Atorus, LLC 2/12/2014 Current Date: |___0.01% Total Return since 1/1/12: Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: | (1,361,039)| Net Exposure: Current No. of Positions: | 56 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 T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: PX We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. | 1.03%] T24M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T Yh gh Sh Sh SS oo og PP VQ ge pa ap Ce rr er eS Sy oY SY 0% oY oY 0” oY PP PP oP” oh” ov?” od EFTA00292908

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Atorus, LLC 2/12/2014 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 5,626 0.32% SPGSCITR Index (33,446) 0.61% ROG VX Equity 5,759 0.33% XAU Comdty (41,240) 0.75% IT_TSY CREDIT 5,783 0.33% CH_TSY CREDIT 59,255 1.08% ACA FP Equity 5,925 0.34% JP_TSY CREDIT (59,628) 1.09% SMI Index 5,934 0.34% SXDP Index 61,063 1.12% MAERSKB DC Equity 5,935 0.34% SPX Index 62,258 1.14% ad US Equity 5,939 0.34% FR_TSY CREDIT 62,432 1.14% CMCSA US Equity 6,216 0.36% DE_TSY CREDIT 62,519 1.14% DAI GR Equity 6,279 0.36% AT_TSY CREDIT 64,302 1.18% CA_TSY CREDIT 6,349 0.36% NL_TSY CREDIT 65,324 1.20% ICEX! Index 6,355 0.36% FI_TSY CREDIT 66,491 1.22% MDT US Equity 6,359 0.37% BE_TSY CREDIT 67,560 1.24% ASE Index 6,448 0.37% STBCNZL Index 73,230 1.34% HON US Equity 6,462 0.37% lE_TSY CREDIT 78,254 1.43% GS US Equity 6,507 0.37% AU_TSY CREDIT (79,064) 1.45% BMY US Equity 6,604 0.38% MyY_TSY CREDIT (90,265) 1.65% AMGN US Equity 6,616 0.38% SG_TSY CREDIT (95,665) 1.75% V US Equity 6,978 0.40% CA_TSY CREDIT (97,103) 1.78% MMM US Equity 7,343 0.42% SXOP Index 7,491 0.43% PRU LN Equity 7,527 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% ES_TSY CREDIT 8,165 0.47% KFX Index 8,511 0.49% CMCSK US Equity 8,692 0.50% LUXXX Index 8,746 0.50% SXAP Index 8,803 0.51% BAYN GR Equity 8,883 0.51% TMO US Equity 9,238 0.53% BAC US Equity 9,743 0.56% TYC US Equity 10,117 0.58% BA US Equity 10,962 0.63% MA US Equity 11,148 0.64% XLV US Equity 11,245 0.65% EFTA00292909

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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_ rotaltong 820 | 11,451 11,506 11,992 12,378 13,394 14,718 20,853 21,972 22,437 27,468 29,833 33,453 0.66% 0.66% 0.69% 0.71% 0.77% 0.85% 1.20% 1.26% 1.29% 1.58% 1.71% 1.92% EFTA00292910

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Atorus, LLC 2/12/2014 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 owen AMER —= EquityCom —— Credit omen NexEposure RHS- i— T st a wy wy s s s of (2,000,000) @ OY W@W W@W eh (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 ee EMEA 1,000,000 rn AMER —— EquityCom ae Credit EFTA00292911

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Atorus, LLC Current Gross Notional Risk by Category 2/12/2014 212,585 556,367 mAPAC mMEMEA m@ AMER ® EquityCom = Credit T24M Performance Vs. MSCI World Index 1.95 175 155 135 1.15 0.95 0.75 + T T T Yb cf » » aN AN as Rolling 30 Day Realized Volatility - Atorus 7 vv Se rr ro a7 » T Re Oo cd vo os iy ss ° s T o> Rs —- MSCIWorld ATORUS 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 1.00% 0.80% 0.60% 0.40% alizedVol EFTA00292912

