Atorus, LLC 2/11/2014 Current Date: | ___3.13% Total Return since 1/1/12: Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: | (1,341,099)| Net Exposure: Current No. of Positions: ee) Starting Capital: Current NAV: Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days | 52%) 124M Avg. Daily NAV (+) Change | __—1.02% T24M 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: 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 Tt T T Vib ne Ab AD RY RD WD WD > > & Se MY OW OY OY OY Oy SEM APH MP SPH APH Gh AE Ph o » EFTA00292892

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Atorus, LLC 2/11/2014 Percentile (@ cost ex-MTM) NAV) | Security ———|__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 52 Positions MEXBOL Index (26,123) 0.48% SXXP Index 5,334 0.31% NO_TSY CREDIT (27,358) 0.50% SXSE Index 5,352 0.31% SHCOMP Index (27,693) 0.51% SX7E Index 5,577 0.32% ZA_TSY CREDIT (33,120) 0.61% UTX US Equity 5,627 0.32% SPGSCITR Index (33,446) 0.61% ACA FP Equity 5,771 0.33% XAU Comdty (41,240) 0.75% ROG VX Equity 5,783 0.33% CH_TSY CREDIT 59,255 1.08% QQqQ US Equity 5,793 0.33% JP_TSY CREDIT (59,628) 1.09% MAERSKB DC Equity 5,842 0.34% SXDP Index 61,063 1.12% DAI GR Equity 5,896 0.34% SPX Index 62,258 1.14% SMI Index 5,934 0.34% FR_TSY CREDIT 62,432 1.14% CMCSA US Equity 6,078 0.35% DE_TSY CREDIT 62,519 1.14% MDT US Equity 6,237 0.36% AT_TSY CREDIT 64,302 1.18% IT_TSY CREDIT 6,283 0.36% NL_TSY CREDIT 65,324 1.20% AMGN US Equity 6,297 0.36% FI_TSY CREDIT 66,491 1.22% ICEXI! Index 6,355 0.36% BE_TSY CREDIT 67,560 1.24% BMY US Equity 6,371 0.37% STBCNZL Index 73,230 1.34% HON US Equity 6,386 0.37% lE_TSY CREDIT 78,254 1.43% GS US Equity 6,399 0.37% AU_TSY CREDIT (79,064) 1.45% ASE Index 6,448 0.37% MY_TSY CREDIT (90,265) 1.65% CA_TSY CREDIT 6,633 0.38% SG_TSY CREDIT (95,665) 1.75% V US Equity 6,850 0.39% CA_TSY CREDIT (97,103) 1.78% PRU LN Equity 7,196 0.41% MMM US Equity 7,447 0.43% SXOP Index 7,491 0.43% XLY US Equity 7,620 0.44% IBEX Index 7,624 0.44% HEX Index 7,809 0.45% DAX Index 8,041 0.46% CMCSK US Equity 8,475 0.49% KFX Index 8,511 0.49% €S_TSY CREDIT 8,643 0.50% LUXXX Index 8,746 0.50% BAYN GR Equity 8,747 0.50% SXAP Index 8,803 0.51% TMO US Equity 9,136 0.52% BAC US Equity 9,770 0.56% TYC US Equity 10,224 0.59% BA US Equity 11,103 0.64% MA US Equity 11,232 0.65% XLV US Equity 11,245 0.65% EFTA00292893

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SXIP Index RTY Index SXMP Index NDX Index CELG US Equity SPX Index SXTP Index SXDP Index ISEQ Index 1E_TSY CREDIT STBCNZL Index GILD US Equity No. Names by Category PEMEALong J EMEAShort | S| LAMERShort | EquityComtong S| PCredittong 8 | | Creditshort_ 11,451 11,506 11,992 12,378 13,025 14,718 20,853 21,972 22,437 28,172 29,833 33,248 0.66% 0.66% 0.69% 0.71% 0.75% 0.85% 1.20% 1.26% 1.29% 1.62% 1.71% 1.91% EFTA00292894

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Atorus, LLC 2/11/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 5,000,000 4,000,000 3,000,000 APAC 2,000,000 — EMEA ———— AMER —= EquityCom —— Credit omen NexEposure RHS: <) we (1,000,000) (sBe}ooo) P (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 + wv oD or” Sy SY \\Wae,\ tae \ AY A s a \t T sy oS * fe x we oY T 7 oY r eo Ry > T T ss \ \ AUN x Ps fs x 2 a oY Re NY s T > oY T ® NY ie s EFTA00292895

