Atorus, LLC 2/13/2014 : Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: 2/13/2014 hange on Day: | 1.31%| MSCI World Change on Day 76.55% 4,080,030 (1,281,602 Net Exposure: 2,798,427 Current No. of Positions: Starting Capital: 1,000,000 Current NAV: Current Leverage (Gross Exposures): | 3.04 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 _— 5g — IT So Mr MM YF OO DO OO OS PP a ww” ow PEPE WN AT PET PT A GAPE op EFTA00292924

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Atorus, LLC 2/13/2014 Percentile (@ cost ex-MTM) NAV) | Security ———|_ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 52 Positions MEXBOL Index (26,123) 0.49% UTX US Equity 5,695 0.32% NO_TSY CREDIT (27,358) 0.51% SXXP Index 5,699 0.32% SHCOMP Index (27,693) 0.52% SXSE Index 5,717 0.32% ZA_TSY CREDIT (33,120) 0.62% SX7E Index 5,740 0.33% SPGSCITR Index (33,446) 0.62% ACA FP Equity 5,915 0.34% XAU Comdty (41,240) 0.77% ROG VX Equity 6,007 0.34% CH_TSY CREDIT 59,255 1.11% MAERSKB DC Equity 6,009 0.34% JP_TSY CREDIT (59,628) 1.11% QQQ US Equity 6,029 0.34% SXDP Index 61,063 1.14% ICEX! Index 6,146 0.35% SPX Index 62,258 1.16% IT_TSY CREDIT 6,154 0.35% FR_TSY CREDIT 62,432 1.16% CA_TSY CREDIT 6,180 0.35% AT_TSY CREDIT 64,302 1.20% SMI Index 6,211 0.35% DE_TSY CREDIT 64,575 1.20% DAI GR Equity 6,316 0.36% NL_TSY CREDIT 65,324 1.22% MDT US Equity 6,336 0.36% FI_TSY CREDIT 66,491 1.24% NG1 Comdty 6,410 0.36% BE_TSY CREDIT 67,560 1.26% HON US Equity 6,436 0.36% STBCNZL Index 73,230 1.37% GS US Equity 6,443 0.36% lE_TSY CREDIT 78,254 1.46% BMY US Equity 6,686 0.38% AU_TSY CREDIT (79,064) 1.47% ASE Index 6,986 0.40% MyY_TSY CREDIT (90,265) 1.68% V US Equity 6,990 0.40% SG_TSY CREDIT (95,665) 1.78% AMGN US Equity 7,027 0.40% CA_TSY CREDIT (97,103) 1.81% MMM US Equity 7,229 0.41% PRU LN Equity 7,450 0.42% IBEX Index 7,730 0.44% CMCSK US Equity 7,780 0.44% SXOP Index 7,788 0.44% HEX Index 7,793 0.44% XLY US Equity 7,941 0.45% ES_TSY CREDIT 8,574 0.49% LUXXX Index 8,632 0.49% DAX Index 8,667 0.49% KFX Index 8,916 0.51% BAYN GR Equity 9,072 0.51% TMO US Equity 9,474 0.54% SXAP Index 9,676 0.55% BAC US Equity 9,722 0.55% TYC US Equity 10,167 0.58% BA US Equity 10,968 0.62% MA US Equity 11,139 0.63% XLV US Equity 11,984 0.68% EFTA00292925

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SXIP Index SXMP Index RTY 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 pAPACLong 8 | pAPACShort | JEMEAShort LAMERShort SS | EquityComtong SS PCredittong 8 | | Creditshort_ 12,093 12,547 12,842 13,655 13,863 16,001 21,456 23,257 23,312 28,049 30,518 33,517 0.68% 0.71% 0.73% 0.77% 0.79% 0.91% 1.22% 1.32% 1.32% 1.59% 1.73% 1.90% EFTA00292926

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Atorus, LLC 2/13/2014 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 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 ee EMEA 1,000,000 wr AMER —— EquityCom r= Credit aS ae ae y Sg gH” gS” 8 PF PF eh Ae gh seh GN oo EFTA00292927

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Atorus, LLC 2/13/2014 Current Gross Notional Risk by Category mAPAC mMEMEA mS AMER @ EquityCom @ Credit 124M Performance Vs. MSCI World Index 1.95 175 iss 135 —— Msciworld 115 ATORUS 0.95 0.75 + , : T T : T r , , 1 : Vv 7 a7 + a Vv “) > > > > > > Se OP OP YOY SS PE A TE GP AP PP SN RAN NN NAN NWS Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 100% alizedVol 0.80% 0.60% 0.40% 0.20% 0.00% vv .y’ xe NG EFTA00292928

