Atorus, LLC 2/6/2014 : Current Date: 712M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: hange on Day: MSCI World Change on Day 1.29% 4,069,571 Current Short Exposure @ Cost: (1,394,667, Net Exposure: 2,674,904 Current No. of Positions: Starting Capital: x Current NAV: _ N 8 nS Ns SS 8 2 o i= a Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days PS 2%) 124M Avg. Daily NAV (+) Change | __1.02% 124M Avg. Daily NAV (-) Change | 0.91% Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: 10.00% 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. 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 + T T T T T Sh gh we” vf RU DAD 2 > & YAP PE PEP AM” SP EFTA00292846

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Atorus, LLC 2/6/2014 Percentile (@ cost ex-MTM) NAV) | Security ———|__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions | 24.52%] 52 Positions MEXBOL Index (26,193) 0.48% OGXP3 BZ Equity 4,996 0.30% NO_TSY CREDIT (27,667) 0.51% QQQ US Equity 4,999 0.30% SHCOMP Index (27,831) 0.51% UTX US Equity 5,010 0.30% ZA_TSY CREDIT (33,420) 0.61% MAERSKB DC Equity 5,020 0.30% SPGSCITR Index (33,843) 0.62% SMI Index 5,064 0.31% XAU Comdty (42,051) 0.77% BMY US Equity 5,096 0.31% DE_TSY CREDIT 57,002 1.04% SX7E Index 5,162 0.31% JP_TSY CREDIT (59,858) 1.10% NG1 Comaty 5,167 0.31% CH_TSY CREDIT 59,953 1.10% ROG VX Equity 5,187 0.31% SXDP Index 61,667 1.13% DAI GR Equity 5,273 0.32% SPX Index 62,717 1.15% MDT US Equity 5,558 0.34% FR_TSY CREDIT 63,167 1.16% ACA FP Equity 5,615 0.34% AT_TSY CREDIT 65,045 1.19% CMCSA US Equity 5,673 0.34% NL_TSY CREDIT 66,079 1.21% XAU Comdty 5,798 0.35% FI_TSY CREDIT 67,259 1.23% HON US Equity 5,819 0.35% BE_TSY CREDIT 68,340 1.25% AMGN US Equity 5,844 0.35% STBCNZL Index 73,246 1.34% IT_TSY CREDIT 5,867 0.35% IE_TSY CREDIT 79,029 1.45% GS US Equity 6,200 0.37% AU_TSY CREDIT (79,674) 1.46% SXOP Index 6,408 0.39% MY_TSY CREDIT (90,858) 1.66% HEX Index 6,458 0.39% SG_TSY CREDIT (96,294) 1.76% PRU LN Equity 6,492 0.39% CA_TSY CREDIT (98,739) 1.81% ASE Index 6,518 0.39% ICEXI Index 6,520 0.39% CA_TSY CREDIT 6,773 0.41% DAX Index 6,896 0.42% MMM US Equity 6,965 0.42% IBEX Index 7,013 0.42% SXAP Index 7,288 0.44% XLY US Equity 7,294 0.44% KFX Index 7,506 0.45% LUXXX Index 7,743 0.47% BAYN GR Equity 8,056 0.49% CMCSK US Equity 8,126 0.49% TMO US Equity 8,201 0.50% ES_TSY CREDIT 8,337 0.50% TYC US Equity 9,517 0.57% BA US Equity 9,563 0.58% BAC US Equity 9,643 0.58% XLV US Equity 10,356 0.63% SXIP Index 10,619 0.64% EFTA00292847

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RTY Index SXMP Index NDX Index MA US Equity CELG US Equity SPX Index SXTP Index SXDP Index ISEQ Index 1€_TSY CREDIT STBCNZL Index GILD US Equity LAPACShort 8 PEMEALong LEMEA Short 7 | EquityComtong S| [Credittong 8 | | Creditshort_ rotaltong 800 | 10,920 10,973 11,204 11,450 11,710 13,689 19,780 19,922 21,268 27,764 29,175 30,831 0.66% 0.66% 0.68% 0.69% 0.71% 0.83% 1.19% 1.20% 1.28% 1.68% 1.76% 1.86% EFTA00292848