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Atorus, LLC 2/11/2014 Current Gross Notional Risk by Category 211,377 553,789 mAPAC mEMEA m= AMER @ EquityCom @ Credit T24M Performance Vs. MSCI World Index 1.95 175 iss 135 —— Msciworld 115 ATORUS 0.95 0.75 + T T T r 1 , , : T ; T , Vv a7 Vv Vv + a7 > > > > > Mo) > Se MY YOY SY gy Pw” SPAN NPN NP aN NN sh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 1.00% alizedVol 0.80% 0.60% 0.40% 0.20% 0.00% vv se ww EFTA00292896

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 2/11/2014 10.00 0.00 LL EEIS SEIS SSS FPP OLE OSS OL LL RM H T T T T o) S 2) iy % ——P/L Vol Days by Position Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) Percentage of MTM Gains(Losse) % of NAV "Signficant" (>7 Vol Days) 0.81% EFTA00292897

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Atorus, LLC 2/11/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nite Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,502) 51.62 49.96 2.52 1.28% 005380 KS Equity “o 1,589 218.45 217.42 0.34 1.38% 005490 KS Equity 91 (4,236) 274.12 268.21 2.40 0.90% 005930 KS Equity 356 (6,552) 1285.62 1215.80 5.30 1.02% 012330 KS Equity 1,065 5,278 244.69 294.06 16.12 1.25% 1 HK Equity (19) (3,976) 14.68 14.75 -0.82 0.58% 1299 HK Equity (102) (2,628) 4.57 4.74 3.61 1.08% 13 HK Equity 1,441 12,234 11.40 12.75 12.95 0.91% 16 HK Equity 300 (9,928) 12.66 12.28 5.15 0.59% 27 HK Equity (6) 123 9.66 9.24 “1.92 2.35% 2914 JP Equity 58 (4,715) 32.47 32.06 0.88 1.41% 3382 JP Equity 41 3,409 37.70 38.15 0.97 1.23% 4063 JP Equity 14 (4,532) 56.40 56.23 0.26 1.21% 4502 JP Equity (19) 672 47.00 45.71 -3.17 0.89% 4689 JP Equity (32) 749 6.00 5.75 2.52 1.70% 5 HK Equity (25) (4,712) 10.20 10.25 -0.76 0.70% 5108 JP Equity (101) 3,496 36.33 35.31 -2.65 1.09% 5401 JP Equity (72) (3,706) 2.99 3.05 -1.38 1.41% 6301 JP Equity 64 (3,512) 20.64 20.26 1.30 1.40% 6752 JP Equity 1,250 4,142 9.01 11.73 12.06 2.50% 6902 JP Equity 2,235 9,725 41.48 51.01 16.93 1.36% 6954 JP Equity 308 6,388 157.65 165.25 2.78 1.73% 7201 JP Equity 61 (3,740) 8.85 8.70 1.25 1.30% 7203 JP Equity (40) (1,949) 57.26 58.43 “1.68 1.22% 7267 JP Equity (30) (2,038) 35.79 36.32 -1.26 1.17% 762 HK Equity 230 (4,152) 1.43 1.35 4.94 1.12% 7751 JP Equity 446 (6,859) 31.44 29.39 6.45 1.01% 8031 JP Equity (294) (6,733) 13.92 14.53 -3.55 1.23% 8058 JP Equity (33) (468) 17.87 19.13 6.04 1.17% 8306 JP Equity (29) (2,590) 5.84 5.91 -0.89 1.25% 8316 JP Equity (19) (2,436) 46.12 46.48 0.54 1.43% 8411 JP Equity (29) 3,773 2.12 2.10 -0.56 1.37% 8604 JP Equity (26) (1,492) 6.73 6.84 -1.16 1.49% 8801 JP Equity (31) (1,401) 31.32 32.01 “1.59 1.38% 8802 JP Equity (52) (3,305) 24.73 25.12 “1.20 1.32% 9020 JP Equity 131 (3,964) 77:53 74.98 3.17 1.04% 941 HK Equity 765 (11,120) 10.27 9.56 10.12 0.68% 9432 JP Equity 148 6,072 53.19 54.49 1.88 1.30% 9433 JP Equity 2,758 9,471 42.13 54.40 21.59 1.35% 9437 JP Equity (77) (5,744) 15.71 15.92 “1.25 1.07% 9983 JP Equity (52) 3,175 368.98 363.06 -0.99 1.64% EFTA00292898

