Atorus, LLC 2/7/2014 Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: 66.67% 3,955,755 (1,408,760) Day N I iS So i iS Ss Net Exposure: 2,546,995 Current No. of Positions: Starting Capital: 1,000,000 Current NAV: Current Leverage (Gross Exposures): F322 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 - 50% historically 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 SY Sh Sh Sh oP PS Raat FB EFTA00292860

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Atorus, LLC 2/7/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 52 Positions SPGSCITR Index (24,852) 0.46% SXKP Index 4,863 0.29% MEXBOL Index (25,761) 0.48% GOOG US Equity 4,875 0.29% NO_TSY CREDIT (27,060) 0.50% XLF US Equity 4,886 0.29% SHCOMP Index (27,300) 0.51% OGXP3 BZ Equity 5,009 0.30% ZA_TSY CREDIT (32,556) 0.61% XAU Comdty 5,153 0.31% XAU Comdty (40,619) 0.76% SX7E Index 5,160 0.31% SPX Index 54,660 1.02% UTX US Equity 5,190 0.31% DE_TSY CREDIT 55,784 1.04% MAERSKB DC Equity 5,212 0.31% NL_TSY CREDIT 58,680 1.09% BMY US Equity 5,308 0.32% JP_TSY CREDIT (58,865) 1.10% ROG VX Equity 5,308 0.32% SXDP Index 60,558 1.13% AMGN US Equity 5,441 0.33% FR_TSY CREDIT 61,947 1.15% CMCSA US Equity 5,530 0.33% CH_TSY CREDIT 62,767 1.17% ACA FP Equity 5,635 0.34% AT_TSY CREDIT 63,655 1.19% MDT US Equity 5,771 0.35% FI_TSY CREDIT 65,822 1.23% ICEXI! Index 5,833 0.35% BE_TSY CREDIT 66,880 1.25% IT_TSY CREDIT 5,959 0.36% STBCNZL Index 73,166 1.36% HON US Equity 6,021 0.36% 1E_TSY CREDIT 77,261 1.44% GS US Equity 6,111 0.37% AU_TSY CREDIT (78,015) 1.45% ASE Index 6,394 0.38% SG_TSY CREDIT (78,672) 1.47% PRU LN Equity 6,634 0.40% MyY_TSY CREDIT (83,609) 1.56% HEX Index 6,720 0.40% CA_TSY CREDIT (103,690) 1.93% V US Equity 6,727 0.40% SXOP Index 6,876 0.41% DAX Index 7,044 0.42% MMM US Equity 7,116 0.43% CA_TSY CREDIT 7,297 0.44% IBEX Index 7,355 0.44% SXAP Index 7,475 0.45% XLY US Equity 7,682 0.46% KFX Index 7,992 0.48% BAYN GR Equity 8,235 0.49% CMCSK US Equity 8,238 0.49% LUXXX Index 8,327 0.50% ES_TSY CREDIT 8,328 0.50% TMO US Equity 8,440 0.51% BAC US Equity 9,760 0.59% TYC US Equity 9,928 0.60% BA US Equity 9,962 0.60% SXIP Index 10,701 0.64% XLV US Equity 10,950 0.66% EFTA00292861

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SXMP Index RTY Index NDX Index SPX Index CELG US Equity MA US Equity SXTP Index SXDP Index ISEQ Index 1E_TSY CREDIT STBCNZL Index GILD US Equity LAPACShort 8 PEMEALong TS EMEA Short 7 | EquityComtong TSO | EquityComShort 20] PCredittong 8 | | Creditshort_ rotaltong 284 | 11,058 11,290 11,868 12,010 12,107 12,281 19,716 20,721 21,798 27,229 30,110 38,668 0.66% 0.68% 0.71% 0.72% 0.73% 0.74% 1.18% 1.24% 1.31% 1.63% 1.81% 2.32% EFTA00292862

