Atorus, LLC 2/10/2014 Current Date: 0.60% T12M Return: MSCI World Change on So Total Return since 1/1/12: Day Current Long Exposure @ Cost: | 3,992,234 | Current Short Exposure @ Cost: Net Exposure: Current No. of Positions: Starting Capital: 1,000,000 Current NAV: Current Leverage (Gross Exposures): PF .2.1 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 T T T T T T T XSF FI FH PP PP PS \ x v UTA aA aaa vy PG AP Gg PW GAP’ P50 EFTA00292876

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Atorus, LLC 2/10/2014 Percentile (@ cost ex-MTM) NAV) | Security ———|__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions | 23.91% 52 Positions SPGSCITR Index (24,852) 0.46% DAI GR Equity 4,874 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 4,903 0.29% SHCOMP Index (27,300) 0.51% XAU Comdty 4,943 0.29% ZA_TSY CREDIT (32,556) 0.61% OGXP3 BZ Equity 5,009 0.30% XAU Comdty (40,619) 0.76% SX7E Index 5,022 0.30% SPX Index 54,660 1.02% UTX US Equity 5,273 0.31% DE_TSY CREDIT 57,819 1.07% ROG VX Equity 5,308 0.32% JP_TSY CREDIT (58,865) 1.09% AMGN US Equity 5,441 0.32% SXDP Index 60,558 1.13% CMCSA US Equity 5,460 0.33% NL_TSY CREDIT 60,676 1.13% MAERSKB DC Equity 5,490 0.33% FR_TSY CREDIT 61,947 1.15% ACA FP Equity 5,635 0.34% CH_TSY CREDIT 62,767 1.17% MDT US Equity 5,771 0.34% AT_TSY CREDIT 63,655 1.18% BMY US Equity 5,964 0.36% FI_TSY CREDIT 65,822 1.22% ICEX! Index 6,049 0.36% BE_TSY CREDIT 66,880 1.24% HON US Equity 6,088 0.36% STBCNZL Index 73,166 1.36% GS US Equity 6,111 0.36% 1E_TSY CREDIT 77,261 1.44% IT_TSY CREDIT 6,118 0.36% AU_TSY CREDIT (78,015) 1.45% ASE Index 6,549 0.39% SG_TSY CREDIT (78,672) 1.46% PRU LN Equity 6,607 0.39% MyY_TSY CREDIT (83,609) 1.55% SXOP Index 6,650 0.40% CA_TSY CREDIT (103,690) 1.93% V US Equity 6,740 0.40% IBEX Index 7,021 0.42% DAX Index 7,055 0.42% MMM US Equity 7,116 0.42% HEX Index 7,229 0.43% SXAP Index 7,636 0.46% XLY US Equity 7,664 0.46% CA_TSY CREDIT 7,734 0.46% LUXXX Index 7,908 0.47% CMCSK US Equity 8,116 0.48% BAYN GR Equity 8,309 0.50% KFX Index 8,377 0.50% ES_TSY CREDIT 8,450 0.50% TMO US Equity 8,625 0.51% BAC US Equity 9,623 0.57% TYC US Equity 9,928 0.59% BA US Equity 9,962 0.59% SXIP Index 10,784 0.64% SXMP Index 11,106 0.66% EFTA00292877

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XLV US Equity RTY Index CELG US Equity SPX Index NDX Index 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 294 | 11,244 11,389 12,107 12,114 12,196 12,417 19,659 21,110 21,574 27,522 29,807 40,637 0.67% 0.68% 0.72% 0.72% 0.73% 0.74% 1.17% 1.26% 1.29% 1.64% 1.78% 2.42% EFTA00292878

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Atorus, LLC 2/10/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 ——apac 2,000,000 —Emen oe AMER — EquityCom —— Credit er NexEposure RHS 225 2, | 4 st rs s Ss os s s” (1,000,009) WLW WW” WW OW «tbo SES 3 of (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 1,000,000 + AM A A a a a a) PPP PP” “vd PP PW WF XW Wo EFTA00292879