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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 BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 2,119 252 905 721 420 418 (28) (129) (484) (465) 5,771 35 (416) 1,142 (88) 23 4,662 2,877 2,144 6,297 758 3,558 (134) 150 (57) 2,466 3,871 3,393 3,807 11,103 9,770 (84) 849 (8) (291) 8,747 1,041 993 (26) 1,246 92 (80) 55 2,796 7,871 10,400 8,696 5,332 (7,226) (6,917) (558) 4,093 (3,511) (3,476) 5,390 3,675 9,045 1,192 728 (4,051) 6,802 (1,379) 3,207 6,524 7,522 5,722 22,885 10,646 14,103 (2,788) (6,864) (5,630) 10,369 12,669 11,663 12,426 17,885 10,843 5,291 7,329 (5,595) (8,040) 11,714 (6,738) (7,246) (5,013) 5,719 (6,638) 6,391 4,615 42.69 518.25 23.59 23.63 49.49 7.25 7.29 94.20 38.83 17.17 17.20 6.83 93.86 77.04 72.36 62.19 22.73 104.77 126.16 48.51 42.47 125.64 126.13 94.49 76.29 287.66 26.23 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 12.96 12.74 60.45 10.09 43.17 17.72 52.08 75.04 534.83 25.64 25.59 49.56 6.83 6.85 98.91 37.64 19.53 19.51 14.15 96.32 80.52 74.51 62.27 25.07 122.35 134.19 48.85 72.83 173.71 173.40 120.49 81.72 360.22 27.49 80.92 81.78 88.58 65.02 65.06 65.26 129.41 16.77 4.34 108.57 49.14 69.24 133.86 10.96 11.00 60.76 12.29 42.58 17.50 52.70 46.11 3.00 8.51 7.81 0.12 4.14 4.74 5.19 -3.92 8.67 8.65 74.20 3.66 5.38 3.70 0.18 7.11 14.13 8.29 0.77 70.96 37.47 37.88 27.67 9.16 19.65 5.55 2.73 1.19 22.32 31.80 29.71 30.80 54.21 89.77 1.31 13.04 0.15 6.36 74.22 11.54 12.22 -0.48 16.43 1.98 -0.99 1.19 1.64% 1.07% 1.02% 1.06% 1.12% 1.41% 1.27% 0.96% 0.80% 1.59% 1.55% 1.44% 0.72% 0.84% 0.80% 0.66% 1.44% 1.19% 0.77% 0.91% 1.01% 1.02% 0.99% 0.99% 0.78% 1.28% 0.86% 0.80% 0.85% 1.07% 0.96% 0.98% 0.99% 1.15% 1.00% 1.20% 0.89% 0.93% 0.57% 1.01% 1.34% 1.12% 1.06% 1.33% 0.70% 1.26% 0.99% EFTA00292899