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Atorus, LLC 2/7/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 APAC 2,000,000 EMEA — AMER — EquityCom — Credit omen NexEposure RHS: (1,000,000) (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 APA es EMEA 1,000,000 wr AMER —— EquityCom en Credit Vv Vv v vv vv “7 > > > > > > &® Y' ia ia y' y' Y ia ia y ia y “4 + Sw ww ww ow SPB GAP PB GA gh > EFTA00292863

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Atorus, LLC 2/7/2014 Current Gross Notional Risk by Category mAPAC MEMEA = AMER ® EquityCom @ Credit 24M Performance Vs. MSCI World Index 1.95 175 iss 135 — Msciworld 115 ATORUS 0.95 0.75 T T T T T T T T T T T T Vv a7 a7 a7 a7 a7 > “) > > > b AS a a «aI <a aE «RE <<) SE «SR «SS Sd AARC LS UEC RECS ARES ETA CSA AA SP APE HM MMH GM AM HM WM -—AP Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 0.80% 0.60% EFTA00292864

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Atorus, LLC 2/7/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 0.00 r ’ Bara a at a a tt tt tt ot ht ht oh oh TOPOL OS O OSL LL RM H 5 3 ao) %S 0) % % Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) 0.89% Percentage of MTM Gains(Losse) % of NAV "Signficant" (>7 Vol Days) 48.13%) EFTA00292865

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Atorus, LLC 2/7/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nies Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,524) 52.74 49.93 3.89 1.37% 005380 KS Equity on 879 219.30 214.13 “1.77 1.37% 005490 KS Equity 91 (4,262) 274.19 268.30 2.37 0.90% 005930 KS Equity 513 (6,487) 1285.63 1183.87 8.64 0.92% 012330 KS Equity 731 4,461 246.52 286.91 13.67 1.20% 1 HK Equity 22 (3,723) 14.68 14.60 111 0.53% 1299 HK Equity (26) (3,242) 4.57 4.60 0.90 0.91% 13 HK Equity 1,226 12,106 11.40 12.56 13.08 0.77% 16 HK Equity 351 (9,803) 12.66 12.21 6.87 0.52% 27 HK Equity (5) 122 9.67 9.31 -1.67 2.29% 2914 JP Equity 220 (4,679) 32.47 30.94 3.23 1.45% 3382 JP Equity (29) 3,334 37.84 37.51 0.71 1.22% 4063 JP Equity 50 (4,523) 56.40 55.78 1.00 1.10% 4502 JP Equity (23) 663 46.86 45.29 -4.20 0.82% 4689 JP Equity (63) 743 5.96 5.50 5.53 1.54% 5 HK Equity (16) (3,104) 10.18 10.23 0.71 0.70% 5108 JP Equity (143) 3,447 36.30 34.85 4.15 1.00% 5401 JP Equity 27 (3,652) 2.99 2.96 0.60 1.25% 6301 JP Equity 183 (4,622) 20.80 19.98 3.27 1.21% 6752 JP Equity 1,238 4,064 9.01 11.76 12.53 2.43% 6902 JP Equity 2,049 9,649 41.48 50.29 16.77 1.27% 6954 JP Equity 116 6,360 157.65 160.53 1.00 1.83% 7201 JP Equity 194 (5,715) 8.94 8.63 2.62 1.30% 7203 JP Equity 110 (3,859) 59.03 57.35 2.44 1.17% 7267 JP Equity (7) (1,466) 35.61 35.77 0.43 1.05% 762 HK Equity 215 (4,100) 1.43 1.36 4.85 1.08% 7751 JP Equity 510 (6,774) 31.44 29.07 8.31 0.91% 8031 JP Equity (246) (6,892) 13.95 14.44 -3.27 1.09% 8058 JP Equity (39) (615) 17.87 19.01 5.93 1.07% 8306 JP Equity (3) (1,936) 5.82 5.85 0.32 1.20% 8316 JP Equity (12) (1,897) 46.03 46.31 0.43 1.42% 8411 JP Equity (96) 3,611 2.13 2.07 -2.09 1.27% 8604 JP Equity (10) (973) 6.67 6.74 O71 1.46% 8801 JP Equity (4) (1,372) 31.32 31.42 0.23 1.40% 8802 JP Equity (41) (3,258) 24.73 25.04 0.87 1.44% 9020 JP Equity 177 (3,939) 77.54 74.05 4.36 1.03% 941 HK Equity 938 (10,849) 10.29 9.40 13.72 0.63% 9432 JP Equity 22 6,020 53.19 53.39 0.34 1.07% 9433 JP Equity 3,672 11,560 42.13 55.52 23.08 1.38% 9437 JP Equity 1 (4,790) 15.67 15.64 0.25 0.93% 9983 JP Equity (118) 3,132 368.27 354.93 -2.06 1.82% EFTA00292866