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Atorus, LLC 2/13/2014 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 T ’ LLP IEI SSI HISS SS TSOP SOLO OO OL LL MK H T T T T ao) S 0) iy % MTM Gains(Losse) % of NAV “Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00292929

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Atorus, LLC 2/13/2014 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 49.39 3.42 1.26% 005380 KS Equity toe 1,798 218.00 214.86 “1.09 1.33% 005490 KS Equity 2 (4,236) 274.12 274.02 0.04 0.86% 005930 KS Equity 320 (6,552) 1285.62 1222.87 4.60 1.06% 012330 KS Equity 1,078 5,278 244.69 294.66 16.35 1.25% 1 HK Equity (74) (2,386) 14.68 15.14 -5.06 0.61% 1299 HK Equity (65) (1,314) 4.57 4.79 459 1.07% 13 HK Equity 1,979 12,234 11.40 13.25 17.36 0.93% 16 HK Equity 280 (9,928) 12.66 12.30 4.84 0.58% 27 HK Equity (4) 123 9.67 9.37 1.37 2.32% 2914 JP Equity 2 (4,715) 32.47 32.45 0.03 1.39% 3382 JP Equity 105 3,409 37.70 38.86 2.51 1.23% 4063 JP Equity 56 (4,532) 56.40 55.70 1.04 1.19% 4502 JP Equity (11) 1,512 46.78 46.44 0.81 0.89% 4689 JP Equity (19) 749 6.00 5.85 “1.56 1.65% 5 HK Equity (144) (4,712) 10.20 10.51 -4.29 0.71% 5108 JP Equity 25 3,496 36.36 36.61 0.65 1.09% 5401 JP Equity (16) (3,706) 2.99 3.00 0.30 1.45% 6301 JP Equity (64) (3,512) 20.64 21.01 “1.31 1.39% 6752 JP Equity 1,208 4,142 9.01 11.64 11.64 2.51% 6902 JP Equity 2,592 9,725 41.48 52.53 19.84 1.34% 6954 JP Equity 245 6,388 157.65 163.70 2.18 1.76% 7201 JP Equity 26 (3,740) 8.85 8.79 0.53 1.32% 7203 JP Equity (27) (1,949) 57.26 58.06 “1.12 1.25% 7267 JP Equity (64) (2,755) 36.16 37.01 -1.99 1.17% 762 HK Equity 236 (4,152) 1.43 1.35 5.14 1.11% 7751 JP Equity 381 (6,859) 31.44 29.69 5.51 1.01% 8031 JP Equity (274) (4,040) 13.92 14.86 5.57 1.22% 8058 JP Equity (44) (624) 17.87 19.14 6.09 1.17% 8306 JP Equity (44) (3,207) 5.87 5.95 “1.09 1.26% 8316 JP Equity 6 (2,952) 46.29 46.20 0.13 1.45% 8411 JP Equity (80) 3,773 2.12 2.08 “1.53 1.39% 8604 JP Equity (15) (2,002) 6.77 6.82 -0.49 1.50% 8801 JP Equity (3) (1,401) 31.32 31.38 0.14 1.48% 8802 JP Equity 12 (3,305) 24.73 24.64 0.27 1.37% 9020 JP Equity 186 (3,964) 77:53 73.90 4.52 1.04% 941 HK Equity 889 (11,120) 10.27 9.45 11.82 0.68% 9432 JP Equity 301 6,072 53.19 55.83 3.83 1.29% 9433 JP Equity 2,832 9,471 42.13 54.73 21.19 1.41% 9437 JP Equity (127) (5,744) 15.71 16.06 2.10 1.06% 9983 JP Equity (147) 3,175 368.29 352.01 2.81 1.64% EFTA00292930