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BG/ LN Equity BHP AU 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 CBS US Equity CCL US Equity CELG US Equity CLUS Equity CMCSA US Equity CMCSK US Equity CNI US Equity CNQ.CN Equity CNR CN Equity COF US Equity COP 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 (36) (47) 310 (6) 53 125 (2) (59) 807 6,371 101 1,766 (110) 411 (82) 1,724 (30) 127 (29) 396 910 296 871 13,025 1,000 6,078 8,475 1,012 1,006 339 186 162 2,568 (224) 795 749 979 (73) 1,830 5,896 142 2,203 3,456 182 (2,614) (1,233) 1,065 (4,448) 1,538 1,170 (4,943) (1,908) 5,073 13,624 (3,680) 5,495 (3,678) 8,439 (3,495) (8,164) (545) 2,974 (554) 1,958 10,293 1,266 7,815 15,113 18,618 17,408 18,900 12,863 1,620 12,415 6,073 (7,973) 2,433 6,342 2,053 6,712 (4,973) 8,909 (10,443) 10,304 (6,316) 12,102 13,903 4,050 12,298 8,348 8,116 17.28 31.81 245.93 30.26 30.62 274.17 30.23 61.56 98.63 35.71 70.54 61.78 54.78 7.68 110.60 6.18 94.17 30.31 46.95 30.49 87.23 49.35 36.20 85.54 58.99 40.65 36.26 51.38 34.08 51.30 67.68 66.64 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.00 59.94 62.20 46.61 54.46 63.20 85.65 17.52 33.02 317.60 30.30 31.68 303.39 30.24 63.46 114.31 52.41 68.61 81.64 56.41 8.05 113.21 4.88 99.28 31.60 49.44 36.65 94.94 60.90 40.24 159.25 62.16 54.84 52.52 55.42 34.24 55.45 71.46 65.36 69.78 61.37 26.81 22.77 27.31 26.64 68.71 113.29 69.01 88.58 48.25 64.22 89.37 87.58 -0.98 4.27 20.37 -0.13 3.87 10.95 -0.05 4.53 19.88 36.81 2.84 27.59 -3.59 7.53 3.94 12.84 5.57 3.99 447 19.26 8.44 20.56 11.41 66.20 8.81 41.65 57.19 9.65 0.53 10.13 6.45 3.00 25.05 10.87 6.27 36.89 5.88 8.04 11.78 13.10 1.55 19.99 38.90 2.65 19.54 33.44 3.51 1.39% 0.89% 1.43% 1.07% 0.89% 0.97% 0.97% 0.68% 0.80% 1.27% 0.96% 1.17% 0.83% 0.65% 0.60% 1.65% 0.98% 1.07% 1.18% 1.05% 1.05% 1.14% 0.98% 1.30% 0.61% 0.84% 0.78% 0.82% 0.87% 0.80% 0.86% 0.64% 0.30% 0.93% 1.26% 1.04% 0.77% 1.11% 0.61% 0.72% 0.74% 0.76% 1.09% 1.32% 0.92% 1.24% 0.64% EFTA00292900

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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 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 HAL US Equity HD US Equity HMB SS Equity HON US Equity 14 3,672 (70) 4,049 1,349 1,186 1,980 132 4,253 1,657 (199) (34) 4,622 20 227 (129) 982 (89) (2) 1,191 757 165 1,247 (18) (29) 1,202 (108) 490 262 2,239 33,248 16 706 (194) 1,793 4,696 6,399 195 661 2,013 6,386 6,710 9,883 (2,692) 14,049 9,900 3,501 8,928 6,442 546 13,635 9,150 (8,814) 5,743 5,054 3,979 9,184 8,831 3,622 (6,998) 6,720 (3,381) 2,603 5,569 9,126 3,418 9,809 3,003 (3,617) 2,546 (2,385) 5,334 3,806 3,632 16,425 13,861 6,705 3,245 (3,264) 11,367 3,199 12,387 13,622 4,317 3,363 12,500 6,105 11,890 51.34 29.53 58.57 68.36 81.99 15.62 35.84 28.24 12.22 60.09 69.60 61.76 52.95 101.15 23.45 24.88 61.11 41.70 4.24 22.27 18.66 143.99 61.83 12.05 66.69 70.48 14.82 43.58 31.57 120.94 58.41 20.52 22.32 24.02 48.57 49.51 5.14 16.17 28.27 857.75 110.98 25.71 44.64 66.04 40.79 61.10 70.41 30.29 75.45 77.68 83.16 17.69 46.85 35.05 16.03 70.98 71.17 61.39 53.98 101.21 35.25 24.94 64.94 42.47 4.86 22.86 18.64 174.78 66.96 12.63 75.17 70.06 14.94 64.16 33.00 132.06 59.18 21.99 25.36 81.65 48.68 60.28 5.44 18.72 35.42 1182.92 163.11 26.87 53.41 76.67 44.85 93.91 2.65 46.19 -2.22 39.57 13.61 1.40 18.45 25.72 27.79 31.58 23.61 4.03 0.74 1.63 0.08 67.79 0.27 9.20 3.75 15.67 “3.46 -0.09 21.49 11.56 5.04 18.85 -0.63 0.77 32.85 3.89 10.72 1.79 7.90 16.18 174.45 0.43 14.14 4.92 13.46 23.85 41.37 65.61 3.71 21.37 32.77 10.78 85.08 0.08% 0.80% 1.17% 0.73% 1.00% 1.02% 0.72% 1.19% 0.87% 0.99% 0.77% 0.56% 0.80% 1.19% 0.70% 0.74% 0.84% 0.68% 0.49% 0.93% 0.76% 0.97% 1.00% 0.72% 0.96% 0.67% 0.96% 1.05% 1.44% 1.16% 0.86% 0.73% 0.91% 0.84% 1.38% 0.56% 1.54% 1.21% 1.17% 1.06% 0.92% 0.72% 1.22% 0.92% 0.49% 0.92% 0.63% EFTA00292901