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Atorus, LLC 2/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60.00 ——P/L Vol Days by Position EFTA00292849

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Atorus, LLC 2/6/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nite Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,530) 51.62 49.96 2.35 1.37% 005380 KS Equity toe 515 223.00 212.44 -3.64 1.37% 005490 KS Equity 91 (4,198) 274.12 268.18 2.40 0.90% 005930 KS Equity 603 (6,601) 1285.62 1168.24 9.96 0.92% 012330 KS Equity 860 5,328 244.69 284.16 13.46 1.20% 1 HK Equity 22 (2,577) 14.73 14.60 1.62 0.53% 1299 HK Equity (3) (1,698) 4.55 4.56 0.18 0.91% 13 HK Equity 1,130 12,372 11.40 12.44 11.79 0.77% 16 HK Equity 583 (10,044) 12.66 11.93 11.12 0.52% 27 HK Equity (9) 122 9.63 8.97 3.21 2.29% 2914 JP Equity 228 (4,744) 32.47 30.91 3.30 1.45% 3382 JP Equity (21) 3,462 37.70 37.47 -0.50 1.22% 4063 JP Equity 194 (4,566) 56.40 54.01 3.85 1.10% 4502 JP Equity (49) 1,360 46.98 45.33 4.41 0.82% 4689 JP Equity (65) 748 5.96 5.49 5.63 1.54% 5 HK Equity 5 (1,808) 10.17 10.14 0.41 0.70% 5108 JP Equity (156) 3,550 36.29 34.76 -4.40 1.00% 5401 JP Equity 112 (2,752) 3.01 2.89 3.24 1.25% 6301 JP Equity 210 (3,541) 20.64 19.41 4.90 1.21% 6752 JP Equity 1,445 4,213 9.01 12.10 14.11 2.43% 6902 JP Equity 2,027 9,885 41.48 49.99 16.19 1.27% 6954 JP Equity 152 6,469 157.65 161.35 1.28 1.83% 7201 JP Equity 133 (3,767) 8.85 8.54 271 1.30% 7203 JP Equity 4 (716) 57.36 57.05 0.45 1.17% 7267 JP Equity 6 (486) 35.75 35.33 111 1.05% 762 HK Equity 342 (4,153) 1.43 1.31 7.60 1.08% 7751 JP Equity 645 (6,862) 31.44 28.48 10.39 0.91% 8031 JP Equity (91) (6,778) 13.92 14.11 “1.23 1.09% 8058 JP Equity (33) (772) 17.87 18.65 4.04 1.07% 8306 JP Equity 8 (796) 5.84 5.78 0.87 1.20% 8316 JP Equity 7 (914) 46.06 45.70 0.55 1.42% 8411 JP Equity (133) 2,694 2.13 2.03 -3.90 1.27% 8604 JP Equity 1 (246) 6.65 6.61 0.39 1.46% 8801 JP Equity 1 (382) 31.32 31.22 0.24 1.40% 8802 JP Equity (24) (2,436) 24.65 24.89 -0.70 1.44% 9020 JP Equity 169 (3,962) 77:53 74.22 4.15 1.03% 941 HK Equity 1,026 (10,563) 10.33 9.33 15.41 0.63% 9432 JP Equity (198) 6,108 53.14 51.47 -3.03 1.07% 9433 JP Equity 3,794 12,037 42.13 55.41 22.90 1.38% 9437 JP Equity 7 (3,519) 15.73 15.41 2.17 0.93% 9983 JP Equity (118) 3,228 368.58 355.59 -2.00 1.82% EFTA00292850

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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 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 1,908 (96) 527 515 (183) (20) (226) (285) (272) 5,615 (12) 151 27 195 (259) 815 (63) 4,412 2,581 1,934 5,844 431 3,174 (20) 260 121 2,025 3,152 2,700 3,130 9,563 9,643 (34) 618 205 (60) 8,056 103 1,037 1,029 179 1,150 237 7 2,849 7,946 10,518 8,796 5,423 (7,287) (6,975) (1,377) 4,104 (3,539) (3,503) 5,449 3,737 9,118 1,207 1,624 (5,105) 6,852 (3,418) 861 6,648 7,558 5,766 23,079 10,775 14,104 (3,922) (6,844) (5,652) 10,567 12,884 11,860 12,639 17,999 10,902 5,354 7,457 (6,970) (8,106) 11,786 (2,843) (6,794) (7,302) (5,050) 5,786 (6,669) 6,439 42.69 518.18 23.59 23.63 49.43 7.25 7.29 94.20 38.75 17.17 17.20 6.83 93.86 77.04 72.36 55.05 22.73 104.77 126.16 47.84 42.47 125.64 126.13 92.78 76.29 287.66 26.22 82.74 80.96 71.56 49.80 50.40 49.96 79.84 8.82 441 97.30 49.08 66.82 76.64 9.22 12.96 12.74 60.45 10.09 43.17 17.72 71.28 511.96 24.77 25.01 47.82 6.37 6.72 95.55 36.73 18.55 18.54 13.88 93.56 78.32 73.95 61.67 23.89 117.22 128.48 47.84 70.66 168.55 168.44 116.28 79.34 352.40 26.35 79.60 79.23 85.28 61.99 61.87 62.33 122.26 16.63 4.38 105.36 47.63 67.31 129.02 8.88 10.98 10.95 58.31 12.10 41.64 17.77 45.25 1.21 5.00 5.10 3.40 10.17 6.67 1.59 -7.98 5.18 $.21 73.45 -0.49 2.03 2.96 18.82 -3.50 10.72 “2.48 0.00 70.30 33.41 33.91 27.22 5.48 18.88 -0.68 5.17 2.64 19.72 30.74 26.56 29.89 51.37 92.20 -0.56 9.22 3.26 “146 67.85 2.44 11.23 12.78 3.69 15.47 5.50 0.23 1.48% 1.00% 1.00% 1.15% 0.99% 1.19% 1.18% 0.90% 0.69% 1.55% 1.49% 1.40% 0.65% 0.81% 0.74% 0.64% 1.45% 1.11% 0.74% 0.82% 0.94% 1.02% 0.99% 0.93% 0.73% 1.19% 0.74% 0.73% 0.81% 0.97% 0.80% 0.86% 0.83% 1.03% 0.96% 1.14% 0.90% 0.90% 0.50% 1.01% 1.48% 1.36% 1.10% 0.96% 1.28% 0.65% 1.16% EFTA00292851

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BEN US Equity (89) BG/ LN Equity (38) BHP AU Equity (12) BHP US Equity (50) BIIB US Equity 251 BIL SJ Equity 174 BK US Equity 36 BLK US Equity 86 BLT LN Equity 206 BMO CN Equity (36) BMW GR Equity 628 BMY US Equity 5,096 BN FP Equity 174 BNP FP Equity 1,581 BNS CN Equity (87) BP/ LN Equity 156 BRK/B US Equity 47 BSBR US Equity 1,965 BUD US Equity (25) BX US Equity 97 C US Equity (29) CA FP Equity 353 CAT US Equity 758 CBA AU Equity (26) CBS US Equity 283 CCL US Equity 791 CELG US Equity 11,710 CFR VX Equity (52) CLUS Equity 448 CM CN Equity (56) CMCSA US Equity 5,673 CMCSK US Equity 8,126 CNI US Equity 696 CNQ.CN Equity (73) CNR CN Equity 699 COF US Equity 155 COP US Equity 300 COST US Equity (39) COV LN Equity 185 COV US Equity 331 CRM US Equity 182 CS FP Equity 2,258 CSCO US Equity (137) CSX US Equity 666 CVE CN Equity 841 CVS US Equity 508 CVX US Equity 48 4,668 (1,088) (3,053) (2,953) 1,078 (3,663) 1,555 1,184 (4,979) (3,152) 5,165 13,774 (3,703) 5,591 (4,555) 8,510 (5,103) (8,227) (1,344) 2,999 (1,366) 1,993 10,409 (2,708) 1,285 7,882 15,407 (1,497) 19,644 (2,842) 17,408 18,900 12,982 (1,577) 12,530 6,141 (7,510) (3,520) 2,424 6,416 2,070 6,785 (5,009) 9,045 (10,619) 10,405 (4,202) 52.06 17.00 31.81 63.64 245.93 30.51 30.62 274.17 30.23 61.56 98.63 35.71 70.54 61.78 54.78 7.68 110.72 6.18 94.17 30.31 46.95 30.49 87.23 65.19 49.35 36.20 85.54 91.80 59.16 77.56 40.65 36.26 51.38 32.88 51.30 67.68 66.79 112.61 3.62 