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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 2,089 351 656 549 575 (34) (432) (416) 5,915 530 59 (248) 1,251 61 4,400 2,998 2,229 7,027 871 3,226 (233) 243 (36) 2,474 4,406 3,821 4,293 10,968 9,722 (213) 970 (84) (268) 9,072 20 1,084 1,051 (121) 1,152 54 (223) 2,796 7,871 10,400 8,696 5,332 (7,226) (6,917) 804 4,093 (2,809) (2,781) 5,390 3,675 9,045 1,192 2,549 (2,025) 6,802 979 4,009 6,524 7,522 5,722 22,885 10,646 14,103 (3,717) (6,864) (5,630) 10,369 12,669 11,663 12,426 17,885 10,843 5,291 7,329 (2,797) (8,040) 11,714 (413) (6,738) (7,246) (5,013) 5,719 (6,638) 6,391 42.69 518.25 23.59 23.63 49.49 7.25 7.29 100.03 38.86 17.17 17.20 6.83 93.86 77.04 72.36 62.51 22.73 104.77 135.43 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 8.82 440 97.30 49.08 66.82 76.64 9.09 12.96 12.74 60.45 10.09 43.17 17.70 74.59 541.39 25.08 25.12 50.32 6.70 6.68 100.03 38.54 19.81 19.78 14.33 95.89 81.56 75.97 62.57 25.52 124.04 135.43 49.40 71.12 175.72 175.26 123.50 82.53 353.46 27.88 79.81 81.47 88.64 67.12 66.91 67.22 128.81 16.73 4.23 110.18 50.55 69.05 135.99 8.65 10.87 10.90 61.91 12.13 42.83 17.10 45.38 4.19 5.81 5.66 1.50 5.35 6.59 0.00 1.03 9.96 9.14 78.61 3.08 6.97 6.10 0.15 “8.84 15.34 0.00 1.67 63.53 40.54 41.37 30.22 10.09 17.68 -7.29 4.25 0.73 23.16 36.07 32.68 33.22 53.88 89.34 3.23 15.50 3.15 5.87 79.82 2.93 12.28 13.30 -2.30 15.69 1.20 2.71 1.65% 1.07% 1.09% 1.11% 1.12% 1.41% 1.26% 0.91% 0.82% 1.54% 1.64% 1.40% 0.70% 0.84% 0.82% 0.66% 1.39% 1.20% 0.74% 0.91% 1.06% 0.98% 0.94% 1.02% 0.81% 1.29% 0.86% 0.83% 0.86% 1.03% 0.96% 1.00% 1.04% 1.14% 1.00% 1.24% 0.85% 0.96% 0.57% 0.97% 1.63% 1.31% 1.09% 1.05% 1.28% 0.68% 1.29% EFTA00292931

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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 89 (75) (3) (95) 65 126 (103) (119) 891 6,686 83 1,629 (85) 435 (146) 1,769 108 (0) 385 1,027 (4) 383 841 13,863 (1) 5,483 7,780 1,193 1,185 383 232 186 733 202 2,653 (41) 764 884 1,044 (12) 4,615 (3,000) 813 1,595 1,065 (4,448) 1,538 1,170 (4,943) (2,544) 5,073 13,624 (3,680) 5,495 (1,839) 8,439 (4,660) (8,164) 779 2,974 610 1,958 10,293 1,703 1,266 7,815 15,113 1,146 18,618 2,002 17,408 18,900 12,863 3,041 12,415 6,073 (7,973) 1,846 2,433 6,342 2,053 6,712 (4,973) 8,909 (10,443) 10,304 (6,316) 52.08 17.35 33.60 67.59 245.93 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 99.76 30.31 49.62 30.49 87.23 68.44 49.35 36.20 85.54 99.23 58.99 80.77 40.65 36.26 51.38 34.52 51.30 67.68 66.64 115.18 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.00 53.08 17.79 33.60 67.48 326.18 30.90 31.91 303.70 30.86 64.43 115.95 53.24 68.94 80.09 57.32 8.07 114.06 4.84 99.76 31.42 49.62 36.49 95.93 68.27 64.29 40.10 164.00 99.15 62.16 80.96 53.45 §1.19 56.14 35.13 56.19 71.95 64.70 115.52 #N/AN/A 70.71 62.49 27.08 21.97 27.22 26.27 69.10 112.21 1.97 1.81 0.00 -0.18 22.74 2.02 4.79 11.08 2.24 6.83 23.65 38.52 2.38 24.35 5.52 8.23 5.17 13.11 0.00 3.43 0.00 20.32 9.50 -0.36 23.77 10.98 67.75 0.06 8.85 0.40 33.68 46.51 11.51 2.18 12.21 7.40 444 0.37 25.05 12.54 7.61 40.50 -0.97 7.90 12.93 13.61 0.26 0.98% 1.38% 0.90% 0.93% 1.44% 1.06% 0.88% 0.97% 0.93% 0.68% 0.74% 1.27% 0.95% 1.22% 0.84% 0.63% 0.60% 1.65% 0.94% 1.06% 1.20% 0.97% 1.05% 0.70% 1.27% 0.98% 1.35% 1.34% 0.61% 0.58% 0.94% 0.89% 0.81% 0.81% 0.78% 0.85% 0.66% 0.81% 0.30% 0.92% 1.30% 0.98% 0.86% 1.09% 0.65% 0.74% 0.73% EFTA00292932