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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 MOS US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NCM AU Equity 1,141 (27) 238 320 263 2,842 266 176 2,265 (43) 3,764 4,198 134 231 33 (41) 78 3,701 (102) 565 (24) (67) 1,821 874 11,232 5,842 12 (41) 131 2,163 6,237 872 3,894 1,755 7,447 (58) 582 (211) 1,232 144 479 (92) 2,708 6,292 (1,443) 6,914 (8,386) 10,915 9,775 5,521 (5,904) (6,360) 14,003 (4,388) 9,880 12,583 8,516 7,927 (6,747) (6,937) 2,270 1,900 3,694 7,068 (3,785) 2,015 389 (3,487) 6,805 2,296 18,057 14,143 1,912 (6,967) 1,761 13,636 20,734 7,552 7,974 13,962 21,252 3,961 11,908 (4,468) 9,342 1,648 7,171 7,529 (1,704) (5,094) 24.79 10.23 5.48 184.74 35.95 23.81 1.91 13.81 13.59 67.84 149.70 34.13 69.31 52.29 106.69 35.17 38.83 84.91 77.86 193.10 0.89 52.85 122.48 216.79 45.69 61.33 59.29 47.03 8212.58 182.19 94.88 161.77 28.68 43.22 44.37 12.38 96.89 35.60 106.02 45.85 48.80 27.57 34.82 197.44 28.99 21.94 29.28 10.42 6.20 179.50 37.00 24.45 2.89 13.19 13.22 78.81 151.16 47.13 92.44 57.19 108.49 33.97 38.65 83.41 81.81 197.20 1.36 54.28 156.84 204.07 46.56 77.74 81.85 76.29 11604.78 183.38 95.44 173.78 33.23 56.22 49.49 18.42 130.85 35.08 111.20 48.00 55.24 29.97 37.15 211.70 30.56 10.28 16.43 -0.80 19.86 3.68 2.66 3.02 43.17 3.23 2.21 27.02 -1.32 34.07 41.83 11.66 2.58 5.17 0.69 2.21 6.36 2.77 48.80 3.46 27.48 3.72 2.48 18.65 32.84 53.42 35.00 0.58 1.16 6.38 20.37 32.32 10.71 46.25 11.02 48.91 2.05 5.77 4.27 13.71 8.28 6.40 9.22 6.78 22.86 1.10% 2.37% 0.66% 0.77% 1.10% 0.89% 1.19% 1.40% 1.25% 0.60% 0.74% 1.12% 0.80% 0.80% 0.66% 0.66% 0.69% 0.82% 0.80% 0.77% 1.07% 0.78% 1.02% 1.68% 0.77% 1.44% 1.16% 1.16% 1.18% 1.12% 0.51% 1.16% 0.78% 0.93% 1.08% 1.06% 1.14% 0.72% 0.72% 0.85% 1.10% 0.96% 1.05% 1.04% 0.78% 0.80% 2.33% EFTA00292902