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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 1,750 323 665 (103) 461 (52) (197) (336) (324) 5,635 (2) 372 37 830 (140) 1 4,314 2,651 1,985 5,441 550 3,403 (35) 134 101 2,104 3,327 2,892 3,261 9,962 9,760 102 703 149 (119) 8,235 70 914 929 1,229 148 (7) 2,734 9,319 9,143 9,353 5,245 (7,151) (6,846) (2,209) 4,036 (3,484) (3,449) 5,321 3,617 9,084 1,180 912 6,740 (4,095) 1,584 6,369 7,394 5,640 22,884 10,551 14,103 (5,260) (6,711) (5,561) 9,974 12,451 11,462 12,176 17,553 10,815 5,997 7,191 (6,913) (7,930) 11,874 (2,827) (6,328) (7,189) (4,914) 5,674 (6,584) 6,315 3,063 43.84 503.10 23.57 23.63 49.47 7.25 7.29 94.70 38.77 17.17 17.20 6.83 94.19 77.04 72.36 62.19 104.77 126.55 48.17 42.47 125.64 126.13 95.22 76.29 287.66 26.26 82.74 80.96 71.56 49.80 50.40 49.96 80.32 8.82 4.37 97.34 49.08 66.82 76.75 9.22 12.96 12.74 60.45 10.09 43.17 17.72 52.08 71.90 520.55 25.28 25.25 48.52 6.78 6.80 96.92 36.97 18.82 18.82 14.07 94.14 80.20 74.63 62.19 117.67 130.88 48.50 71.24 170.69 170.53 117.86 80.27 357.08 26.44 81.08 79.49 86.66 63.11 63.12 63.34 125.90 16.78 445 106.86 48.02 67.82 129.97 8.99 11.09 11.10 59.24 12.28 42.20 17.95 51.96 43.26 3.47 7.26 5.96 1.98 5.47 5.72 -2.60 -7.07 6.22 6.32 75.48 0.09 5.04 4.22 0.00 11.10 4.62 0.83 71.75 35.08 35.58 25.57 7.15 20.24 -0.90 2.72 2.25 21.70 33.57 29.44 32.33 54.87 94.06 1.48 10.89 2.38 2.97 68.84 1.68 10.62 11.71 2.09 16.87 3.49 1.09 0.27 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% 1.11% 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% 0.87% EFTA00292867