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Atorus, LLC 2/10/2014 Current Gross Notional Risk by Category mAPAC @MEMEA mS AMER @ EquityCom @ Credit 124M Performance Vs. MSCI World Index 1.95 —— Msciworld ATORUS 0.75 T T T T T T T T T T T T “a a7 vv Vv a7 Vv > > > > ) > & SSB MP OP OM PP ™ aw” SNP ANP NPN PN PAN gn Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling300ayRe 1.00% otzedVel 0.80% 0.60% 0.00% T T T T T T T T T T T T Ce rs a a a a Y' “Y Y’ y “Y" “Y “y ia a “y a “Y y Sh PS PK MM FP PM NM My EFTA00292880

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Atorus, LLC 2/10/2014 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 ’ EFF PPLE NSS SHH POPP OG OA Py Pg 5 3 © S 2) % % Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) Percentage of MTM Gains(Losse) % of NAV "Signficant" (>7 Vol Days) 48.06%) EFTA00292881

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Atorus, LLC 2/10/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nto Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,524) 52.74 50.10 3.91 1.28% 005380 KS Equity ao 1,243 218.65 216.84 0.61 1.36% 005490 KS Equity 102 (4,262) 274.19 267.66 2.73 0.87% 005930 KS Equity 502 (6,487) 1285.63 1186.09 8.38 0.92% 012330 KS Equity 789 4,461 246.52 290.12 14.41 1.23% 1 HK Equity 35 (3,723) 14.68 14.55 1.78 0.53% 1299 HK Equity 1 (3,242) 4.57 4.55 0.36 0.93% 13 HK Equity 1,226 12,106 11.28 12.42 13.10 0.77% 16 HK Equity 351 (9,803) 12.71 12.26 6.08 0.59% 27 HK Equity (8) 122 9.64 9.03 -2.89 2.33% 2914 JP Equity 58 (4,679) 32.47 32.06 0.86 1.44% 3382 JP Equity 27 3,334 37.84 38.15 0.68 1.19% 4063 JP Equity 14 (4,523) 56.40 56.23 0.26 1.19% 4502 JP Equity (17) 663 46.88 45.71 -3.12 0.82% 4689 JP Equity (32) 743 6.00 5.75 2.61 1.64% 5 HK Equity (16) (3,104) 10.18 10.23 0.74 0.69% 5108 JP Equity (100) 3,447 36.33 35.31 -2.81 1.03% 5401 JP Equity (71) (3,652) 2.99 3.05 “1.42 1.37% 6301 JP Equity 121 (4,622) 20.80 20.26 1.97 1.32% 6752 JP Equity 1,226 4,064 9.01 11.73 12.27 2.46% 6902 JP Equity 2,218 9,649 41.48 51.01 17.66 1.30% 6954 JP Equity 306 6,360 157.65 165.25 2.72 1.77% 7201 JP Equity 149 (5,715) 8.94 8.70 2.07 1.26% 7203 JP Equity 39 (3,859) 59.03 58.43 0.83 1.21% 7267 JP Equity (7) (1,466) 36.16 36.32 0.44 1.04% 762 HK Equity 261 (4,100) 1.43 1.34 5.44 1.17% 7751 JP Equity 440 (6,774) 31.44 29.39 6.54 0.99% 8031 JP Equity (246) (6,892) 14.03 14.53 -3.09 1.16% 8058 JP Equity (33) (461) 17.87 19.13 6.18 1.14% 8306 JP Equity (28) (1,936) 5.82 5.91 “1.21 1.21% 8316 JP Equity (19) (1,897) 46.03 46.48 -0.70 1.40% 8411 JP Equity (42) 4,012 2.13 2.10 0.77 1.37% 8604 JP Equity (25) (973) 6.67 6.84 “1.77 1.48% 8801 JP Equity (30) (1,372) 31.32 32.01 “1.61 1.37% 8802 JP Equity (52) (3,258) 24.73 25.12 “1.19 1.33% 9020 JP Equity 130 (3,939) 77.54 74.98 3.16 1.04% 941 HK Equity 898 (10,849) 10.29 9.44 12.90 0.64% 9432 JP Equity 147 6,020 53.19 54.49 1.96 1.24% 9433 JP Equity 3,366 11,560 42.13 54.40 21.46 1.36% 9437 JP Equity 1 (4,790) 15.96 15.92 0.24 0.98% 9983 JP Equity (49) 3,132 368.71 363.06 0.91 1.71% EFTA00292882