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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 ORA FP Equity ORCL 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 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 3,921 2,575 712 1,561 703 3,839 13 4,745 703 1,538 3,707 5,011 13 973 354 299 3,131 (11) 330 4,743 1,910 754 552 (107) (104) 7,196 321 827 2,091 1,599 5,793 (8) (58) (17) 70 (41) 18 237 262 5,783 (43) (90) 14,643 (7,388) 9,813 11,410 2,939 4,495 (2,757) 18,219 6,796 9,583 15,457 (5,163) 2,958 7,413 (2,811) (2,793) 3,041 13,703 3,900 (2,920) (3,120) 21,828 4,758 11,206 (10,157) 7,639 (1,492) (1,399) 10,482 7,104 6,025 16,043 12,538 19,847 (1,557) (3,651) 3,991 4,062 (3,467) 3,979 4,314 3,299 4,815 4,930 17,036 (1,346) (3,678) 72.62 34.95 69.64 11.72 59.26 3.96 75.68 63.81 38.60 80.49 65.07 443 12.37 33.31 13.30 13.87 956.05 212.47 81.31 6.54 6.95 26.10 77.33 30.43 85.47 75.28 31.56 31.45 12.76 156.29 64.65 113.30 66.83 68.46 47.56 69.28 75.03 34.51 34.57 37.08 289.87 58.66 53.84 54.04 212.78 61.84 44.36 92.06 22.77 74.69 13.32 73.44 7.35 75.33 80.42 42.60 93.41 80.68 0.13 12.42 37.68 11.63 12.39 1209.62 261.02 81.08 5.80 6.19 31.77 78.72 35.61 79.13 80.72 33.82 33.79 21.52 163.35 73.52 128.06 75.35 88.44 47.79 70.39 74.71 35.11 34.98 37.25 317.26 60.15 56.49 56.91 285.01 63.80 45.44 36.24 19.38 8.10 19.29 29.99 59.77 0.62 38.81 9.65 13.52 35.70 25.24 0.42 18.42 8.27 7.16 23.68 25.24 -0.52 7.91 7.62 28.25 2.42 22.67 8.78 7.90 6.43 6.54 54.06 7.06 13.94 18.20 16.10 43.61 -0.79 -2.15 -0.56 1.97 “147 0.53 5.43 2.86 3.83 3.70 45.67 4.34 -2.70 0.74% 1.80% 0.90% 0.71% 0.80% 1.43% 0.74% 0.67% 1.07% 1.19% 0.67% 3.85% 1.03% 0.71% 1.52% 1.49% 1.12% 0.91% 0.55% 1.43% 1.43% 0.77% 0.74% 0.75% 0.85% 0.92% 1.12% 1.14% 1.27% 0.64% 0.98% 0.72% 0.79% 0.67% 0.63% 0.74% 0.78% 0.88% 0.81% 0.87% 1.74% 0.89% 1.28% 1.44% 0.74% 0.73% 0.90% EFTA00292903

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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 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 343 459 433 (251) (324) (87) (94) 1,922 1,358 1,036 827 337 (187) 1,377 339 91 (6) (58) 102 (50) (134) 349 (40) (58) 1,083 2,742 54 (10) 9,136 187 (113) (154) (6,169) 7,250 5,311 5,237 7,095 (3,419) (1,512) 7,716 11,251 8,901 6,526 (7,254) (9,006) (3,764) 9,702 (5,280) 3,544 3,455 (4,096) 3,721 (3,341) 5,946 (3,584) (8,515) (1,765) (4,343) 272 (10,709) 9,488 4,521 (300) (5,165) 10,185 2,516 (6,947) (6,138) (7,391) 4,770 (1,983) 12,200 23,996 5,218 5,155 5,387 (4,929) (6,289) 10,032 103.67 8.35 8.28 81.36 81.43 72.71 29.68 43.93 114.69 114.81 79.94 644.51 41.73 151.46 80.14 22.30 24.91 68.60 32.32 82.27 32.24 24.71 349.49 34.31 43.24 15.24 15.30 63.57 46.31 4.52 7.36 117.86 63.59 55.17 43.75 81.08 5.65 118.62 62.71 34.93 29.17 19.37 19.51 5.58 39.29 38.14 64.08 97.90 8.88 8.95 77.64 77.88 74.56 31.52 54.87 128.52 128.18 90.07 614.60 41.59 158.96 91.51 20.87 25.55 68.50 32.78 84.52 32.73 27.06 362.56 32.90 44.22 15.45 15.42 57.14 59.69 4.58 7.62 117.83 120.63 59.26 44.47 83.11 5.27 135.12 64.69 43.01 41.59 20.72 20.67 7.83 39.26 38.08 70.37 6.52 6.63 6.24 6.21 5.13 2.31 5.20 26.65 15.04 14.62 15.29 4.64 0.69 6.61 14.41 4.71 2.71 -0.15 -2.02 2.81 2.12 10.61 3.73 5.28 “3.75 1.55 0.73 12.37 34.20 1.92 4.12 0.05 96.27 8.70 2.79 “3.45 8.84 27.27 3.83 26.67 61.37 5.85 6.43 27.69 0.07 0.14 11.94 0.85% 0.95% 1.31% 0.77% 0.89% 1.10% 1.20% 0.93% 0.80% 0.80% 0.83% 1.00% 0.49% 0.75% 0.99% 1.36% 0.95% 1.10% 0.70% 0.97% 0.71% 0.90% 1.00% 0.78% 0.60% 0.85% 1.04% 0.82% 0.84% 0.62% 0.84% 0.69% 0.93% 0.85% 0.59% 0.73% 0.77% 0.51% 0.83% 0.87% 0.69% 1.19% 0.92% 1.46% 0.99% 1.02% 0.82% EFTA00292904