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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 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 (25) (46) (62) 275 121 53 101 102 (57) 635 5,308 164 1,657 (102) 247 (68) 1,784 (55) (48) 365 803 (25) 312 789 12,107 (59) 49 (52) 5,530 8,238 168 835 238 228 (20) 183 410 172 2,209 (174) 751 785 612 36 1,323 4,806 (1,833) (3,078) (2,216) 1,045 (4,383) 1,526 1,152 (4,896) (3,330) 4,967 13,354 (3,741) 5,424 (4,532) 8,375 (5,776) (8,100) (2,141) 2,944 (1,085) 1,930 9,109 (2,019) 1,352 7,799 14,938 (1,122) 20,828 (2,120) 16,788 18,453 7,516 12,277 5,125 (7,881) (2,524) 2,404 6,295 2,032 6,325 (4,887) 8,771 (10,226) 10,255 (5,567) 11,914 12,336 17.21 31.86 63.64 245.93 30.11 30.62 274.17 30.05 61.56 98.63 35.71 70.64 61.78 54.78 7.68 110.60 6.18 94.83 30.31 46.95 30.49 87.02 65.19 49.11 36.20 85.54 91.80 60.63 77.56 41.03 36.26 53.57 51.30 67.71 66.64 113.07 #N/A 63.38 56.89 19.39 21.79 25.07 28.72 62.75 112.06 59.94 62.14 17.45 32.34 65.41 310.57 29.28 31.69 298.12 29.43 62.60 111.24 49.90 67.55 80.65 56.01 7.30 111.90 4.82 97.28 31.23 49.02 36.26 94.69 66.00 60.45 39.87 154.86 96.63 60.77 79.46 54.54 52.45 54.77 54.79 70.86 64.71 113.98 #N/A 67.51 61.71 26.16 22.57 27.22 26.51 66.49 111.34 66.60 86.34 -0.98 1.83 3.26 20.45 2.72 4.27 9.73 2.41 2.63 16.48 37.94 448 27.77 2.78 4.75 2.25 14.38 2.73 2.72 4.07 17.69 8.92 “1.94 19.64 10.01 70.48 4.00 0.42 4.27 41.78 61.58 3.03 9.49 5.83 4.89 “1.09 25.05 8.28 6.81 35.59 4.39 8.14 12.78 9.49 0.89 17.93 37.11 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% 0.72% 0.80% 0.59% 0.74% 0.30% 0.79% 1.24% 0.98% 0.81% 1.05% 0.60% 0.63% 0.73% 0.62% 1.05% EFTA00292868

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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 GIM 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 152 1,947 3,016 83 (3) 3,344 (31) 2,971 993 31 551 1,727 116 4,079 1,529 (23) (77) (36) 4,389 (160) 166 (7) 910 (30) 92 1,060 (12) (37) 1,165 (35) 471 (33) (56) 240 2,103 38,668 (25) 670 (122) 1,409 673 4,875 3,997 12,064 8,201 8,041 6,539 9,698 (1,978) 11,136 9,758 2,025 5,853 6,358 514 13,270 8,993 (8,734) 4,522 5,013 3,474 9,006 8,690 3,024 (6,953) 6,646 (4,165) 2,561 4,384 9,084 3,398 9,629 2,973 (2,721) 2,507 (2,938) 5,280 (2,138) (2,061) 1,874 3,606 16,620 17,333 1,911 3,222 (3,217) 11,240 2,499 12,198 46.61 54.46 63.20 85.52 #N/A 51.34 29.37 59.12 68.36 81.39 16.07 35.84 28.24 12.19 60.09 69.60 61.74 52.95 101.25 23.45 24.76 61.42 42.03 4.24 22.27 18.66 143.99 61.83 12.05 66.69 70.48 14.80 43.58 31.57 120.94 31.03 31.33 57.91 20.52 22.32 24.02 48.61 49.51 5.14 16.17 28.27 836.17 48.39 63.25 86.44 86.41 #N/A 69.04 29.83 74.89 75.32 82.62 17.58 45.57 34.63 15.94 70.30 69.79 60.71 54.41 100.22 34.87 24.31 64.80 42.07 4.82 22.27 18.44 175.06 65.92 12.38 74.03 70.20 15.00 63.85 31.95 131.74 31.51 32.18 58.14 21.88 25.14 77.62 47.98 59.80 5.33 18.20 35.89 1170.34 2.74 17.88 33.33 1.75 -0.51 42.50 1.39 40.99 9.89 1.50 11.66 23.83 25.49 28.43 21.73 -0.53 -2.19 2.36 1.52 62.53 2.43 8.26 0.21 14.79 0.00 “1.14 22.41 8.95 2.78 16.53 0.44 1.37 29.93 1.01 11.36 1.54 “2.45 0.58 7.49 15.61 177.31 -2.40 14.91 -3.30 12.27 27.33 46.84 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% 0.99% 0.85% EFTA00292869

