868 50,636 392.28 453.24 57.42 0.27% DK_TSY CREDIT 1,492 51,495 721.13 742.03 9.44 0.31% NO_TSY CREDIT 360 (27,579) 333.32 328.96 2.84 0.46% PL_TSY CREDIT 246 22,306 420.32 424.96 2.13 0.52% ZA_TSY CREDIT 2,867 (33,390) 83.13 75.99 10.19 0.84% SE_TSY CREDIT (297) (21,291) 452.11 458.41 -3.48 0.40% CH_TSY CREDIT 2,088 59,734 999.11 1,034.03 8.99 0.39% GB_TSY CREDIT 63 31,907 1475.94 1,478.84 0.59 0.33% EFTA00292829