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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 1,946 455 665 11 461 (57) (175) (438) (420) 5,635 7 363 32 1,087 (170) 23 4,314 2,707 2,032 5,441 550 3,403 (78) 161 2,319 3,327 3,082 3,476 9,962 9,623 102 703 83 (157) 8,309 969 74 1,229 115 (7) 2,734 9,319 9,143 9,353 5,245 (7,151) (6,846) (1,767) 4,036 (3,484) (3,449) 5,321 3,617 9,084 1,180 1,806 6,740 (3,276) 2,375 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 (2,120) (6,328) (7,189) (4,914) 5,674 (6,584) 6,315 3,063 43.84 503.10 23.54 23.67 49.49 7.16 7.23 94.70 38.79 17.17 17.20 6.82 94.19 77.04 72.36 62.32 104.77 126.55 48.39 42.81 125.64 126.13 96.67 77.07 291.48 26.26 82.74 80.96 71.56 50.53 50.40 49.96 81.26 8.82 443 97.63 49.08 66.82 76.75 9.22 12.96 12.74 60.45 10.00 43.17 17.93 52.98 75.04 527.68 25.26 25.29 49.60 6.69 6.74 97.74 37.18 19.32 19.30 14.04 94.63 80.12 74.32 62.44 121.66 133.13 48.86 71.80 171.64 171.57 119.65 81.09 361.83 26.65 80.75 80.52 88.20 64.03 63.95 64.22 127.38 16.67 451 107.18 48.49 68.15 130.45 9.11 10.98 11.00 59.54 12.16 42.42 18.16 52.85 43.95 4.54 7.19 6.02 0.20 4.87 5.70 3.54 6.13 8.24 8.31 73.08 0.71 4.67 3.58 0.31 13.69 6.68 1.08 71.77 36.20 36.88 24.76 6.83 19.90 2.03 3.02 0.65 21.94 32.24 29.51 31.30 50.55 88.87 1.46 10.64 1.34 -3.80 71.21 0.77 11.23 12.04 1.51 16.43 2.52 1.09 0.26 1.62% 1.08% 1.01% 1.14% 1.08% 1.34% 1.18% 0.91% 0.71% 1.52% 1.47% 1.45% 0.66% 0.86% 0.76% 0.65% 1.18% 0.78% 0.88% 0.94% 1.01% 0.98% 0.96% 0.76% 1.21% 0.73% 0.79% 0.84% 1.06% 0.83% 0.91% 0.91% 1.12% 1.00% 1.16% 0.92% 0.89% 0.52% 0.98% 1.54% 1.36% 1.14% 1.00% 1.32% 0.69% 1.16% 0.92% EFTA00292883