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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 MON US Equity 6,111 (58) 417 1,542 6,021 1,055 363 117 104 2,704 197 103 2,217 (34) 3,569 3,565 698 18 236 151 (89) 3,517 (16) 524 (28) (18) 1,656 12,281 5,212 (45) 128 1,905 5,771 838 3,732 1,765 7,116 (50) 437 13,441 6,943 (1,475) 2,858 10,956 5,992 11,681 6,250 (1,809) 6,801 (8,304) 10,734 9,645 5,402 (5,867) (6,209) 13,792 (2,517) 9,687 12,368 8,390 7,866 (6,648) (6,896) 2,236 1,881 1,824 6,951 (2,771) 1,994 554 (4,295) 6,640 2,242 19,735 13,761 1,054 (6,970) 1,745 13,059 20,438 7,746 7,860 12,746 20,948 2,917 11,703 110.98 26.06 22.14 45.07 66.83 40.79 61.10 24.79 10.28 5.48 184.75 35.95 23.81 1.90 13.81 13.59 68.17 148.87 34.13 69.46 52.25 106.69 35.17 38.83 84.80 77.86 190.64 0.89 52.86 122.48 217.52 45.69 61.33 59.29 46.89 8212.58 181.47 94.88 161.77 28.70 43.23 44.07 12.36 #N/A 96.89 35.75 106.02 161.43 26.36 23.00 51.64 76.23 43.57 92.60 28.97 10.28 6.21 176.66 36.34 24.07 2.86 13.35 13.37 79.13 150.86 46.70 89.48 56.60 106.93 33.92 37.98 81.54 80.59 191.35 1.35 53.17 154.69 207.15 45.88 76.63 80.40 76.06 11323.15 182.11 95.49 173.67 32.89 55.43 48.83 18.23 #N/A 129.81 35.15 109.98 68.74 0.99 5.63 18.08 28.24 7.26 91.54 16.56 0.01 19.66 6.02 1.00 1.24 41.30 2.40 1.33 26.92 “1.74 39.41 43.00 11.08 0.37 5.44 3.19 4.98 4.39 0.52 47.77 0.87 27.65 “3.45 -0.56 17.76 33.52 53.72 31.26 0.31 1.38 6.62 19.25 33.72 11.06 49.88 12.13 48.06 -2.66 4.93 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% 0.80% 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% 0.71% 0.65% 0.76% EFTA00292870