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.34 51.09 17.59 31.94 64.71 303.20 29.06 31.33 294.18 28.98 62.26 110.62 48.92 67.23 79.25 55.82 7.82 109.70 471 95.95 31.30 47.96 35.88 93.58 65.81 60.21 39.84 150.55 94.97 60.50 79.08 53.89 51.85 54.13 34.40 54.16 69.39 64.12 113.86 3.90 66.65 61.88 25.84 22.39 26.92 26.42 65.81 111.07 -2.19 -2.49 -0.49 “1.96 18.12 4.68 2.83 8.13 4.79 1.78 15.67 35.32 4.79 25.71 2.35 2.96 1.77 15.59 2.01 2.93 1.98 16.53 7.37 “1.49 18.72 9.93 66.09 2.62 4.05 3.41 41.33 59.30 7.26 -5.93 7.79 3.15 6.76 -1.50 25.05 6.56 7.05 33.92 3.39 7.00 13.19 7.76 1.56 0.87% 1.40% 0.82% 0.86% 1.29% 1.01% 0.81% 0.90% 0.87% 0.64% 0.78% 1.05% 0.98% 1.10% 0.81% 0.62% 0.52% 1.53% 0.94% 1.11% 1.08% 1.07% 0.99% 0.64% 1.18% 1.01% 1.15% 1.32% 0.56% 0.57% 0.79% 0.72% 0.74% 0.78% 0.72% 0.80% 0.59% 0.74% 0.30% 0.79% 1.24% 0.98% 0.81% 1.05% 0.60% 0.63% 0.73% EFTA00292852

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D US Equity 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 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 1,215 5,273 151 1,919 2,914 (8) 14 3,390 (13) 3,542 1,065 7 1111 1,784 119 4,154 1,536 (21) (162) 112 (59) 4,330 (269) 190 16 682 (58) 1111 457 1,102 (44) (1) 1,099 (2) (57) (83) (0) 177 1,919 30,831 (69) 612 (54) 1,254 12,328 14,152 4,121 12,501 8,407 8,212 6,771 10,056 (696) 14,151 10,020 1,301 9,102 6,555 553 13,908 9,300 (8,884) 5,787 5,078 2,723 9,318 8,883 2,637 (7,063) 6,792 (2,484) 2,621 5,671 9,216 3,414 9,985 3,040 (1,447) 2,575 (2,953) 5,399 (2,868) (2,752) 942 3,663 16,424 13,860 2,133 3,273 (3,289) 11,472 59.94 62.20 46.61 54.46 63.20 85.65 13.83 51.34 28.88 58.57 68.36 80.72 15.62 35.84 28.24 12.22 60.09 69.60 61.71 52.95 101.52 23.45 24.86 59.74 41.70 4.24 22.28 18.65 143.99 61.83 12.05 66.69 70.47 14.73 43.58 31.57 120.94 31.03 31.33 57.68 20.52 22.32 24.02 49.12 49.51 5.14 16.17 65.85 85.38 48.33 62.82 85.11 85.56 13.86 68.64 29.43 73.23 75.63 81.79 17.52 45.59 34.32 15.87 70.02 69.76 60.03 54.12 99.36 34.34 24.12 64.04 41.60 4.67 22.25 18.25 172.20 64.90 12.36 74.05 69.45 14.74 62.18 31.60 130.97 31.65 32.27 57.68 21.51 24.92 77AT 47.58 58.77 5.22 17.94 15.92 35.50 2.65 17.01 31.43 -0.17 2.65 41.94 1.67 38.47 10.34 1.32 15.13 23.88 24.24 27.63 21.10 0.47 ~3.62 1.88 3.21 59.62 ~4.00 10.81 0.47 10.86 0.20 -2.18 20.35 6.72 2.66 16.58 1.58 0.06 27.47 0.06 10.55 1.98 2.70 0.00 5.41 14.41 176.80 5.99 13.42 “1.44 10.70 0.62% 1.05% 1.39% 0.90% 1.10% 0.59% 0.08% 0.80% 1.14% 0.65% 1.03% 1.01% 0.81% 1.14% 0.89% 1.08% 0.78% 0.50% 0.77% 1.17% 0.67% 0.78% 0.76% 0.67% 0.48% 0.93% 0.83% 1.01% 0.96% 0.74% 0.98% 0.67% 0.92% 0.99% 1.55% 1.19% 0.79% 1.00% 1.11% 0.69% 0.89% 0.81% 1.26% 0.54% 1.39% 1.15% 1.02% EFTA00292853