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Atorus, LLC 2/12/2014 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 ’ SLE EIS SEIS SSS TOPOL SOS OL LL RM H T T T T ao) S 2) S % MTM Gains(Losse) % of NAV “Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00292913

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Atorus, LLC 2/12/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ anion Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,502) 51.62 49.66 2.95 1.29% 005380 KS Equity te) 1,798 218.00 215.02 -1.00 1.38% 005490 KS Equity 7 (4,236) 274.12 273.01 0.45 0.90% 005930 KS Equity 233 (6,552) 1285.62 1239.85 3.48 1.02% 012330 KS Equity 1,034 5,278 244.69 292.61 15.65 1.25% 1 HK Equity (61) (3,181) 14.68 14.96 -3.28 0.58% 1299 HK Equity (100) (1,971) 4.57 4.80 -4.67 1.08% 13 HK Equity 1,814 12,234 11.40 13.09 16.30 0.91% 16 HK Equity 274 (9,928) 12.66 12.31 4.69 0.59% 27 HK Equity (4) 123 9.67 9.33 “1.56 2.35% 2914 JP Equity (10) (4,715) 32.47 32.53 0.15 1.41% 3382 JP Equity 123 3,409 37.70 39.06 2.95 1.23% 4063 JP Equity 41 (4,532) 56.40 55.89 0.75 1.21% 4502 JP Equity (5) 1,092 46.91 46.71 -0.49 0.89% 4689 JP Equity (17) 749 6.01 5.87 -1.35 1.70% 5 HK Equity (110) (4,712) 10.20 10.44 -3.35 0.70% 5108 JP Equity 20 3,496 36.36 36.57 0.52 1.09% 5401 JP Equity (91) (2,964) 2.99 3.08 247 1.41% 6301 JP Equity (34) (3,512) 20.64 20.84 -0.70 1.40% 6752 JP Equity 1,341 4,142 9.01 11.93 12.93 2.50% 6902 JP Equity 2,638 9,725 41.48 52.73 19.99 1.36% 6954 JP Equity 376 6,388 157.65 166.93 3.40 1.73% 7201 JP Equity 5 (3,740) 8.85 8.84 0.10 1.30% 7203 JP Equity (40) (1,559) 57.26 58.74 211 1.22% 7267 JP Equity (83) (2,038) 35.79 37.26 -3.49 1.17% 762 HK Equity 224 (4,152) 1.43 1.35 4.81 1.12% 7751 JP Equity 367 (6,859) 31.44 29.75 5.31 1.01% 8031 JP Equity (350) (5,386) 13.92 14.83 -5.29 1.23% 8058 JP Equity (25) (312) 17.87 19.32 6.90 1.17% 8306 JP Equity (73) (2,590) 5.84 6.01 -2.24 1.25% 8316 JP Equity (50) (2,436) 46.12 47.07 “1.44 1.43% 8411 JP Equity (18) 3,773 2.12 2.11 0.34 1.37% 8604 JP Equity (42) (1,492) 6.73 6.91 -1.87 1.49% 8801 JP Equity (36) (1,121) 31.32 32.34 2.35 1.38% 8802 JP Equity (54) (3,305) 24.73 25.13 “1.24 1.32% 9020 JP Equity 131 (3,964) 77:53 74.97 3.19 1.04% 941 HK Equity 795 (11,120) 10.27 9.54 10.52 0.68% 9432 JP Equity 259 6,072 53.19 55.47 3.29 1.30% 9433 JP Equity 2,482 9,471 42.13 53.17 19.43 1.35% 9437 JP Equity (156) (5,744) 15.71 16.14 2.54 1.07% 9983 JP Equity (77) 3,175 368.86 360.15 “1.47 1.64% EFTA00292914