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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 2,092 6,316 174 2,108 3,654 14 3,798 (45) 4,161 1,373 (114) 1,133 1,876 146 4,608 1,819 (218) 15 169 5,282 62 157 (252) 1,025 (72) 1,213 786 127 1,416 37 (47) 1,329 (53) 499 (1) (1) 131 324 2,170 33,517 7 922 (244) 2,001 12,102 13,903 4,050 12,298 8,348 8,116 6,710 9,883 (1,615) 14,049 9,900 3,647 9,130 6,442 546 13,635 9,344 (8,814) 5,743 5,054 3,979 9,184 8,831 2,898 (6,998) 6,720 (1,691) 2,603 5,569 9,459 4,444 9,809 3,003 (3,617) 2,587 (1,192) 5,334 1,414 1,319 4,758 3,632 16,425 13,861 7,619 3,245 (3,264) 11,367 59.94 70.31 62.20 90.46 46.61 48.61 54.46 63.79 63.20 90.87 85.65 85.75 #N/AN/A 51.34 71.07 29.53 30.35 58.57 75.91 68.36 77.84 81.94 79.45 15.66 17.60 35.84 46.27 28.24 35.80 12.22 16.35 60.30 72.04 69.60 71.32 61.76 61.92 52.95 54.72 101.15 102.12 23.45 36.93 24.88 25.05 61.11 64.42 41.70 43.20 4.24 4.89 22.27 23.22 18.66 18.87 143.99 175.36 62.01 67.16 12.15 12.50 66.69 76.31 70.48 71.35 14.82 15.01 43.82 66.33 31.57 32.98 120.94 132.25 31.74 31.73 32.44 32.41 58.67 60.29 20.52 22.34 22.32 25.26 24.02 82.12 48.58 49.07 49.51 63.58 5.14 5.52 16.17 19.02 21.67 43.85 3.38 18.68 34.98 0.17 2.65 48.75 -2.40 40.47 13.92 2.73 17.80 24.50 33.20 35.02 25.52 4.26 0.31 2.90 1.32 68.80 0.83 7.61 -7.03 16.63 5.71 1.24 21.93 11.85 3.13 20.98 1.27 1.25 34.03 3.83 10.89 -0.06 -0.07 3.93 10.02 15.44 175.37 171 18.80 6.21 15.00 0.80% 1.04% 1.27% 0.92% 1.25% 0.68% 0.08% 0.79% 1.16% 0.73% 1.00% 1.15% 0.70% 1.19% 0.81% 0.96% 0.76% 0.58% 0.83% 1.15% 0.72% 0.84% 0.84% 0.71% 0.51% 0.92% 0.74% 0.92% 0.99% 0.70% 0.91% 0.69% 0.98% 1.05% 1.51% 1.16% 0.86% 0.99% 1.12% 0.70% 0.89% 0.86% 1.38% 0.59% 1.51% 1.20% 1.17% EFTA00292933