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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 QQqQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity RDSA LN Equity (60) 1,056 115 318 (53) 2,904 3,485 2,825 724 1,201 633 3,838 7 4,606 633 1,608 3,817 5,009 (13) 778 (76) 332 360 697 2,969 (54) 385 4,124 1,035 465 (149) (190) 6,634 142 858 1,809 1,330 3,963 (30) (3) (114) (87) (4,426) 9,195 1,447 7,138 7,543 (4,199) (5,020) 14,296 (7,286) 9,770 11,181 2,718 4,423 (6,814) 18,092 5,795 9,508 15,889 (5,158) (492) 2,915 6,645 (3,137) (2,535) (2,775) 3,000 13,460 2,553 (2,822) (3,097) 21,826 2,811 8,527 (10,065) 7,538 (2,208) (2,639) 10,288 6,938 5,946 15,966 12,461 14,639 (1,157) (1,760) 3,935 4,016 45.85 48.80 27.50 34.82 197.44 28.99 21.94 72.62 34.94 69.64 11.72 58.72 3.96 75.68 63.81 38.04 80.52 64.76 445 163.54 12.37 33.16 87.84 13.01 13.87 956.05 212.47 81.57 6.54 6.95 26.10 76.77 31.36 85.47 75.28 31.56 31.45 12.76 156.30 64.65 113.27 66.84 68.29 47.30 68.82 74.97 35.18 46.47 54.41 29.68 36.37 207.49 29.36 9.25 90.32 21.40 74.80 12.97 72.39 7.40 74.83 80.05 42.19 94.13 80.32 0.13 167.77 12.41 37.04 89.96 11.31 12.07 1178.25 259.34 79.88 5.65 6.03 31.03 WAL 35.17 79.65 79.92 33.68 33.71 20.99 159.49 73.97 126.10 73.97 86.78 48.52 68.93 72.85 34.43 1.36 13.07 7.60 442 6.80 1.83 27.83 36.59 22.88 8.80 16.89 30.95 69.62 151 33.19 9.73 14.42 36.50 23.61 -2.57 0.31 16.77 3.60 9.09 9.03 24.99 27.71 4.16 9.96 9.92 26.96 0.68 16.37 8.47 7.01 5.99 6.35 56.62 3.62 16.58 17.55 15.21 47.21 4.74 0.22 3.97 -2.43 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% 0.72% 0.73% 0.89% EFTA00292871

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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 TRV US Equity TSCO LN Equity TWC US Equity (1) (75) 87 167 5,308 (86) (36) 433 453 (285) (448) (66) 175 1,815 1,245 728 541 135 (73) 1,091 495 (21) (38) (59) 28 (63) 287 (4) 521 (73) (72) 1,259 2,767 (3) (20) 8,440 141 (33) 35 497 690 (1,679) 3,934 3,084 2,739 4,782 4,896 16,743 (4,037) (3,625) (6,176) 7,164 5,902 5,168 7,002 (5,648) (3,520) 7,593 11,251 8,907 6,378 (7,188) (8,909) (4,664) 9,574 (5,198) 3,536 2,266 (5,001) 2,199 (5,100) 5,883 (3,532) (7,989) (3,541) (4,175) 538 (10,552) 9,861 3,209 (591) (4,959) 10,030 2,309 (6,847) (6,087) (7,296) 4,825 34.38 37.07 287.30 58.59 53.84 54.04 212.78 62.21 44.36 102.95 8.35 8.21 80.38 81.27 72.71 31.00 43.93 114.69 114.81 79.97 644.51 41.73 154.12 80.14 22.50 24.91 68.75 32.32 81.33 32.31 25.36 349.49 34.41 43.24 15.24 15.30 63.57 46.39 4.52 7.36 117.90 63.59 54.95 43.75 81.08 5.65 118.62 34.41 36.38 295.39 59.13 55.52 55.88 280.24 63.54 44.80 95.74 8.87 8.97 76.19 76.38 73.55 29.46 54.42 127.38 127.00 89.09 596.02 41.10 156.55 89.26 20.35 24.76 67.61 32.70 82.35 32.72 26.59 349.84 32.17 44.13 15.51 15.52 55.99 59.41 4.52 7.62 117.18 117.10 58.30 43.96 80.61 5.27 135.58 0.11 2.22 1.93 1.08 2.65 2.59 39.43 -3.00 1.16 8.51 6.70 7.69 6.94 -7.33 1.15 5.14 27.35 13.83 12.55 14.00 7.80 3.30 2.25 11.38 7.69 0.74 1.72 1.68 1.31 “1.84 4.52 0.11 8.96 3.41 -2.08 1.44 15.34 34.08 0.17 3.92 0.84 105.41 741 -0.87 0.93 8.71 25.39 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% 0.63% 0.78% 0.56% EFTA00292872