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GM US Equity 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 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 963 4,319 6,200 35 (50) 479 1,880 420 5,819 945 (0) 472 (24) 55 2,684 194 112 2,168 (213) 3,376 3,482 (41) 302 (109) 51 3,665 485 (39) (56) 1,646 765 11,450 5,020 110 1,912 5,558 649 3,754 1,755 4,077 12,508 13,682 4,400 (1,969) 2,711 12,500 6,179 11,977 6,353 (1,497) 7,033 (8,475) 11,033 9,886 5,586 (5,948) (6,407) 14,253 (659) 10,056 12,661 8,651 7,991 (6,808) (6,929) 942 2,296 1,923 942 7,186 (1,846) 2,039 1,941 (2,442) 6,922 2,338 19,561 14,399 610 (7,028) 1,774 13,909 20,819 7,678 8,025 13,962 28.27 857.75 110.98 25.71 22.14 42.93 66.04 40.79 61.10 24.79 10.23 5.48 184.74 35.95 23.81 1.90 13.81 13.59 67.84 146.05 34.13 69.31 52.29 106.68 35.17 38.83 51.55 84.74 77.86 189.94 0.89 52.79 122.48 217.55 45.36 61.33 59.29 46.88 8212.58 180.98 94.88 161.77 28.68 43.22 44.37 12.38 62.29 34.95 1153.90 161.27 25.91 22.70 50.52 75.97 43.56 90.79 28.47 10.23 6.13 174.44 35.87 23.94 2.82 13.36 13.36 78.15 149.02 45.58 88.38 56.18 106.14 33.61 38.15 51.55 80.90 79.93 189.94 1.35 52.65 151.61 213.28 46.40 75.91 78.68 74.32 11075.88 180.98 94.82 171.80 32.63 54.76 48.12 18.17 70.12 23.96 40.46 68.51 0.68 3.66 21.89 30.19 7.24 86.28 14.60 0.01 17.56 7.67 -0.20 0.64 39.64 2.34 1.40 25.47 -2.65 35.92 41.04 9.91 -0.85 6.80 2.58 0.00 5.92 3.32 0.00 48.16 0.38 25.00 1.38 3.08 16.93 30.79 50.53 28.77 0.00 0.14 5.58 18.15 31.88 8.64 49.16 11.02 0.99% 0.85% 0.66% 1.15% 0.69% 0.81% 0.50% 0.94% 0.56% 1.02% 2.30% 0.68% 0.73% 1.08% 0.87% 1.21% 1.40% 1.25% 0.60% 0.77% 0.93% 0.67% 0.75% 0.60% 0.65% 0.69% 0.58% 0.80% 0.80% 0.72% 1.06% 0.68% 0.95% 1.45% 0.75% 1.40% 1.06% 1.16% 1.21% 1.16% 0.46% 1.11% 0.76% 0.84% 0.98% 0.95% 1.14% EFTA00292854

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MMM US Equity MO US Equity 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 6,965 (100) 232 (18) 918 125 267 403 (33) 3,019 3,453 3,004 545 1,130 632 3,455 141 4,428 1,530 3,416 4,996 (16) (31) 746 (21) 451 585 2,705 (68) 437 457 3,892 1,638 894 (203) (197) 6,492 755 1,473 1,173 4,999 (8) 21,339 2,189 12,036 (4,455) 9,411 1,669 7,242 7,617 (4,220) (5,190) 14,923 (7,516) 9,938 11,606 2,247 4,572 (6,867) 18,301 5,435 9,695 15,566 (5,147) (660) 2,994 7,194 (3,159) (2,828) (2,810) 3,077 13,958 1,823 (2,941) (3,139) 21,827 1,884 11,289 (10,233) 7,730 (3,704) (3,467) 10,549 7,077 6,086 16,141 12,683 19,971 (746) 96.89 35.92 106.02 45.85 48.80 27.57 34.82 197.44 28.99 21.94 72.62 34.95 69.64 11.72 55.91 3.96 75.68 63.81 37.72 80.49 65.07 443 163.54 12.37 33.15 87.84 13.30 13.87 956.05 212.47 82.26 6.54 6.95 26.10 76.60 30.43 85.47 75.28 31.56 31.45 12.76 156.29 64.65 113.30 66.83 68.46 47.19 128.52 34.35 108.06 46.03 53.56 29.64 36.10 207.89 29.21 9.18 89.42 20.98 73.46 12.86 71.62 6.96 74.12 79.24 41.88 93.20 79.35 0.13 167.47 12.24 36.59 88.43 11.18 11.85 1137.87 253.65 79.28 5.57 5.94 30.76 76.83 34.84 78.00 79.22 33.29 33.23 20.62 158.06 72.67 123.64 73.01 85.59 47.67 46.18 -7.05 