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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 MAN GR Equity MC FP Equity MCD US Equity MCK US Equity MDLZ US Equity MDT US Equity MEO GR Equity MET US Equity MFC CN Equity 612 4,856 6,443 291 2,172 6,436 1,267 (24) 933 163 328 2,843 376 303 2,127 (34) 4,232 4,168 901 132 282 41 (21) 121 145 3,540 (38) (29) 1,941 919 11,139 6,009 (7) (33) 147 2,416 6,336 894 4,175 2,559 12,387 13,622 4,317 1,856 4,065 12,500 6,105 11,890 6,292 (722) 6,914 (8,386) 10,915 9,775 5,552 (5,904) (6,360) 14,003 (3,511) 9,880 12,583 8,516 7,927 (6,747) (6,937) 2,270 1,974 4,617 1,913 4,771 3,458 2,149 4,587 1,832 2,203 4,784 3,807 2,690 2,954 3,980 3,099 4,077 5,493 2,599 2,098 2,113 28.27 857.75 110.98 25.71 23.26 45.95 66.04 40.79 61.10 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 84.93 78.04 194.24 0.47 53.80 135.62 192.57 46.75 38.27 58.58 22.85 4538.72 182.07 96.11 167.32 21.20 26.20 34.79 6.33 35.03 1194.02 163.46 27.44 23.37 53.50 77.51 44.80 94.18 29.78 10.57 6.22 181.16 38.80 24.61 2.89 12.93 12.94 78.14 151.14 48.74 92.27 57.82 108.46 33.70 38.60 84.13 82.82 200.35 1.34 53.38 159.51 192.57 46.45 78.83 83.02 76.08 11701.80 125.33 181.61 95.32 175.23 33.76 56.43 43.36 49.62 18.86 21.94 41.86 67.30 5.67 0.68 17.80 34.72 10.82 86.35 17.95 “1.44 21.75 2.56 6.29 3.83 42.10 457 3.93 25.11 1.39 37.97 42.29 13.27 2.58 6.18 0.87 1.21 7.98 4.27 159.32 1.01 17.57 0.00 -0.82 73.37 36.36 200.36 133.84 0.23 1.59 4.09 73.03 123.67 39.31 195.48 1.09% 0.94% 0.70% 1.19% 0.69% 0.92% 0.50% 0.91% 0.63% 1.12% 2.33% 0.62% 0.76% 1.26% 0.88% 1.22% 1.39% 1.21% 0.60% 0.69% 1.13% 0.78% 0.80% 0.65% 0.68% 0.67% 0.78% 0.77% 0.74% 1.16% 0.78% 1.00% 1.71% 0.78% 1.44% 1.15% 1.16% 1.18% 1.15% 1.09% 0.52% 1.16% 0.81% 0.93% 1.40% 1.08% 1.01% EFTA00292934

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MEC US Equity MGM US 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 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 1,755 7,229 (57) (184) 1,173 134 590 685 2,764 4,042 2,485 582 1,709 760 3,699 5,254 1,416 4,050 5,015 32 1,106 (3) 410 352 3,269 (78) 388 398 4,659 16 1,909 797 561 (93) (91) 7,450 370 900 2,213 3,171 2,764 6,120 5,630 3,961 3,631 (4,468) 9,342 1,648 7,171 7,529 916 (5,094) 14,643 (7,388) 9,813 11,410 2,939 4,495 979 18,219 7,714 9,583 15,457 (5,163) 1,390 2,958 7,413 1,746 (2,811) (2,793) 3,041 13,703 3,120 (2,920) (3,120) 21,828 4,758 11,206 (10,157) 7,639 (1,492) (1,399) 10,482 7,564 6,025 16,043 56.85 35.60 97.98 45.85 48.80 27.57 34.82 197.44 30.58 21.94 72.62 34.95 69.64 11.72 59.26 3.96 75.73 63.81 39.08 80.49 65.07 4.43 167.90 12.37 33.31 92.08 13.30 13.87 956.05 212.47 81.26 6.54 6.95 26.10 77.33 30.43 85.47 75.28 31.56 31.45 12.76 156.76 64.65 113.30 18.83 25.49 #N/AN/A 129.85 35.10 109.97 47.73 54.93 29.80 37.68 215.40 30.58 10.04 92.66 23.20 73.76 13.47 74.60 7.22 75.73 82.20 43.43 92.39 82.12 0.13 167.96 12.50 38.28 91.94 11.36 12.12 1268.57 263.16 79.27 5.67 6.06 31.67 77.59 35.61 78.76 80.81 33.53 33.49 21.83 164.43 74.30 128.92 25.13 180.07 1.98 14.69 3.63 13.13 7.71 7.88 12.56 0.00 23.85 37.79 18.12 6.46 21.81 31.78 58.47 0.00 39.92 9.80 12.40 37.86 25.16 0.03 1.11 20.88 0.21 9.32 8.10 27.54 26.34 3.96 9.42 9.11 27.68 0.46 22.49 9.53 7.95 544 5.54 55.75 7.60 16.07 18.92 0.79% 2.07% 1.14% 0.71% 0.73% 0.83% 1.13% 0.96% 1.05% 1.04% 0.72% 0.80% 2.28% 0.73% 1.86% 0.92% 0.69% 0.81% 1.41% 0.73% 0.72% 1.14% 1.19% 0.69% 3.86% 1.16% 0.98% 0.71% 0.75% 1.56% 1.56% 1.19% 0.91% 0.63% 1.41% 1.40% 0.77% 0.73% 0.76% 0.82% 0.92% 1.15% 1.17% 1.28% 0.64% 0.93% 0.73% EFTA00292935