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TWX US Equity TXN US Equity TYC US Equity 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 EP Equity VMW US Equity VOD LN Equity VOD US Equity VOWS GR Equity VRX CN Equity VRX US Equity VTIUS 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 YHOO US Equity YUM US Equity ZURN VX Equity (72) 2,326 9,928 310 310 1,976 85 95 1,013 905 2,780 2,118 5,190 6,727 171 214 3,422 109 208 1,216 1,146 765 752 871 356 353 166 (55) (63) 2,007 1,439 (228) 259 (56) 136 239 (88) Current Portfolio - Global Macro Portfolio MTM Gain/(Loss) (3,933) 11,946 23,711 5,146 8,285 5,285 (4,752) (6,241) 9,695 9,317 14,540 13,902 14,917 7,797 (3,780) (4,527) 6,324 2,266 4,176 7,435 7,360 6,689 1,588 1,853 5,019 (7,183) (6,069) (2,095) (2,166) 9,854 10,192 912 (8,581) 10,850 (2,400) 1,267 4,123 6,308 1,293 4,209 6,406 62.71 34.93 29.15 19.37 19.72 5.58 39.29 38.14 64.39 160.88 79.87 34.74 82.05 118.43 15.04 15.05 52.96 25.90 86.76 3.14 31.59 229.67 92.95 93.20 86.91 40.33 48.11 27.33 36.94 37.56 74.31 73.24 31.30 92.09 #N/A 30.64 72.80 289.01 31.14 73.32 295.13 63.86 2.31 41.73 25.98 41.35 59.04 20.54 5.01 20.46 3.71 7.67 28.50 38.59 1.80 37.56 147 71.12 13.56 176.51 14.12 95.14 34.45 40.03 23.91 110.60 47.33 220.60 97.31 14.36 3.15 14.34 3.22 81.62 61.99 27.14 5.78 91.09 3.96 3.65 18.19 36.52 17.05 255.93 11.24 136.92 31.92 136.98 35.46 93.08 15.13 38.35 5.50 46.79 4.02 28.06 3.26 38.01 4.28 45.21 35.02 84.81 14.72 73.24 0.00 31.29 0.08 90.19 3.02 #N/A 0.05 36.89 15.81 71.82 “1.30 295.24 2.89 36.89 14.31 71.82 1.99 295.24 0.05 Current Price} P/Lin Vol (in USD) 0.79% 0.75% 0.71% 1.20% 1.01% 1.31% 1.00% 1.03% 0.77% 0.69% 0.55% 0.64% 0.74% 0.89% 1.44% 1.47% 0.87% 0.83% 1.26% 0.90% 0.91% 1.02% 1.48% 1.32% 0.47% 0.90% 0.68% 0.81% 0.68% 0.58% 0.96% 0.48% 0.61% 0.70% 2.26% 1.29% 1.05% 0.75% 1.29% 1.05% 0.75% 30P Realized SPX Index 12,010 54,660 1473.31 1,797.02 35.90 0.61% EFTA00292873