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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 (25) (53) (62) 297 121 43 101 42 (57) 669 5,964 136 1,666 (81) 247 (68) 1,791 (49) 121 (40) 803 (30) 314 789 12,107 (47) 213 (33) 5,460 8,116 196 890 238 260 (4) 183 525 144 2,306 (174) 692 818 612 29 1,624 (1,833) (2,309) (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) (1,712) 2,944 (814) 1,930 9,109 (1,346) 1,352 7,799 14,938 (748) 20,828 (1,414) 16,788 18,453 7,516 835 12,277 5,125 (7,881) (1,683) 2,404 6,295 2,032 6,325 (4,887) 8,771 (10,226) 10,255 (5,567) 11,914 17.47 31.86 63.59 245.93 30.51 30.62 276.10 30.05 61.91 98.63 35.71 70.64 61.78 54.78 7.67 111.06 6.18 94.83 30.31 46.95 30.49 86.63 65.19 49.11 36.46 86.51 91.80 60.63 77.56 41.03 36.26 53.57 55.01 66.43 61.58 117.19 #N/A 63.80 56.23 24.71 16.71 26.12 24.49 72.55 105.20 68.47 76.29 17.41 32.60 65.37 315.84 29.67 31.49 300.22 29.80 62.96 111.91 51.66 68.07 80.76 55.75 7.30 112.36 4.82 97.56 31.56 49.25 36.50 94.27 66.64 60.51 40.15 156.63 97.63 61.25 79.39 54.37 52.21 54.97 55.01 71.25 64.45 113.33 #N/A 68.67 60.92 26.46 22.81 27.08 26.42 66.75 111.49 68.11 86.69 -0.99 2.65 -3.22 20.45 2.71 3.34 9.27 0.98 -2.58 17.94 37.42 3.86 27.96 2.18 4.78 2.04 13.89 2.98 3.80 4.23 18.86 8.84 “3.57 20.67 10.02 66.24 4.62 1.74 4.10 40.03 58.72 3.36 0.00 9.59 5.44 5.36 -0.30 25.05 9.79 5.60 36.26 440 7.25 13.17 9.34 0.74 19.32 1.38% 0.87% 0.87% 1.39% 1.02% 0.85% 0.94% 0.87% 0.66% 0.75% 1.19% 0.94% 1.10% 0.82% 0.62% 0.57% 1.59% 0.97% 1.08% 1.16% 1.05% 1.00% 0.62% 1.12% 1.01% 1.22% 1.37% 0.59% 0.58% 0.81% 0.75% 0.77% 0.81% 0.76% 0.86% 0.62% 0.76% 0.30% 0.85% 1.27% 1.01% 0.81% 1.09% 0.61% 0.64% 0.70% 0.71% EFTA00292884

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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 FDX US Equity FOX US Equity FOXA US Equity FP EP 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 4,874 1,992 3,016 83 (3) 3,408 (44) 2,970 993 28 567 1,727 116 4,081 1,567 (119) (79) 138 (29) 4,389 (45) 168 (18) 947 (58) (19) 926 613 101 1,060 (12) (12) 1,166 (68) 471 (17) (31) 268 2,103 40,637 (16) (131) 1,409 673 12,336 3,997 12,064 8,201 8,041 6,539 9,698 (1,978) 11,136 9,758 2,748 5,853 6,358 514 13,270 8,993 (8,734) 4,522 5,013 3,952 9,006 8,690 3,306 (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 (1,425) (1,374) 1,874 3,606 16,620 17,333 2,707 3,222 (3,217) 11,240 2,499 34.46 61.52 74.19 63.81 #N/A 69.40 22.22 73.25 60.53 74.91 17.45 41.72 27.28 13.00 53.97 60.08 59.87 54.74 97.73 35.30 16.56 65.17 40.10 4.84 19.77 18.27 175.73 54.49 11.62 72.36 62.71 14.93 63.57 22.04 127.19 28.83 31.67 57.36 21.95 23.33 71.33 14.41 60.33 4.41 17.74 31.41 925.24 48.08 63.45 86.45 87.27 #N/A 69.38 30.02 74.89 76.67 82.53 17.63 45.76 34.69 15.94 70.56 70.55 60.68 53.80 100.42 35.04 24.64 64.83 42.13 4.85 22.58 18.52 174.41 66.01 12.41 74.52 69.61 14.87 63.86 32.30 130.12 31.41 32.05 58.67 22.04 25.06 80.35 48.20 59.96 5.35 18.46 35.01 1174.52 38.55 2.35 19.07 32.06 1.71 -0.57 45.69 1.97 36.94 9.99 1.00 12.84 24.17 26.33 29.19 22.46 2.63 -2.17 2.35 1.05 62.98 -0.66 7.49 -0.52 13.85 “1.77 -0.74 20.95 9.00 3.05 16.69 -0.43 0.44 28.84 1.98 11.26 1.22 2.07 0.56 7.87 15.39 174.94 -1.10 15.07 3.61 11.82 25.71 1.02% 1.33% 0.87% 1.15% 0.61% 0.07% 0.77% 1.13% 0.72% 1.02% 1.03% 0.75% 1.12% 0.86% 1.05% 0.78% 0.52% 0.80% 1.17% 0.69% 0.77% 0.79% 0.68% 0.50% 1.03% 0.79% 1.02% 1.01% 0.75% 0.98% 0.66% 0.94% 1.03% 1.61% 1.16% 0.79% 0.98% 1.10% 0.71% 0.95% 0.82% 1.34% 0.55% 1.40% 1.13% 1.06% 1.05% EFTA00292885