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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 2,180 277 713 111 555 554 (65) (64) (428) (394) 5,925 81 493 53 (358) 1,212 (175) 52 4,594 2,935 2,205 6,616 736 3,079 (113) 109 (56) 2,498 4,160 3,576 4,048 10,962 9,743 (84) 920 (49) 8,883 1,053 1,020 (107) 1,219 74 (108) 2,796 7,871 10,400 8,696 5,332 (7,226) (6,917) (1,117) 4,093 (3,511) (3,476) 5,390 3,675 9,045 1,192 1,639 (3,038) 6,802 (2,759) 4,009 6,524 7,522 5,722 22,885 10,646 14,103 (1,859) (6,864) (5,630) 10,369 12,669 11,663 12,426 17,885 10,843 5,291 7,329 (4,196) (8,040) 11,714 453 (6,738) (7,246) (5,013) 5,719 (6,638) 6,391 42.69 518.25 23.59 23.63 49.49 7.25 7.29 94.20 38.86 17.17 17.20 6.83 93.86 77.04 72.36 62.47 22.73 104.77 126.16 48.66 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 9.09 12.96 12.74 60.45 10.09 43.17 17.72 75.98 536.52 25.65 25.57 50.52 6.69 6.71 99.64 38.26 19.26 19.15 14.35 95.92 81.24 75.59 62.70 25.41 123.43 134.15 49.29 72.38 174.67 174.73 121.80 81.57 350.46 27.83 81.43 81.77 88.81 66.15 65.85 66.23 128.78 16.75 4.34 109.52 49.64 69.31 134.75 9.09 10.93 10.95 61.74 12.25 42.69 17.43 47.44 3.30 8.54 7.72 1.86 5.46 6.28 6.00 “1.94 7.68 -7.32 76.17 3.07 6.49 5.58 0.55 8.16 14.99 8.24 1.43 69.92 38.22 38.95 29.07 8.90 17.01 -7.05 1.97 1.18 22.62 34.17 31.32 32.75 53.52 89.52 1.32 14.14 1.25 6.55 75.38 0.00 11.68 12.55 2.01 16.08 1.59 1.34 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% 1.55% 1.34% 1.12% 1.06% 1.33% 0.70% 1.26% EFTA00292915

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BEN US Equity 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 CL US Equity CM CN Equity CMCSA US Equity CMCSK US Equity CNI US Equity CNQ.CN Equity CNR CN Equity COF US Equity COP US Equity COST US Equity COV LN Equity COV US Equity CRM US Equity CS FP Equity CSCO US Equity CSX US Equity CVE CN Equity CVS US Equity CVX US Equity 104 (86) (128) 334 (69) 70 130 (117) (52) 6,604 128 1,894 (102) 459 (61) 1,687 (65) 127 (70) 1,050 318 895 13,394 963 6,216 8,692 1,148 41 1,158 350 148 186 722 167 (213) 814 652 973 (8) 4,615 (2,614) (2,465) 752 1,065 (4,448) 1,538 1,170 (4,943) (1,272) 5,073 13,624 (3,680) 5,495 (2,759) 8,439 (2,330) (8,164) (1,090) 2,974 (1,108) 1,958 10,293 936 1,266 7,815 15,113 517 18,618 936 17,408 18,900 12,863 2,432 12,415 6,073 (7,973) 885 2,433 6,342 2,053 6,712 (4,973) 8,909 (10,443) 10,304 (6,316) 52.08 17.28 31.81 67.70 245.93 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 68.58 49.35 36.20 85.54 99.31 58.99 80.58 40.65 36.26 51.38 34.37 51.30 67.68 66.64 114.85 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.00 53.25 17.85 33.46 67.70 323.10 30.73 32.02 304.56 30.95 64.06 115.53 53.02 68.09 83.07 56.81 8.10 113.50 491 99.78 31.60 49.94 36.50 96.13 68.58 61.75 40.35 161.34 99.31 62.04 80.58 55.16 52.94 55.96 34.95 56.08 71.59 65.40 114.85 #N/AN/A 70.60 61.51 26.92 22.72 27.36 26.91 68.67 112.15 2.26 2.38 5.82 0.00 21.94 “1.45 5.12 11.38 -2.43 5.97 21.43 38.15 3.61 29.58 AAG 8.41 4.37 12.56 6.10 3.99 5.37 18.79 9.74 0.00 22.09 11.73 68.07 0.00 8.47 0.00 42.60 58.65 10.95 1.96 11.66 6.68 2.89 0.00 25.05 12.27 6.48 37.45 5.57 8.23 10.26 13.03 -0.18 0.99% 1.39% 0.89% 0.93% 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% 0.70% 1.14% 0.98% 1.30% 1.36% 0.61% 0.60% 0.84% 0.78% 0.82% 0.87% 0.80% 0.86% 0.64% 0.79% 0.30% 0.93% 1.26% 1.04% 0.77% 1.11% 0.61% 0.72% 0.74% EFTA00292916