2.54 0.41 11.10 7.20 3.66 7.07 1.10 27.98 34.74 23.58 6.51 15.31 37.36 60.63 2.77 31.54 9.82 13.46 33.34 23.60 2.39 -1.00 14.85 1.00 11.06 10.13 20.45 24.34 -7.37 10.85 10.96 25.44 0.46 19.56 10.87 5.95 4.86 5.02 54.03 2.02 14.26 14.14 13.19 43.66 “1.88 0.71% 0.65% 0.76% 1.00% 0.88% 1.04% 1.01% 0.75% 0.70% 2.08% 0.67% 1.69% 0.84% 0.64% 0.75% 1.25% 0.74% 0.77% 1.12% 1.17% 0.66% 4.11% 1.01% 1.03% 0.70% 0.67% 1.44% 1.44% 0.93% 0.80% 0.51% 1.37% 1.33% 0.70% 0.66% 0.74% 0.80% 0.88% 1.12% 1.13% 1.14% 0.56% 0.87% 0.65% 0.70% 0.57% 0.55% EFTA00292855

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RDS/A US Equity RDS/B US Equity 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 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 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 (131) (24) (90) (8) 33 49 5,187 (67) 345 347 (387) (475) 43 164 1,694 1,148 852 672 650 185 (109) 987 447 (129) (87) 7 18 (1) 480 68 579 (59) (29) 1,326 2,696 15 (9) 98 8,201 130 38 942 4,002 4,072 874 3,989 3,919 3,325 4,851 4,967 17,418 (3,336) (2,591) (6,214) 7,328 5,368 5,277 7,150 (5,657) (3,851) 7,843 11,394 9,013 6,635 (7,308) (9,100) (4,752) 9,837 (5,373) 3,563 1,617 (4,396) 1,473 (3,458) 6,013 (3,085) (7,348) (4,373) (2,505) 720 (10,806) 9,684 4,462 (742) (5,180) 10,285 1,890 (6,965) 68.70 74.95 34.51 34.35 37.06 287.30 58.66 53.84 54.04 212.78 61.84 44.31 103.67 8.35 8.28 81.11 81.24 72.71 29.68 43.93 114.69 114.81 79.94 644.51 41.73 151.46 80.14 22.30 24.88 69.12 32.33 80.83 32.24 24.71 350.52 34.70 43.24 15.13 15.30 63.57 46.31 4.52 7.36 117.86 63.59 54.11 43.75 68.70 72.58 34.31 34.35 36.25 286.71 58.88 54.21 54.57 276.14 63.09 44.05 94.59 8.74 8.81 75.56 76.18 72.15 28.42 53.41 126.24 125.67 88.04 587.15 40.89 154.93 88.18 20.44 24.01 65.58 32.27 81.81 32.26 26.68 342.80 31.96 43.83 15.30 15.30 55.77 59.20 454 7.45 115.63 114.29 57.82 43.51 0.00 AAS -0.65 0.00 -2.65 0.14 0.43 0.58 0.75 37.03 -2.83 0.68 10.64 4.99 5.40 9.25 -7.61 0.76 4.39 24.71 12.59 11.17 12.43 9.23 441 3.28 10.02 6.71 AAS 5.47 0.24 1.27 -0.06 7.39 2.43 10.82 2.24 1.38 0.00 15.78 33.81 0.56 1.31 2.60 99.88 8.34 0.99 0.72% 0.73% 0.89% 0.81% 0.85% 1.46% 0.85% 1.18% 1.31% 0.80% 0.71% 0.86% 0.82% 0.94% 1.20% 0.79% 0.87% 1.01% 0.97% 0.87% 0.80% 0.85% 0.82% 0.96% 0.46% 0.70% 1.00% 1.24% 0.81% 0.99% 0.70% 0.96% 0.68% 1.08% 0.91% 0.73% 0.60% 0.83% 0.98% 0.78% 0.82% 0.59% 0.88% 0.73% 0.80% 0.82% 0.56% EFTA00292856

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TRV US Equity 53 (4,740) 81.26 80.34 1.79 0.63% TSCO LN Equity 536 (7,448) 5.65 5.25 9.21 0.78% TWC US Equity 688 4,830 118.62 135.51 25.28 0.56% TWX US Equity (41) (4,915) 62.71 63.23 -1.06 0.79% TXN US Equity 2,253 12,411 34.93 41.27 24.22 0.75% TYC US Equity 9,517 23,906 29.17 40.78 56.14 0.71% UBS US Equity 280 5,299 19.37 20.39 4.40 1.20% UBSN VX Equity 240 5,249 19.51 20.40 4.54 1.01% UCG IM Equity 1,836 5,477 5.58 