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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 SAN FP Equity SAN SM Equity SAN US Equity SAP GR Equity SAP US Equity SBUX US Equity SCCO US Equity SGO FP Equity SIUS 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 1,812 6,029 (93) 100 (90) 149 381 358 6,007 (81) 295 426 (200) (243) (98) 417 (77) (146) 1,422 197 (1) (63) 141 (52) 513 (140) 268 (45) 1,114 2,847 115 o 90 12,538 19,847 (2,503) (4,592) 3,991 4,062 (4,355) 3,979 4,718 4,289 4,815 4,930 17,036 979 (2,207) (6,169) 7,250 5,311 5,237 7,095 (4,559) 466 7,716 11,251 8,901 6,526 (7,254) (9,006) (3,011) 9,702 (5,280) 4,614 3,455 (2,048) 3,721 (1,671) 5,946 (3,584) (8,515) 979 (4,343) 136 (10,709) 9,488 4,521 895 (5,165) 66.83 68.46 47.51 69.48 75.03 34.51 34.65 37.08 292.33 59.24 53.84 54.04 212.78 64.88 44.36 103.67 8.35 8.28 81.43 81.51 72.71 31.41 644.51 41.73 151.46 80.14 22.30 25.14 68.60 32.32 82.27 32.24 24.71 349.49 34.31 44.60 15.24 15.30 63.57 46.31 4.52 7.56 117.86 76.48 89.25 47.48 70.88 75.87 35.36 35.37 37.90 322.59 61.29 58.10 57.97 287.82 64.88 45.99 98.71 8.84 8.91 78.43 78.81 74.27 31.41 55.80 128.89 128.73 90.20 607.42 42.09 158.82 91.88 21.47 25.80 68.59 33.31 85.38 33.25 26.84 363.10 33.23 44.60 15.40 15.39 56.96 60.21 4.64 7.56 115.80 18.46 45.76 0.08 2.65 1.37 2.82 -2.51 2.52 5.95 3.91 6.44 5.04 45.54 0.00 4.27 6.02 6.57 5.91 5.04 3.83 1.93 0.00 6.15 1.66 6.53 14.69 2.83 2.89 -0.02 440 4.09 4.37 9.65 -3.90 3.94 0.00 -1.30 0.55 13.52 36.20 3.94 0.00 2.38 0.78% 0.66% 0.61% 0.76% 0.81% 0.87% 0.83% 0.88% 1.74% 0.89% 1.23% 1.44% 0.77% 0.75% 0.86% 0.79% 0.89% 1.30% 0.76% 0.90% 1.11% 1.18% 0.87% 0.79% 0.77% 0.82% 0.94% 0.52% 0.74% 1.00% 1.32% 0.91% 1.08% 0.70% 0.92% 0.71% 0.90% 1.00% 0.80% 0.56% 0.80% 1.05% 0.77% 0.83% 0.65% 0.82% 0.73% EFTA00292936