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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 1,866 6,279 194 2,055 3,599 134 14 3,703 (80) 4,067 1,374 31 1,191 1,886 142 4,260 1,702 (149) (38) 162 4,658 72 235 (156) 939 (86) 1,218 750 141 1,360 15 (57) 1,228 (84) 521 (0) 2,301 33,453 7 882 (233) 1,967 12,102 13,903 4,050 12,298 8,348 8,116 6,710 9,883 (2,153) 14,049 9,900 3,647 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 (2,536) 2,603 5,569 9,126 3,931 9,809 3,003 (3,617) 2,567 (1,789) 5,334 701 623 4,758 3,632 16,425 13,861 7,619 3,245 (2,611) 11,367 59.94 69.19 62.20 90.30 46.61 48.84 54.46 63.56 63.20 90.45 85.65 87.06 #N/AN/A 51.34 70.57 29.53 30.63 58.57 75.52 68.36 77.85 82.02 82.72 15.62 17.70 35.84 46.33 28.24 35.60 12.22 16.04 60.09 71.27 69.60 70.78 61.76 61.35 52.95 54.65 101.15 101.34 23.45 35.34 24.88 25.08 61.11 65.07 41.70 42.63 4.24 4.84 22.27 23.03 18.66 18.66 143.99 175.48 61.83 66.92 12.11 12.54 66.69 75.94 70.48 70.82 14.82 15.05 43.70 64.60 31.57 33.05 120.94 132.74 31.76 31.76 32.46 32.46 58.67 59.74 20.52 22.25 22.32 25.44 24.02 82.01 48.58 48.69 49.51 62.97 5.14 5.59 16.17 18.97 20.38 41.43 3.62 18.22 34.82 2.57 2.65 46.59 3.20 39.74 13.86 0.84 18.53 24.51 30.01 31.63 24.24 3.03 -0.83 2.70 0.26 68.32 0.97 9.52 4.52 14.99 4.49 0.02 21.98 11.46 3.75 20.56 0.51 1.50 33.29 4.03 11.38 0.00 0.00 2.48 9.25 16.63 175.52 0.39 17.68 7.37 14.77 0.76% 1.09% 1.32% 0.92% 1.24% 0.64% 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% 1.00% 1.13% 0.73% 0.91% 0.84% 1.38% 0.56% 1.54% 1.21% 1.17% EFTA00292917