7.45 25.54 1.31% ULVR LN Equity 142 (4,421) 39.43 38.17 3.21 1.00% UNA NA Equity 151 (5,815) 38.23 37.24 2.51 1.03% UNH US Equity 1,068 10,186 64.08 70.80 13.60 0.77% UNP US Equity 792 9,494 160.88 174.31 12.13 0.69% UPS US Equity 2,777 15,085 79.87 94.58 33.18 0.55% USB US Equity 2,013 14,486 34.71 39.54 21.80 0.64% UTX US Equity 5,010 15,195 82.05 109.10 44.86 0.74% V US Equity 4,329 4,427 110.22 218.01 110.30 0.89% VALE US Equity 167 (3,944) 15.08 14.44 2.94 1.44% VALE3 BZ Equity 191 (4,625) 15.04 14.42 2.81 1.47% VIAB US Equity 3,341 6,364 52.96 80.76 60.14 0.87% VIV EP Equity 85 2,304 25.90 26.85 4.44 0.83% VMW US Equity 152 4,289 87.26 90.35 2.80 1.26% VOD LN Equity 1,200 7,713 3.14 3.63 17.31 0.90% VOD US Equity 1,181 7,642 31.63 36.52 16.92 0.91% VOW3 GR Equity 761 6,943 228.75 253.83 10.78 1.02% VRX CN Equity 730 1,629 92.95 134.62 30.25 1.48% VRX US Equity 844 1,901 93.20 134.59 33.52 1.32% VTIUS Equity 314 5,211 86.91 92.14 12.83 0.47% VWO US Equity 419 (7,296) 40.33 38.02 6.41 0.90% VZ US Equity 191 (6,175) 48.12 46.63 4.54 0.68% WBC AU Equity (50) (2,728) 27.09 27.58 -2.24 0.81% WES AU Equity (63) (2,946) 36.94 37.73 -3.15 0.68% WFC US Equity 1,900 10,238 37.56 44.53 31.91 0.58% WLP US Equity 2,079 13,153 74.31 86.06 16.47 0.96% WMT US Equity (96) 1,813 76.70 72.83 -10.97 0.48% WOW AU Equity 95 (8,715) 31.30 30.96 1.79 0.61% XOM US Equity (83) 10,987 90.48 89.80 -1.09 0.70% XTA LN Equity 2 (2,274) 15.05 15.04 0.04 2.26% YHOO US Equity 239 1,293 30.64 36.30 14.31 1.29% YUM US Equity (88) 4,209 72.78 71.29 -1.99 1.05% ZURN VX Equity 2 6,406 291.95 292.05 0.05 0.75% Current Portfolio - Global Macro Portfolio Current Price] P/Lin Vol |30P Realized MTM Gain/(Loss) (in USD) SPX Index 13,689 62,717 1455.70 1,773.43 35.66 0.61% EFTA00292857

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NDX Index RTY Index SPTSX Index MEXBOL Index IBOV Index MERVAL Index 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 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 11,204 10,920 (118) 2,116 (28) 1,682 6,896 7,013 5,064 3,903 4,108 21,268 6,520 3,911 4,163 7,743 7,506 6,458 1,289 2,447 6,518 607 (259) (207) 184 2,642 138 636 (57) (122) 29,175 (113) 4,027 4,782 1,630 4,830 (148) 7,294 2,591 10,356 4,208 47,599 40,278 (9,265) (26,193) (22,693) (7,462) 40,443 36,972 9,401 39,118 41,096 23,466 24,566 40,424 35,839 43,046 42,524 40,192 38,504 41,366 20,976 28,405 17,891 22,403 (14,291) (13,561) (14,659) 19,882 (10,140) (27,831) (12,041) (9,975) 73,246 (6,165) (4,202) 14,308 942 13,646 6,465 13,112 16,170 7,406 20,539 877 14,938 24,347 43,791 2831.19 868.48 12240.87 3142.70 22076.65 743.69 10288.22 10610.77 5307.63 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 2799.04 343.18 1.77 4550.65 444.47 40.76 63.72 184.03 40.55 15.57 38.12 30.80 38.20 41.36 46.72 83.14 37.57 38.87 400.51 3,497.60 1,103.93 12,396.85 3,046.66 20,018.49 746.50 