Atorus, LLC 2/20/2014 Current Date: T12M Return: MSCI World Change on ol Total Return since 1/1/12: Day 0.06%) Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Current No. of Positions: | S| Starting Capital: 1,000,000 Current NAV: Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: - 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: 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 Sh Sh gh PP” WP” Vf PP eh 20 T T T T T T T T T Vv + > > o> i) » > & SOS BP BP MP YM VP OM gh oP Ph oh Pr PP AP Ph EFTA00292957

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Atorus, LLC 2/20/2014 Percentile (@ cost ex-MTM) NAV) | Security | Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 53 Positions C01 Comdty (24,622) 0.44% SXKP Index 5,867 0.33% MEXBOL Index (26,146) 0.47% ICEXI Index 5,900 0.33% NO_TSY CREDIT (27,378) 0.49% EDF FP Equity 5,949 0.33% ZA_TSY CREDIT (33,149) 0.59% UTX US Equity 6,066 0.34% SHCOMP Index (33,700) 0.60% MAERSKB DC Equity 6,072 0.34% XAU Comdty (41,262) 0.74% SXSE Index 6,157 0.34% CH_TSY CREDIT 59,299 1.06% DAI GR Equity 6,186 0.34% JP_TSY CREDIT (59,678) 1.06% BEL20 Index 6,198 0.34% SXDP Index 61,075 1.09% QQ US Equity 6,226 0.35% SPX Index 62,272 1.11% SXXP Index 6,304 0.35% FR_TSY CREDIT 62,478 1.11% HON US Equity 6,349 0.35% AT_TSY CREDIT 64,350 1.15% SMI Index 6,409 0.36% NL_TSY CREDIT 65,372 1.17% MDT US Equity 6,523 0.36% FI_TSY CREDIT 66,540 1.19% GS US Equity 6,559 0.37% DE_TSY CREDIT 66,681 1.19% ACA FP Equity 6,576 0.37% BE_TSY CREDIT 67,610 1.21% IT_TSY CREDIT 6,584 0.37% STBCNZL Index 73,231 1.31% ASE Index 6,627 0.37% \E_TSY CREDIT 78,270 1.40% ROG VX Equity 6,710 0.37% AU_TSY CREDIT (79,133) 1.419% CA_TSY CREDIT 6,768 0.38% MY_TSY CREDIT (92,252) 1.64% BMY US Equity 6,897 0.38% SG_TSY CREDIT (95,749) 1.719% AMGN US Equity 7,040 0.39% CA_TSY CREDIT (97,153) 1.73% CMCSK US Equity 7,241 0.40% MMM US Equity 7,603 0.42% IBEX Index 7,669 0.43% SXOP Index 7,845 0.44% PRU LN Equity 7,901 0.44% XLY US Equity 8,068 0.45% HEX Index 8,287 0.46% DAX Index 8,876 0.49% ES_TSY CREDIT 8,883 0.49% LUXXX Index 9,068 0.50% BAC US Equity 9,210 0.51% BAYN GR Equity 9,402 0.52% KFX Index 9,737 0.54% TMO US Equity 9,743 0.54% SXAP Index 9,824 0.55% NG1 Comdty 10,122 0.56% TYC US Equity 10,675 0.59% MA US Equity 10,737 0.60% BA US Equity 11,053 0.62% EFTA00292958

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SXIP Index XLV US Equity SXMP Index RTY Index CELG US Equity NDX Index SPX Index SXTP Index SXDP Index ISEQ Index IE_TSY CREDIT STBCNZL Index GILD US Equity Lategor) PapACLong 9 LAPACShort | LEMEAShort | EquityComtong | EquityComShort | G20Ratestong 8 | | G20RatesShort | rotaltong 8S 12,269 12,560 12,775 13,503 13,653 13,864 16,430 21,958 24,294 24,415 28,863 31,202 33,899 0.68% 0.70% 0.71% 0.75% 0.76% 0.77% 0.91% 1.22% 1.35% 1.36% 1.61% 1.74% 1.89% EFTA00292959

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Atorus, LLC 2/20/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 + a3 a > ) » NaS PP ow As om Rue Ais nts At (s8e'000) VS oN" gt” AN (1,000,000) 5,000,000 } 4,000,000 3,000,000 + 2,000,000 (1,000,000) (2,000,000) (3,000,000) APAC —— EMEA AMER — EquityCom G20 Rates ee NexEposure RHS 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 oo o_o A Ww a a? Nd ww yy Sv > Re SS? oS? oe a) Na a PAP My EFTA00292960

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Atorus, LLC 2/20/2014 Current Gross Notional Risk by Category 229,216 576,702 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 1.95 1.75 iss 135 —— Msciworld 115 ATORUS 0.95 O75 + rT T T T T T T T T T T T “a Vv Vv + a7 + > > > > > > or or or wr ww ao wr we w we & wo AARNE LARIMER ARITA CN A UU ANNs EN ” r\\a ANS ” DN aN w ow” Ry NM Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Polling30Dayne 1.00% otzedVel 0.80% 0.60% 0.00% T T T : a | T T T YY DY Ye AD Re Re RD RD RD RD RD RD SOON OS ODN OS ONS OD OD OD oY OY lo llr SO hh hg” SP PM PM PF WM MM WK EFTA00292961