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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 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 MEC CN Equity MHS US Equity MMM US Equity 806 4,725 6,507 273 663 2,068 634 6,462 1,220 (36) 911 186 312 2,943 328 260 2,284 (38) 4,069 4,190 850 87 250 (33) 104 112 3,880 (40) 598 (39) (60) 1,910 898 11,148 5,935 (0) (14) 143 2,165 6,359 936 4,221 1,755 7,343 3,199 12,387 13,622 4,317 936 3,714 12,500 6,105 11,890 6,292 (1,082) 6,914 (8,386) 10,915 9,775 5,552 (5,904) (6,360) 14,003 (4,388) 9,880 12,583 8,516 7,927 (6,747) (6,937) 2,270 1,900 4,617 7,068 (3,785) 2,015 389 (2,615) 6,805 2,296 18,057 14,143 2,355 (6,967) 1,761 13,636 20,734 7,552 7,974 13,962 21,252 28.27 35.40 857.75 1184.92 110.98 163.99 25.71 27.33 23.14 23.14 45.35 53.43 66.04 76.96 40.79 45.02 61.10 94.31 24.79 29.59 10.23 10.57 5.48 6.20 184.74 180.64 35.95 36.97 23.81 24.55 1.91 2.92 13.81 13.05 13.59 13.04 67.84 78.90 149.70 151.01 34.13 48.18 69.31 92.40 52.29 57.51 106.69 107.86 35.17 33.87 38.83 38.56 84.92 83.70 77.86 82.11 194.24 198.96 0.89 1.38 52.85 53.41 122.48 158.84 215.50 196.08 45.69 46.74 61.33 78.55 59.29 82.48 47.03 76.07 8212.58 11658.72 182.19 182.16 94.88 95.07 161.77 174.90 28.68 33.24 43.22 56.48 44.37 49.87 12.38 18.93 #N/AN/A 96.89 130.37 23.79 41.62 66.72 5.20 0.00 19.40 33.66 11.24 86.10 17.57 1.42 19.91 2.87 2.59 3.52 44.45 3.97 3.27 27.24 1.19 36.83 41.76 12.42 1.68 5.60 1.01 1.78 6.85 3.17 51.16 1.35 29.08 5.91 -2.97 19.56 33.75 53.02 35.56 -0.01 0.41 6.97 20.39 32.95 11.50 50.13 11.02 48.22 1.06% 0.92% 0.72% 1.22% 0.73% 0.92% 0.49% 0.92% 0.63% 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% EFTA00292918

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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 RDS/A US Equity (75) 455 (185) 1,202 595 (200) 2,756 3,955 2,614 1,661 739 3,631 (19) 4,898 692 1,521 3,908 5,016 (1) 1,050 369 297 3,193 4,711 18 1,935 (225) (218) 7,527 310 850 2,129 1,771 5,939 (50) 3,961 11,908 (3,575) 9,342 1,648 7,171 7,529 (3,408) (5,094) 14,643 (7,388) 9,813 11,410 2,939 4,495 (5,515) 18,219 7,255 9,583 15,457 (5,163) 577 2,958 7,413 936 (2,811) (2,793) 3,041 13,703 3,900 (2,920) (3,120) 21,828 4,758 11,206 (10,157) 7,639 (2,985) (2,798) 10,482 7,104 6,025 16,043 12,538 19,847 (1,557) (3,651) 35.59 106.02 45.85 48.80 27.57 34.82 197.44 28.99 21.94 72.62 34.95 69.64 11.72 59.26 3.96 75.68 63.81 38.83 80.49 65.07 443 167.84 12.37 33.31 92.19 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 34.93 110.07 48.22 55.08 30.21 37.48 213.05 30.69 10.07 92.23 22.58 74.49 13.42 74.17 7.16 75.95 80.96 42.53 93.27 81.52 0.13 167.84 12.36 38.02 92.19 11.55 12.40 1240.95 261.97 81.35 5.78 6.18 31.74 77.63 35.68 78.70 81.07 33.94 33.90 21.93 163.11 73.76 128.33 76.27 88.94 47.43 70.23 2.62 451 4.69 13.37 9.10 7.31 10.09 7.36 23.26 36.55 19.67 7.79 20.52 31.54 56.53 0.47 40.06 8.89 13.37 37.63 25.26 0.00 0.04 19.87 0.00 8.62 7.1 26.61 25.74 0.07 8.13 7.76 28.06 0.52 22.96 9.36 8.40 6.77 6.86 56.55 6.81 14.32 18.53 17.83 44.71 0.44 1.83 0.72% 0.85% 1.10% 0.96% 1.05% 1.04% 0.78% 0.80% 2.33% 0.74% 1.80% 0.90% 0.71% 0.80% 1.43% 0.74% 0.67% 1.07% 1.19% 0.67% 3.85% 1.22% 1.03% 0.71% 0.75% 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% EFTA00292919