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UNP US Equity 952 9,425 160.88 177.14 12.87 0.79% UPS US Equity 2,939 14,801 79.87 95.73 32.78 0.61% USB US Equity 2,251 14,232 34.71 40.20 23.88 0.66% UTX US Equity 5,627 15,134 82.05 112.56 48.19 0.77% V US Equity 6,850 7,839 118.43 221.91 93.63 0.93% VALE US Equity 196 (3,904) 15.08 14.32 3.50 1.43% VALE3 BZ Equity 233 (4,583) 15.04 14.28 3.53 1.44% VIAB US Equity 3,625 6,364 52.96 83.13 60.40 0.94% VIV EP Equity 120 2,281 25.90 27.26 6.54 0.80% VMW US Equity 285 4,241 87.26 93.13 5.06 1.33% VOD LN Equity 1,239 7,587 3.14 3.65 18.25 0.89% VOD US Equity 1,150 7,512 31.63 36.47 17.51 0.87% VOW3 GR Equity 1,032 6,822 228.75 263.35 13.94 1.09% VRX CN Equity 832 1,610 92.95 140.98 34.59 1.49% VRX US Equity 960 1,878 93.20 140.83 37.53 1.36% VTIUS Equity 445 5,131 86.91 94.45 16.12 0.54% VWO US Equity 331 (7,240) 40.33 38.49 4.81 0.95% VZ US Equity 123 (6,116) 48.12 47.16 2.89 0.69% WEC US Equity 2,229 10,064 37.56 45.88 33.20 0.67% WLP US Equity 1,536 10,363 74.31 85.32 15.01 0.99% WMT US Equity (29) 4,002 75.07 74.52 1.35 0.54% WOW AU Equity (23) (8,658) 31.30 31.38 0.41 0.65% XOM US Equity 1 10,893 90.48 90.49 0.01 0.67% XTA LN Equity 2 (2,237) 0.04 2.26% YHOO US Equity 327 1,281 30.64 38.47 17.93 1.43% YUM US Equity 35 5,071 72.81 73.32 0.63 1.10% ZURN VX Equity 140 6,388 291.95 298.36 3.09 0.71% Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol SPX Index 14,718 62,258 1471.80 1,819.75 37.17 0.64% EFTA00292905

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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 12,378 11,506 (96) 1,078 2,238 681 2,692 8,041 959 7,624 5,934 4,462 4,678 22,437 6,355 4,779 5,019 8,746 8,511 7,809 1,944 3,427 6,448 1,476 (339) (372) 129 1,718 (216) (317) (278) 29,833 369 (180) 4,217 (5) 4,995 176 1,824 5,032 (51) 7,620 2,908 11,245 5,334 46,668 39,930 (4,677) (26,123) (22,504) (11,136) 39,934 36,668 10,757 38,408 40,693 23,066 24,271 40,091 35,390 42,224 41,728 39,686 38,020 40,903 20,712 28,081 17,680 22,122 (14,119) (10,174) (16,208) 12,694 (14,943) (27,693) (12,390) 73,230 (6,113) (4,163) 14,218 (1,917) 13,560 6,358 12,856 16,087 7,323 20,539 2,523 14,872 24,346 43,375 2862.49 876.57 12346.98 3200.47 22385.42 767.68 10288.22 10610.77 5367.56 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 41.71 3626.01 330.60 288.88 2791.37 343.18 1.77 445.27 41.64 63.94 185.78 40.74 15.73 38.48 31.18 38.63 41.86 47.06 84.69 38.01 39.39 400.51 3,621.72 1,129.16 12,600.75 3,068.44 20,159.23 720.75 10,981.86 12,937.57 5,846.30 13,773.48 9,320.61 27,144.30 9,573.75 6,622.67 7.77 539.08 4,017.35 2,020.32 123.39 10,139.27 207.33 3,605.49 1,700.71 89.91 42.71 3,758.50 327.97 327.97 2,831.70 347.11 1.81 4,750.59 626.66 39.13 66.70 240.88 40.84 21.53 39.54 35.60 50.71 41.57 64.52 84.72 45.44 57.59 449.76 32.51 33.69 3.93 453 7.65 3.07 10.77 31.05 12.96 21.07 24.76 25.56 20.13 79.93 27.33 18.49 20.39 30.83 29.13 22.95 11.87 13.26 25.22 9.16 -3.08 448 1.05 10.92 -1.86 “1.47 -3.20 76.94 5.45 7.79 35.05 1.38 46.68 4.65 20.64 39.53 1.21 46.21 0.04 25.94 59.76 21.38 0.82% 0.86% 0.52% 0.91% 1.30% 1.99% 0.63% 0.71% 0.69% 0.94% 0.59% 0.76% 0.96% 0.70% 0.66% 0.61% 0.59% 0.71% 0.77% 0.83% 0.79% 0.92% 1.45% 0.73% 0.78% 0.82% 0.76% 1.24% 0.78% 0.78% 0.70% 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% 0.58% EFTA00292906