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TMO US Equity 9,474 10,185 63.59 122.74 97.61 0.95% TOT US Equity 228 2,516 55.17 60.16 10.37 0.87% TRP CN Equity (252) (6,947) 43.75 45.34 -5.97 0.61% TRV US Equity (87) (4,911) 81.08 82.51 -2.42 0.73% TSCO LN Equity 344 (7,391) 5.65 5.39 6.49 0.72% TWC US Equity 1,075 4,830 118.89 145.36 29.35 0.76% TWX US Equity - 873 64.79 64.79 0.00 0.84% TXN US Equity 3,030 12,200 34.93 43.60 28.02 0.89% TYC US Equity 10,167 23,996 29.17 41.52 62.43 0.68% UBS US Equity 405 5,218 19.37 20.87 6.62 1.17% UBSN VX Equity 352 5,155 19.51 20.84 7.32 0.93% UCG IM Equity 2,269 5,387 5.58 7.93 28.74 1.47% ULVR LN Equity 7 (4,929) 39.29 39.24 0.14 0.92% UNA NA Equity 35 (6,289) 38.14 37.93 0.58 0.96% UNH US Equity 1,088 10,032 64.08 71.03 13.13 0.83% UNP US Equity 1,024 9,425 160.88 178.36 14.40 0.75% UPS US Equity 3,047 14,801 79.87 96.31 33.91 0.61% USB US Equity 2,257 14,232 34.71 40.22 23.85 0.66% UTX US Equity 5,695 15,134 82.05 112.93 50.09 0.75% V US Equity 6,990 7,839 118.43 224.03 97.69 0.91% VALE US Equity 219 (3,904) 15.08 14.23 3.87 1.45% VALE3 BZ Equity 259 (4,583) 15.04 14.19 4.21 1.34% VIAB US Equity 3,807 6,364 52.96 84.64 62.86 0.95% VIV EP Equity 146 2,358 25.95 27.55 8.13 0.76% VMW US Equity 317 4,241 87.26 93.78 5.72 1.31% VOD LN Equity 1,272 7,587 3.14 3.66 19.35 0.87% VOD US Equity 1,197 7,512 31.63 36.67 18.55 0.86% VOW3 GR Equity 1,255 6,822 228.75 270.83 17.91 1.03% VRX CN Equity 847 1,610 92.95 141.88 35.16 1.50% VRX US Equity 972 1,878 93.20 141.43 38.71 1.34% VTIUS Equity 484 5,131 86.91 95.11 17.61 0.54% VWO US Equity 340 (7,240) 40.33 38.44 4.87 0.96% VZ US Equity 109 (6,116) 48.12 47.26 2.57 0.70% WBC AU Equity (1) 1,235 29.20 29.18 -0.05 0.91% WES AU Equity 5 1,859 38.74 38.84 0.35 0.71% WFC US Equity 2,220 10,064 37.56 45.84 32.97 0.67% WLP US Equity 1,512 10,363 74.31 85.15 14.86 0.98% WMT US Equity 10 4,002 75.07 75.26 0.44 0.56% WOW AU Equity (113) (8,658) 31.30 31.71 -1.94 0.67% XOM US Equity 93 10,893 90.48 91.26 1.30 0.66% XTA LN Equity 2 (2,237) #N/AN/A 0.04 2.26% YHOO US Equity 325 1,281 30.64 38.4194 17.92 1.42% YUM US Equity 57 5,217 72.83 73.6241 1.02 1.06% ZURN VX Equity 209 6,388 291.95 301.4803 4.40 0.74% Current Portfolio - Global Macro Portfolio | Security | tM Gain/{toss) | éxp.@ cost] Avg Price | (inuso) | days | vol__| EFTA00292937

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SPX Index 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 ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMx Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O 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 16,001 13,655 12,842 31 922 2,227 (241) 3,091 8,667 1,058 7,730 6,211 4,813 4,775 23,312 6,146 5,094 5,379 8,632 8,916 7,793 1,795 3,132 6,986 1,281 (126) 296 923 (214) (234) (151) (10) 30,518 237 (129) 4,633 (9) 5,257 317 2,170 5,407 39 7,941 3,237 11,984 62,258 46,668 39,930 6,919 (26,123) (22,504) (6,681) 39,934 36,668 12,370 38,408 42,494 23,316 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) (16,208) 7,616 (8,966) (27,693) (6,195) 5,073 73,230 (6,113) (2,498) 14,218 (1,534) 13,560 6,358 12,856 16,087 7,323 20,539 4,205 14,872 24,346 1455.70 2831.19 868.48 12706.09 3142.70 22076.65 735.57 10288.22 10610.77 5431.00 11492.37 8179.37 22787.01 8026.78 4246.25 6.58 484.27 3586.05 1655.49 100.82 8513.92 189.54 3213.33 1246.19 84.29 41.71 330.60 126.85 2791.37 343.18 1.77 4781.18 444.47 40.76 63.72 184.03 40.64 15.57 38.12 30.80 38.20 41.38 46.72 84.01 37.57 38.87 1,829.83 3,659.56 1,147.79 12,762.42 3,031.77 19,892.17 762.13 11,084.60 13,118.78 5,895.60 13,805.20 9,374.82 27,490.78 9,605.90 6,715.29 7.73 542.70 4,048.30 2,015.57 124.46 10,135.99 205.96 3,571.77 1,738.62 89.17 42.08 3,794.71 324.57 142.22 2,857.97 346.08 1.81 4,771.45 629.70 39.18 67.00 243.99 40.88 21.61 40.02 36.00 51.04 41.60 64.78 84.92 45.75 58.00 37.89 34.28 34.71 0.80 3.68 7.96 1.65 12.96 35.55 13.74 22.21 27.07 27.43 19.22 81.56 28.15 20.92 24.23 32.69 29.91 23.87 12.23 12.31 26.40 8.59 1.06 2.35 9.50 2.86 1.09 3.37 -0.30 79.48 3.55 9.13 36.15 3.34 47.77 7.83 22.99 40.82 0.87 48.50 1.34 27.10 59.19 0.68% 0.85% 0.93% 0.56% 0.96% 1.24% 2.18% 0.60% 0.66% 0.62% 0.91% 0.54% 0.75% 1.02% 0.71% 0.62% 0.58% 0.53% 0.67% 0.78% 0.80% 0.71% 0.91% 1.50% 0.67% 0.84% 0.78% 1.27% 0.83% 0.78% 0.72% 0.67% 0.52% 1.09% 0.56% 0.90% 0.18% 0.81% 0.64% 0.73% 0.82% 0.62% 0.80% 0.81% 0.80% 0.83% EFTA00292938