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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 S! 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 (12) 70 (40) 470 143 369 5,759 (105) (109) 317 449 (234) (306) (43) (192) 2,051 1,360 1,078 24 (153) 1,372 184 1 (60) 121 (52) 574 (134) 336 (95) (30) 1,135 2,835 (19) 11 9,238 205 (154) (91) 3,991 4,062 (3,467) 3,979 4,718 3,794 4,815 4,930 17,036 (2,692) (2,942) (6,169) 7,250 5,311 5,237 7,095 (2,280) (3,025) 7,716 11,251 8,901 6,526 (7,254) (9,006) (3,764) 9,702 (5,280) 4,079 3,455 (3,072) 3,721 (2,506) 5,946 (3,584) (8,515) (3,529) (4,343) 272 (10,709) 9,488 4,521 (600) (5,165) 10,185 2,516 (6,947) (6,138) 75.03 34.51 34.57 37.08 292.33 58.98 53.84 54.04 212.78 61.84 44.36 103.67 8.35 8.28 81.38 81.45 72.71 29.68 43.93 114.69 114.81 79.94 644.51 41.73 151.46 80.14 22.30 25.05 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 74.80 35.10 34.97 37.40 321.47 61.21 58.15 58.09 284.72 64.25 46.00 98.34 8.86 8.88 77.91 78.08 74.09 31.57 55.60 128.55 128.71 90.32 617.04 41.62 157.61 91.47 21.52 26.02 68.83 32.96 84.94 32.92 27.09 362.53 32.95 4441 15.35 15.30 56.83 60.15 4.59 7.60 117.62 121.27 59.66 44.72 82.28 -0.39 1.96 1.43 0.97 5.72 4.26 6.25 5.21 45.49 5.32 4.11 6.01 6.50 5.60 5.78 4.84 1.73 5.31 28.42 15.07 15.20 15.66 4.26 0.54 5.42 14.35 2.56 4.09 0.30 2.81 3.34 2.94 10.75 3.72 5.08 AAS -0.82 0.01 12.97 35.37 2.47 3.75 0.30 97.35 9.55 3.78 2.03 0.78% 0.88% 0.81% 0.87% 1.74% 0.89% 1.28% 1.44% 0.74% 0.73% 0.90% 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% EFTA00292920

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TSCO LN Equity 392 (7,391) 5.65 5.35 6.91 0.77% TWC US Equity 653 4,770 118.62 134.85 26.81 0.51% TWX US Equity (148) (3,967) 62.71 65.05 “4.51 0.83% TXN US Equity 2,912 12,200 34.93 43.26 27.51 0.87% TYC US Equity 10,117 23,996 29.17 41.46 60.73 0.69% UBS US Equity 389 5,218 19.37 20.81 6.25 1.19% UBSN VX Equity 330 5,155 19.51 20.76 6.93 0.92% UCG IM Equity 2,305 5,387 5.58 7.97 29.37 1.46% ULVR LN Equity (3) (4,929) 39.29 39.31 -0.06 0.99% UNA NA Equity 28 (6,289) 38.14 37.97 0.45 1.02% UNH US Equity 1,001 10,032 64.08 70.48 12.14 0.82% UNP US Equity 1,037 9,425 160.88 178.58 14.01 0.79% UPS US Equity 3,021 14,801 79.87 96.17 33.69 0.61% USB US Equity 2,320 14,232 34.71 40.37 24.61 0.66% UTX US Equity 5,626 15,134 82.05 112.55 48.18 0.77% V US Equity 6,978 7,839 118.43 223.85 95.38 0.93% VALE US Equity 196 (3,904) 15.08 14.32 3.51 1.43% VALE3 BZ Equity 243 (4,583) 15.04 14.24 3.69 1.44% VIAB US Equity 3,722 6,364 52.96 83.94 62.02 0.94% VIV EP Equity 121 2,281 25.90 27.27 6.59 0.80% VMW US Equity 329 4,241 87.26 94.03 5.84 1.33% VOD LN Equity 1,279 7,587 3.14 3.67 18.84 0.89% VOD US Equity 1,181 7,512 31.63 36.60 17.98 0.87% VOW3 GR Equity 1,215 6,822 228.75 269.48 16.41 1.09% VRX CN Equity 836 1,610 92.95 141.20 34.75 1.49% VRX US Equity 961 1,878 93.20 140.90 37.59 1.36% VTIUS Equity 471 5,131 86.91 94.89 17.04 0.54% VWO US Equity 287 (7,240) 40.33 38.73 4.17 0.95% VZ US Equity 100 (6,116) 48.12 47.33 2.37 0.69% WBC AU Equity - 570 29.21 29.21 0.00 0.92% WES AU Equity : 936 38.68 38.68 0.00 0.70% WEC US Equity 2,261 10,064 37.56 46.00 33.68 0.67% WLP US Equity 1,452 10,363 74,31 84.73 14.19 0.99% WMT US Equity (11) 4,002 75.07 74.87 -0.50 0.54% WOW AU Equity (56) (8,658) 31.30 31.50 -0.99 0.65% XOM US Equity 81 10,893 90.48 91.16 1.12 0.67% XTA LN Equity 2 (2,237) #N/AN/A 0.04 2.26% YHOO US Equity 320 1,281 30.64 38.30 17.54 1.43% YUM US Equity 46 5,217 72.83 73.48 0.81 1.10% ZURN VX Equity 130 6,388 291.95 297.90 2.87 0.71% Current Portfolio - Global Macro Portfolio Current Price] P/Lin Vol |30P Realized MTM Gain/(Loss) | Exp. @ Cost (in USD) SPX Index 14,718 62,258 1471.41 1,819.26 37.17 0.64% EFTA00292921