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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 4,875 6,111 75 (43) 426 1,546 6,088 1,012 913 224 104 2,699 197 179 2,160 (34) 3,569 3,761 706 18 236 105 (78) 33 3,563 (43) 516 (24) (43) 1,626 819 12,417 5,490 (10) 120 1,943 5,771 781 3,732 1,765 7,116 (47) 12,198 13,441 6,943 (983) 3,287 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 2,736 6,951 (2,771) 1,994 554 (4,295) 6,640 2,242 19,735 13,761 1,510 (6,970) 1,745 13,059 20,438 7,746 7,860 12,746 20,948 3,698 115.04 18.11 22.87 49.59 67.52 38.41 86.50 18.93 8.80 6.25 156.13 38.28 23.73 2.82 8.79 13.66 81.20 129.99 45.75 66.19 43.43 98.87 33.71 39.65 83.22 83.34 187.67 1.34 35.49 151.83 165.85 48.12 75.59 65.03 55.94 7052.18 130.59 94.56 172.66 30.85 48.53 37.83 16.53 #N/A 114.02 26.26 112.60 161.01 26.34 23.12 51.77 76.26 43.82 92.94 28.80 10.23 6.22 177.10 36.70 24.22 2.86 13.19 13.20 78.85 150.35 46.36 90.58 56.64 107.19 33.78 38.24 81.96 80.51 194.06 1.35 53.68 154.18 208.77 46.15 76.34 80.96 76.39 11489.38 182.70 95.01 172.90 32.97 55.75 48.51 18.19 #N/A 129.81 35.18 111.18 44.45 68.93 0.96 6.07 15.21 29.86 7.97 87.57 15.47 0.21 20.25 5.68 1.91 1.25 42.84 2.43 2.28 25.78 1.71 36.76 40.84 10.91 0.36 5.22 2.18 4.35 4.30 1.60 49.82 2.16 27.05 2.73 -1.32 18.03 32.96 51.99 31.75 0.42 0.29 6.06 19.30 32.22 9.97 50.16 12.27 48.08 1.80 0.90% 0.66% 1.12% 0.73% 0.85% 0.47% 0.93% 0.60% 1.05% 2.29% 0.66% 0.73% 1.09% 0.87% 1.17% 1.38% 1.27% 0.61% 0.78% 1.00% 0.74% 0.77% 0.62% 0.68% 0.70% 0.81% 0.79% 0.75% 1.03% 0.72% 0.96% 1.56% 0.76% 1.36% 1.11% 1.21% 1.26% 1.12% 0.49% 1.14% 0.77% 0.88% 1.01% 0.95% 1.13% 0.71% 0.71% EFTA00292886