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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 8,803 4,197 3,487 336 11,451 4,574 124 21,972 2,798 2,211 7,491 299 11,992 20,853 5,577 5,352 (215) 2,247 435 4,652 4,548 2,043 (23) 6,633 190 1,097 861 2,636 2,075 2,824 2,074 2,405 1,679 28,172 6,283 1,966 8,643 1,936 (136) 616 2,418 (602) 2,529 286 28,509 46,996 32,218 16,750 28,921 28,379 10,375 61,063 25,835 13,356 40,505 16,750 35,763 39,240 17,747 38,468 (33,446) (20,139) (24,602) 17,320 16,595 (41,240) 53,379 10,332 (97,103) (13,735) (79,064) (59,628) (90,265) (95,665) 64,302 67,560 66,491 62,432 60,463 78,254 53,822 65,324 50,193 51,045 (27,358) 22,127 (33,120) (21,120) 59,255 31,818 520.28 366.14 349.85 435.33 222.31 482.69 653.49 609.16 917.36 330.19 380.28 429.06 261.12 172.05 157.43 3686.95 4817.40 22.78 108.90 97.49 3.77 220.49 760.25 1269.35 209.03 1457.62 822.10 167.52 219.11 354.64 473.36 346.05 1661.26 1233.01 336.92 1611.87 1317.53 392.28 721.13 333.32 420.32 83.13 452.11 999.11 1475.94 680.93 398.84 387.71 444.06 310.32 560.48 661.29 828.34 1,016.70 384.85 450.61 782.20 436.73 348.68 263.48 206.91 4,199.91 4,848.32 20.24 108.68 99.94 4.82 #N/A 228.93 758.55 1,182.64 206.14 1,437.40 810.23 162.63 217.72 366.09 493.14 356.84 1,725.26 1,267.26 458.22 1,800.03 1,357.18 459.83 748.49 334.97 432.02 77.06 465.00 1,041.75 1,489.20 34.85 13.16 17.08 2.98 49.83 24.81 1.55 62.76 15.10 24.71 22.97 2.91 50.03 79.79 24.46 19.54 1.14 11.19 0.30 2.70 7.72 16.44 40.02 1.54 18.39 2.39 2.81 3.72 12.72 2.50 10.28 13.71 10.12 12.43 8.67 115.14 41.53 9.85 61.95 11.35 1.03 5.22 7.66 7.45 11.22 2.76 0.89% 0.68% 0.63% 0.67% 0.79% 0.65% 0.77% 0.57% 0.72% 0.67% 0.81% 0.61% 0.67% 0.67% 1.28% 0.71% 0.56% 1.00% 0.67% 0.93% 3.63% 0.67% 0.10% 0.15% 0.37% 0.58% 0.49% 0.39% 0.23% 0.25% 0.31% 0.30% 0.31% 0.31% 0.32% 0.31% 0.28% 0.31% 0.28% 0.33% 0.48% 0.53% 0.95% 0.38% 0.38% 0.33% EFTA00292907