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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 2866.95. 879.20 12399.22 3185.61 22093.55 803.25 10365.66 10629.24 5370.05 11426.70 8133.40 22931.40 7956.30 4284.72 6.52 485.00 3588.82 1654.14 100.62 8467.49 188.58 3214.58 1272.39 84.11 41.94 3660.68 333.22 127.18 2832.32 344.08 1.78 41.65 63.98 186.91 40.71 15.73 38.53 31.30 38.85 41.68 47.10 84.49 37.94 39.39 401.64 3,627.36 1,132.54 12,654.06 3,054.19 19,896.38 754.14 11,064.53 12,960.09 5,849.02 13,694.77 9,319.44 27,366.93 9,489.69 6,682.68 7.69 539.90 4,020.45 2,018.68 123.14 10,083.97 206.28 3,606.90 1,736.46 89.72 42.95 3,794.44 330.56 144.39 2,873.25 348.02 1.82 4,790.73 HN/AN/A 39.14 66.74 242.35 40.81 21.53 39.59 35.74 51.00 41.39 64.58 84.52 45.36 57.59 451.02 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% EFTA00292922

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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 50 435 4,652 4,548 2,043 (41) 6,349 188 1,205 978 2,442 590 1,452 2,260 1,499 1,869 1,156 27,468 5,783 1,401 8,165 1,468 (87) 545 2,346 (502) 2,044 283 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 62,519 78,254 54,114 65,324 50,193 51,045 (27,358) 22,127 (33,120) (21,120) 59,255 31,818 525.72 365.52 350.01 435.99 224.23 483.33 652.64 611.62 914.38 328.57 381.14 431.66 262.48 173.45 158.03 3690.91 4828.37 22.78 109.01 97.91 3.77 107.84 220.81 761.59 1265.38 209.01 1459.65 823.74 167.15 219.07 358.01 477.18 348.97 1675.11 1244.25 339.17 1626.24 1328.68 395.49 727.57 333.91 421.64 82.93 454.20 1007.01 1476.05 688.05 398.16 387.89 444.73 313.01 561.22 660.43 831.70 1,013.40 382.96 451.63 780.96 439.37 350.49 265.63 207.70 4,204.41 4,859.36 20.24 108.79 100.37 4.82 95.95 229.26 758.55 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 2.74 17.60 2.37 3.09 4.23 11.78 2.43 7.19 10.97 7.32 9.66 5.77 112.26 38.02 7.02 58.53 8.60 0.66 4.62 743 6.21 9.07 2.74 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% EFTA00292923