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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 569 (60) 1,123 118 318 (88) 2,782 3,485 2,656 873 1,306 637 3,818 7 4,719 718 1,509 3,842 5,009 (13) (6) 835 (76) 327 347 764 2,839 (54) 375 391 4,124 33 1,035 750 438 (149) (137) 6,607 231 747 1,809 1,438 4,136 (26) (7) (92) 11,703 (4,426) 9,195 1,447 7,138 7,543 (3,359) (5,020) 14,296 (7,286) 9,770 11,181 2,857 4,423 (6,814) 18,092 6,248 9,508 15,889 (5,158) (492) 2,915 6,645 (2,353) (2,535) (2,775) 3,000 13,460 2,553 (2,822) (3,097) 21,826 3,749 8,527 (10,065) 7,538 (2,208) (1,979) 10,288 6,938 5,946 15,966 12,461 14,639 (867) (1,760) 3,935 44.68 54.02 26.51 33.86 200.38 28.31 9.53 204.40 17.85 119.39 12.01 64.90 6.04 40.16 81.37 33.90 83.68 69.41 0.11 6077.78 12.03 37.40 80.56 10.98 13.93 1370.85 205.07 66.49 5.79 7.00 35.86 65.33 34.99 70.54 86.07 31.80 31.50 19.61 98.35 70.42 113.31 66.97 78.53 37.96 67.10 72.99 35.34 46.85 54.76 29.74 36.63 209.30 29.75 9.78 91.10 22.20 75.86 13.08 72.49 7.38 74.83 80.45 42.75 93.29 80.42 0.14 176.06 12.34 37.33 90.69 11.34 12.14 1199.48 257.29 80.52 5.67 6.07 31.34 77.68 35.30 79.10 79.66 33.65 33.62 20.96 161.51 72.77 127.54 74.55 87.59 48.69 69.08 73.27 34.53 5.83 1.36 13.09 7.99 4.46 6.75 3.70 24.43 35.31 20.71 9.98 18.01 30.20 61.05 1.53 35.62 10.16 13.14 34.95 23.69 2.59 -0.20 18.06 447 8.78 8.54 23.40 24.18 4.01 9.57 9.16 26.04 1.31 15.83 8.61 6.40 5.92 6.06 56.45 5.35 13.04 16.44 15.47 44.81 5.13 -0.54 3.17 0.83% 1.01% 0.93% 1.02% 1.00% 0.75% 0.71% 2.27% 0.69% 1.76% 0.90% 0.65% 0.74% 1.41% 0.74% 0.73% 1.13% 1.21% 0.69% 4.10% 1.00% 1.00% 0.70% 0.73% 147% 1.46% 1.09% 0.87% 0.53% 1.39% 1.38% 0.73% 0.68% 0.77% 0.86% 0.91% 1.14% 1.14% 1.14% 0.62% 0.96% 0.69% 0.75% 0.63% 0.58% 0.71% 0.74% EFTA00292887

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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 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 (76) (7) (50) 168 56 150 131 5,308 (86) (36) 290 453 439 (265) (448) (127) 1,815 1,260 993 728 541 135 (92) 1,251 495 (21) (38) (59) (63) 287 (78) 475 (73) (72) 1,173 2711 (6) (18) 8,625 155 (33) 35 458 4,016 (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 (4,518) (2,640) 7,593 11,251 8,907 6,378 (7,188) (8,909) (3,731) 9,574 (5,198) 3,536 2,266 (5,001) 2,932 (5,100) 5,883 (3,532) (7,989) (3,541) (4,175) 538 (10,552) 9,861 4,100 (443) (4,959) 10,030 2,463 (6,847) (6,087) (7,296) 35.18 36.46 306.82 56.71 54.75 53.80 275.65 48.12 43.98 97.15 9.24 8.30 71.19 80.23 79.54 29.60 55.38 102.93 114.76 79.97 535.09 44.59 160.36 88.42 18.04 28.07 68.47 33.28 81.99 32.22 26.27 340.56 31.67 46.89 15.10 15.08 55.72 66.55 3.54 7.68 112.37 119.18 31.52 41.51 81.36 5.33 144.50 34.53 36.61 302.96 59.80 55.88 55.48 283.01 63.37 44.92 98.12 8.81 8.82 76.49 76.31 74.76 30.44 54.38 127.53 127.61 88.89 596.15 41.23 157.93 90.61 20.39 25.40 68.06 32.73 82.96 32.70 26.59 357.19 32.37 44.10 15.41 15.34 56.50 59.15 451 7.67 117.00 118.27 58.63 44.11 81.76 5.30 135.44 2.24 0.55 1.54 3.49 2.37 2.49 1.94 38.75 -2.97 “1.11 5.37 6.55 5.93 6.64 7.38 2.58 1.54 25.66 13.96 13.51 13.67 7.63 3.20 3.31 12.41 7.63 -0.67 “1.57 1.64 1.62 1.76 4.68 2.18 8.15 -3.32 2.02 1.39 14.53 34.21 0.25 4.62 1.14 98.74 7.34 -0.83 0.93 8.63 0.85% 0.77% 0.83% 1.56% 0.87% 1.26% 1.38% 0.82% 0.72% 0.89% 0.87% 0.96% 1.26% 0.77% 0.87% 1.09% 1.17% 0.93% 0.80% 0.82% 0.83% 0.99% 0.47% 0.74% 1.05% 1.25% 0.90% 1.08% 0.72% 0.92% 0.71% 1.04% 1.01% 0.73% 0.62% 0.86% 1.02% 0.77% 0.80% 0.58% 0.89% 0.67% 0.87% 0.85% 0.58% 0.63% 0.73% EFTA00292888