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SXXP Index 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 SX5E 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 5,699 9,676 4,581 3,857 363 12,093 4,474 83 23,257 3,062 2,247 7,788 43 12,547 21,456 5,740 5,717 (398) 2,020 38 508 6,410 4,219 2,247 (11) 6,180 167 1,431 700 2,410 525 2,014 2,824 2,054 2,376 1,698 28,049 6,154 1,953 8,574 1,944 (202) 644 2,489 (483) 2,543 43,375 28,509 46,996 32,218 19,262 28,921 28,379 10,375 61,063 25,835 13,356 40,505 6,090 19,262 35,763 39,240 17,747 38,468 (33,446) (20,139) (24,602) 21,321 16,595 (41,240) 53,379 6,888 (97,103) (13,735) (79,064) (59,628) (90,265) (95,665) 64,302 67,560 66,491 62,432 64,575 78,254 54,114 65,324 50,193 51,045 (27,358) 22,127 (33,120) (21,120) 59,255 400.51 520.28 366.14 349.85 436.54 222.31 482.69 653.49 609.16 917.36 330.19 380.28 786.24 430.53 261.12 172.05 157.43 3686.95 4817.40 22.78 108.90 98.02 3.77 110.92 220.12 760.25 1269.35 209.03 1457.62 822.10 167.52 219.11 354.64 473.36 346.05 1661.26 1234.81 336.92 1612.72 1317.53 392.28 721.13 333.32 420.32 83.13 452.11 999.11 453.13 696.87 401.83 391.74 444.77 315.26 558.79 658.70 841.17 1,026.07 385.73 453.39 791.77 440.53 352.73 266.13 208.34 4,234.90 4,874.79 20.49 108.73 100.35 5.22 99.57 229.39 759.04 1,188.56 206.48 1,431.23 812.45 163.05 217.91 365.75 493.14 356.74 1,724.49 1,267.28 457.69 1,796.11 1,356.93 459.29 748.60 335.78 432.55 76.88 462.45 1,041.99 24.37 37.76 15.00 20.42 3.03 53.28 25.49 1.12 66.66 17.00 25.33 25.03 0.84 3.93 54.01 85.48 26.29 22.73 2.21 10.85 0.27 2.69 10.30 16.03 42.13 1.06 16.92 2.13 3.74 2.93 12.18 2.32 10.06 13.85 10.14 12.40 8.28 116.55 38.67 9.87 57.17 11.34 -1.60 5.78 8.40 6.49 11.73 0.54% 0.90% 0.65% 0.59% 0.62% 0.78% 0.62% 0.71% 0.57% 0.70% 0.66% 0.77% 0.84% 0.59% 0.65% 0.64% 1.23% 0.65% 0.54% 0.92% 0.57% 0.88% 3.75% 0.64% 0.10% 0.15% 0.38% 0.57% 0.48% 0.40% 0.22% 0.24% 0.31% 0.30% 0.30% 0.31% 0.32% 0.31% 0.29% 0.30% 0.30% 0.34% 0.46% 0.50% 0.89% 0.35% 0.37% EFTA00292939

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GB_TSY CREDIT 469 31,818 1475.94 1,497.70 4.62 0.32% EFTA00292940