10,716.23 12,589.87 5,696.24 13,552.85 9,136.68 26,527.72 9,368.91 6,480.31 7.78 528.28 3,937.12 1,974.42 120.47 9,843.19 201.19 3,490.17 1,700.22 86.57 42.29 3,670.59 326.85 138.93 2,761.00 335.34 1.78 4,606.46 621.51 38.51 65.43 235.82 40.55 21.03 38.67 34.63 49.61 40.55 63.31 83.14 44.09 55.40 439.00 31.39 32.81 2.46 3.42 7.42 -0.21 6.82 25.56 10.81 19.66 20.69 20.92 17.43 73.57 29.50 14.90 16.91 27.28 24.64 18.99 7.71 9.63 21.83 3.75 2.27 “1.87 1.74 11.55 1.84 2.99 -0.69 1.98 81.37 5.02 5.26 34.17 0.00 46.19 2.51 19.03 39.76 3.67 44.87 0.00 23.26 59.17 17.25 0.75% 0.83% 0.52% 0.89% 1.26% 1.84% 0.61% 0.73% 0.68% 0.91% 0.60% 0.80% 0.96% 0.72% 0.62% 0.61% 0.58% 0.71% 0.79% 0.82% 0.80% 0.89% 1.67% 0.72% 0.80% 0.81% 0.72% 1.15% 0.74% 0.76% 0.68% 0.62% 0.49% 1.10% 0.51% 0.82% 0.17% 0.76% 0.58% 0.65% 0.75% 0.54% 0.79% 0.81% 0.75% 0.72% 0.56% EFTA00292858

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SXAP Index SXKP Index SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXSE Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 7,288 3,659 2,833 67 10,619 3,798 (75) 19,922 1,733 1,912 6,408 (64) 71 10,973 19,780 5,162 4,338 231 1,072 391 148 5,167 5,798 1,863 (19) 6,773 116 1,414 465 2,665 651 1,687 2,466 1,625 2,048 1,290 27,764 5,867 1,554 8,337 1,824 196 462 2,355 (353) 2,244 (23) 29,032 47,535 32,831 6,632 29,302 28,647 10,507 61,667 26,037 13,624 41,261 (2,224) 6,632 36,232 39,565 18,060 39,201 (33,843) (12,750) (23,577) 13,239 16,736 (42,051) 54,014 7,104 (98,739) (13,902) (79,674) (59,858) (90,858) (96,294) 65,045 68,340 67,259 63,167 57,002 79,029 54,509 66,079 51,169 51,458 (27,667) 22,408 (33,420) (21,283) 59,953 31,711 520.28 366.14 349.85 429.86 222.31 482.69 653.46 609.16 917.36 330.19 380.28 743.36 423.38 261.12 172.05 157.43 3686.95 4817.40 21.93 109.00 96.76 3.77 23.30 220.12 760.91 1269.35 209.03 1457.62 822.10 167.52 219.11 354.64 473.36 346.05 1661.26 1230.67 336.92 1610.28 1317.53 392.28 721.13 333.32 420.32 83.13 452.11 999.11 1475.94 650.89 394.32 380.04 434.21 302.87 546.69 648.84 805.95 978.43 376.52 439.34 764.70 427.90 340.20 258.07 202.42 4,094.98 4,784.46 20.09 107.19 97.84 4.93 20.09 227.71 758.89 1,182.27 207.28 1,431.75 815.71 162.61 217.63 363.84 490.44 354.41 1,715.13 1,258.53 455.29 1,783.61 1,348.51 456.20 746.69 330.95 428.98 77.27 459.61 1,036.50 1,474.85 31.63 11.20 13.69 1.53 47.13 20.90 -0.92 59.00 10.13 21.12 20.16 3.41 1.73 45.31 76.23 23.22 15.98 1.32 747 2.76 1.24 9.41 24.00 40.53 “1.89 18.22 1.44 3.58 2.02 11.84 2.38 8.80 12.37 8.24 11.36 7A1 112.78 38.00 8.07 57.55 11.11 1.49 3.77 7.93 417 9.73 0.22 0.79% 0.69% 0.63% 0.66% 0.77% 0.63% 0.78% 0.55% 0.66% 0.66% 0.77% 0.84% 0.62% 0.67% 0.66% 1.23% 0.69% 0.52% 1.13% 0.60% 0.90% 3.28% 0.57% 0.09% 0.14% 0.38% 0.58% 0.50% 0.38% 0.25% 0.28% 0.29% 0.29% 0.29% 0.29% 0.31% 0.31% 0.28% 0.29% 0.28% 0.32% 0.48% 0.55% 0.89% 0.40% 0.38% 0.34% EFTA00292859