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TWC US Equity 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 B2 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 684 (72) 2,326 9,928 310 333 1,976 41 45 905 2,780 2,110 5,273 6,740 171 284 3,422 104 208 1,185 1,117 842 772 871 385 433 159 (55) (43) 2,059 1,414 (228) 259 (28) 136 Current Portfolio - Global Macro Portfolio MTM Gain/(Loss) 4,825 (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) (1,444) 9,854 10,192 1,806 (8,581) 10,850 (2,400) 1,267 4,564 6,308 55.75 41.43 34.66 14.50 19.35 7.45 28.35 38.19 70.50 161.12 86.35 33.59 96.42 163.14 7.55 14.78 87.81 17.57 88.38 3.47 31.38 224.52 122.69 92.85 63.67 35.20 49.85 29.06 37.05 44.10 69.99 64.44 31.07 90.28 #N/A 37.67 60.05 298.87 36.84 63.66 26.71 42.19 2.32 41.41 25.07 20.58 55.98 20.51 4.93 7.75 4.21 38.96 26.66 37.86 0.88 70.00 0.72 175.14 10.68 94.74 13.53 40.01 34.30 111.06 23.01 220.80 47.41 14.07 95.88 14.11 3.19 82.29 4.19 27.08 60.26 92.43 5.80 3.64 3.93 36.39 18.01 258.58 17.26 138.14 12.32 137.99 31.47 93.58 34.29 37.90 15.44 46.85 6.48 28.30 3.94 38.03 3.16 45.41 4.60 84.62 33.13 73.38 14.28 31.10 0.19 89.69 1.03 #N/A 3.02 37.63 0.05 72.31 15.37 297.02 -0.58 37.63 2.82 Current Price} P/Lin Vol (in USD) 0.53% 0.79% 0.78% 0.75% 1.22% 0.95% 1.40% 0.98% 1.01% 0.82% 0.72% 0.56% 0.66% 0.75% 0.90% 1.42% 1.50% 0.90% 0.79% 1.27% 0.89% 0.88% 1.02% 1.54% 1.37% 0.50% 0.93% 0.66% 0.84% 0.64% 0.63% 0.97% 0.49% 0.64% 0.70% 2.26% 1.33% 1.08% 0.76% 30P Realized SPX Index 12,114 54,660 1473.31 1,799.84 34.84 0.64% EFTA00292889

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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 12,196 11,389 (95) 1,063 2,209 671 2,026 7,055 720 7,021 2,865 4,160 4,229 21,574 6,049 4,061 4,455 7,908 8,377 7,229 1,358 2,777 6,549 859 (309) 114 51 (87) (199) (133) 29,807 365 (175) 4,157 (5) 4,903 173 1,796 4,353 (38) 7,664 2,576 11,244 3,608 45,983 39,525 (4,609) (25,761) (22,209) (10,977) 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) (13,370) (16,283) 2,002 (14,819) (27,300) (15,231) (4,962) 73,166 (6,050) (4,048) 14,015 (2,806) 13,308 6,248 12,659 13,956 5,419 20,957 2,492 14,368 24,345 36,898 2831.19 868.48 12240.88 3142.70 22076.65 735.57 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 40.67 15.57 38.12 30.80 38.23 41.38 46.90 83.60 38.09 38.87 404.25 3,582.11 1,118.73 12,492.46 3,013.05 19,881.16 690.60 10,814.76 12,673.23 5,780.29 13,618.40 9,279.73 26,851.30 9,442.72 6,554.73 7.72 531.55 3,974.65 1,997.90 123.20 10,029.71 203.26 3,534.33 1,719.12 89.15 42.44 3,709.81 326.21 326.21 2,781.84 344.28 1.79 4,672.25 625.54 38.30 66.47 238.61 40.74 21.31 39.17 35.17 50.15 41.09 64.05 83.63 44.92 56.82 443.77 32.51 33.69 -3.93 4.53 7.65 3.07 8.84 28.21 10.36 20.33 14.60 23.33 18.57 79.38 25.77 17.21 19.52 28.84 27.18 21.66 8.52 11.15 20.49 5.29 2.32 2.76 0.95 0.45 0.42 1.92 4.26 76.94 5.45 7.79 35.05 -0.93 46.68 4.65 20.64 39.42 1.21 45.55 0.04 23.78 59.76 18.37 0.82% 0.86% 0.52% 0.91% 1.30% 1.99% 0.58% 0.69% 0.66% 0.91% 0.59% 0.78% 0.95% 0.68% 0.67% 0.57% 0.56% 0.71% 0.82% 0.82% 0.76% 0.90% 1.59% 0.75% 0.76% 0.84% 0.74% 1.24% 0.75% 0.76% 0.68% 0.63% 0.53% 1.11% 0.56% 0.85% 0.18% 0.79% 0.59% 0.69% 0.79% 0.57% 0.80% 0.82% 0.75% 0.77% 0.53% EFTA00292890