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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 11,868 11,290 (145) 818 1,904 363 1,863 7,044 679 7,355 2,789 4,131 4,211 21,798 5,833 3,979 4,321 8,327 7,992 6,720 1,246 2,773 6,394 739 (325) (291) 1 14 475 (175) (128) 30,110 301 (137) 4,109 (4) 4,886 1,767 4,470 (59) 7,682 2,493 10,950 3,519 45,983 39,525 (6,914) (25,761) (22,209) (10,046) 39,588 36,295 10,598 37,861 33,211 22,753 23,990 39,684 35,033 41,599 41,112 38,648 37,728 40,603 20,905 27,798 20,135 21,763 (17,519) (16,713) (16,283) (14,819) (27,300) (15,231) (7,443) 73,166 (6,050) (4,048) 14,015 (1,894) 13,308 6,248 12,659 13,956 5,419 20,957 1,661 14,368 24,345 36,898 2831.19 868.48 12240.88 3142.70 22076.65 740.04 10288.22 10610.77 5412.38 11487.96 8542.87 22701.09 8027.66 4246.25 6.58 484.27 3586.05 1658.52 100.81 8513.92 190.87 3213.33 1297.20 85.76 41.71 3626.01 328.52 2791.37 343.18 1.77 4550.65 444.47 40.76 63.72 184.03 40.64 15.57 38.12 30.80 38.23 41.37 46.90 83.59 38.09 38.87 404.25 3,561.91 1,116.55 12,497.96 3,042.91 20,183.73 713.28 10,772.30 12,670.15 5,759.20 13,719.62 9,260.38 26,822.58 9,436.89 6,578.63 7.68 530.59 3,962.93 2,015.85 122.17 9,923.06 202.24 3,533.82 1,709.09 88.68 42.48 3,689.11 328.30 2,788.72 337.21 1.79 4,629.21 627.38 38.73 65.87 237.98 40.73 21.29 38.88 35.10 50.47 40.93 64.09 84.04 44.70 56.35 442.81 34.42 34.57 4.06 3.55 6.83 1.96 7.71 26.59 9.46 21.30 14.11 22.83 18.30 76.81 27.00 15.69 18.15 30.50 26.78 20.13 7.47 11.15 19.03 4.70 2.32 2.14 0.10 0.13 2.28 1.67 2.79 84.07 4.53 6.60 35.60 1.33 48.39 3.46 21.37 42.64 1.98 46.31 0.67 23.27 62.57 17.12 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% 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% EFTA00292874

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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 7,475 4,863 3,220 10,701 3,555 20,721 1,976 2,001 6,876 (55) (49) 11,058 19,716 5,160 4,644 (257) 2,419 (373) 424 4,195 5,153 1,758 7,297 165 1,682 760 1,998 674 1,886 2,660 1,840 1,909 1,474 27,229 5,959 1,579 8,328 1,346 67 452 2,496 (401) 2,462 256 28,145 46,234 35,847 9,898 28,554 35,375 8,887 60,558 26,104 13,215 39,907 (1,636) (1,802) 35,315 38,841 17,140 37,900 (24,852) (19,830) (19,619) 13,162 15,610 (40,619) 52,424 38,290 (103,690) (22,609) (78,015) (58,865) (83,609) (78,672) 63,655 66,880 65,822 61,947 55,784 77,261 52,563 58,680 49,442 47,263 (27,060) 21,836 (32,556) (20,839) 62,767 29,860 520.28 359.59 352.20 431.88 222.31 501.16 653.08 609.16 917.01 327.36 380.28 743.36 418.95 260.86 172.05 157.14 3686.95 4800.09 22.81 107.53 96.76 3.76 #N/A 220.80 759.75 1279.86 207.36 1457.62 822.10 166.49 219.50 354.64 473.36 346.05 1661.26 1230.67 337.14 1609.49 1317.96 392.28 725.34 332.27 421.86 83.21 452.11 999.11 1471.66 658.47 397.42 383.84 435.98 305.61 551.53 655.57 817.59 986.42 376.93 445.80 768.22 430.45 342.54 259.38 204.45 4,138.73 4,849.77 20.02 109.57 99.88 4.78 #N/A 228.21 759.78 1,189.79 205.85 1,426.19 811.48 162.51 217.62 365.15 492.18 355.72 1,712.46 1,263.20 455.96 1,791.94 1,353.41 458.36 745.99 331.44 430.59 76.83 460.82 1,038.30 1,484.27 33.47 15.31 14.26 1.44 48.74 15.84 0.49 62.49 11.51 22.79 22.37 “3.97 AAG 46.85 77.40 24.46 17.69 2.00 10.84 3.16 3.58 8.19 22.08 39.40 0.03 18.69 1.26 4.36 3.36 9.64 3.01 10.05 13.63 9.53 10.80 8.65 113.14 40.02 9.23 59.49 8.93 0.52 3.78 8.63 4.85 10.20 2.53 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% EFTA00292875