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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 7,636 4,737 3,226 10,784 3,575 63 21,110 2,171 2,104 6,650 (47) (41) 11,106 19,659 5,022 4,626 (154) 2,375 (201) 449 3,382 4,943 1,838 7,734 145 1,699 649 2,118 857 1,904 2,665 1,921 2,259 1,543 27,522 6,118 1,634 8,450 1,397 (127) 2,872 (420) 2,626 234 28,145 46,234 35,847 13,197 28,554 35,375 10,285 60,558 26,104 13,215 39,907 (1,091) (1,352) 35,315 38,841 17,140 37,900 (24,852) (19,830) (19,619) 15,139 15,610 (40,619) 52,424 48,158 (103,690) (22,609) (78,015) (58,865) (83,609) (78,672) 63,655 66,880 65,822 61,947 57,819 77,261 52,850 60,676 49,442 47,263 (27,060) 21,836 (32,556) (20,839) 62,767 29,860 520.28 359.59 352.20 433.20 222.31 501.16 653.70 609.16 917.01 327.36 380.28 743.36 418.95 260.86 172.05 157.14 3686.95 4800.09 22.81 107.53 97.18 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 1231.84 337.14 1610.40 1319.13 392.28 725.34 332.27 421.86 83.21 452.11 999.11 1471.66 661.43 396.44 383.90 437.21 306.26 551.81 657.69 821.51 993.29 379.48 443.65 775.71 431.69 342.89 259.13 203.18 4,136.98 4,829.87 20.08 108.63 100.06 4.58 #N/A 228.54 759.75 1,184.40 206.03 1,425.87 813.03 162.27 217.11 365.25 492.22 356.15 1,721.85 1,264.71 457.24 1,796.83 1,354.66 459.33 746.77 333.82 431.30 75.87 461.22 1,040.90 1,483.22 34.23 15.36 14.82 1.49 50.24 16.79 0.81 63.49 12.90 25.49 21.98 5.25 $5.21 50.77 82.96 23.85 18.36 1.10 12.13 “147 3.11 6.23 18.96 36.67 0.00 19.59 1.10 444 2.91 10.49 4.11 10.15 13.67 9.90 12.32 8.68 117.86 40.92 9.21 61.42 9.37 -0.95 4.10 9.80 “5.25 11.24 2.28 0.79% 0.67% 0.61% 0.62% 0.75% 0.60% 0.75% 0.55% 0.64% 0.62% 0.76% 0.83% 0.58% 0.62% 0.61% 1.23% 0.66% 0.57% 0.99% 0.70% 0.95% 3.47% 0.64% 0.10% 0.14% 0.38% 0.58% 0.49% 0.38% 0.24% 0.26% 0.29% 0.29% 0.29% 0.30% 0.31% 0.30% 0.28% 0.29% 0.28% 0.32% 0.49% 0.55% 0.90% 0.38% 0.37% 0.34% EFTA00292891