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 2/20/2014 20.00 10.00 7 0.00 : —_—— ——_——+ . FFL HMM IIIS S EPO O OS 100A A A OO PD SS OO A GS GOP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) ——P/L Vol Days by Position 0.97% 52.13%) EFTA00292962

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Atorus, LLC 2/20/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol 246 4.89 000270 KS Equity (4,505) 51.62 48.80 1.09% 005380 KS Equity (53) 1,079 217.51 207.27 -3.67 1.35% 005490 KS Equity 49 (3,299) 274.02 269.96 1.68 0.88% 005930 KS Equity 436 (6,555) 1,285.62 1,200.11 7.52 0.88% 012330 KS Equity 864 5,279 244.69 284.74 13.17 1.24% 1 HK Equity (27) 2,778 15.18 15.03 “1.41 0.69% 1299 HK Equity 15 2,733 4.83 4.85 0.52 1.03% 13 HK Equity 1,789 12,238 11.40 13.07 17.61 0.83% 16 HK Equity (22) (9,935) 12.66 12.69 -0.37 0.59% 27 HK Equity (6) 123 9.66 9.21 2.16 2.23% 2914 JP Equity 54 (4,718) 32.47 32.10 0.87 1.31% 3382 JP Equity 78 3,411 37.70 38.56 1.78 1.28% 4063 JP Equity 185 (4,534) 56.40 54.11 3.18 1.28% 4502 JP Equity 7 2,101 46.69 46.85 0.49 0.70% 4689 JP Equity (4) 941 6.03 6.00 0.26 1.68% 5 HK Equity - 922 10.78 10.78 0.00 0.75% 5108 JP Equity (130) 3,498 36.31 35.01 -2.82 1.32% 5401 JP Equity a8 (3,711) 2.99 2.92 1.52 1.56% 6301 JP Equity 75 (3,514) 20.64 20.19 155 1.38% 6752 JP Equity 927 4,144 9.01 11.03 8.52 2.62% 6902 JP Equity 2,624 9,729 41.48 52.67 21.35 1.26% 6954 JP Equity 277 6,390 157.65 164.48 2.50 1.73% 7201 JP Equity (44) (3,742) 8.85 8.95 -0.87 1.34% 7203 JP Equity (1) (3,075) 57.44 57.47 -0.04 1.23% 7267 JP Equity 82 (4,888) 36.43 35.82 1.31 1.27% 762 HK Equity 383 (4,154) 1.43 1.30 8.62 1.07% 7751 JP Equity 258 (6,864) 31.44 30.25 3.53 1.07% 8031 JP Equity (8) 1,818 15.32 15.26 -0.36 1.16% 8058 JP Equity (7) 3,005 19.28 19.23 0.20 1.12% 8306 JP Equity (29) (2,569) 5.87 5.94 -0.85 1.35% 8316 JP Equity (12) (1,183) 46.29 46.74 -0.64 1.55% 8411 JP Equity (36) 3,774 2.12 2.10 -0.70 1.39% 8604 JP Equity (18) (3,005) 6.77 6.81 -0.39 1.49% 8801 JP Equity (6) (2,518) 31.09 31.16 0.16 1.60% 8802 JP Equity 46 (3,310) 24.73 24.39 0.95 1.45% 9020 JP Equity 179 (3,967) 77:53 74.03 4.30 1.05% 941 HK Equity 928 (11,347) 10.25 9.41 12.80 0.64% 9432 JP Equity 220 6,077 53.19 55.12 2.56 1.41% 9433 JP Equity 3,150 9,475 42.13 56.14 21.43 1.55% 9437 JP Equity (172) (5,752) 15.71 16.18 -2.80 1.07% 9983 JP Equity (251) 3,176 366.77 339.92 4.77 1.66% EFTA00292963

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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 2,059 206 661 499 292 287 (13) 6,576 107 736 1,412 (36) 45 4,463 3,038 2,266 7,040 1,090 2,973 (124) (153) 2,478 4,198 3,641 4,086 11,052 9,208 (206) 1,099 10 (314) 9,400 33 883 (340) 1,159 52 (225) 56 2,797 7,874 10,404 8,699 5,335 (7,230) (6,921) 3,835 4,096 420 420 5,407 3,677 9,048 1,193 4,559 7,305 4,499 4,015 6,526 7,549 5,741 22,885 10,651 14,103 3,033 (6,873) (5,634) 10,372 12,675 11,669 12,432 17,949 10,881 5,292 7,333 2,624 (8,044) 11,756 (1,955) (6,741) (7,250) (4,012) 5,721 (6,642) 6,395 4,616 42.69 518.25 23.59 23.63 49.49 7.25 7.29 101.09 38.87 20.58 20.61 6.83 93.86 77.04 72.36 62.74 106.00 135.50 48.66 4247 125.64 126.13 94.49 76.29 287.66 28.47 82.74 80.96 71.56 49.80 50.40 49.96 79.84 8.82 4.40 97.30 51.98 66.82 76.64 8.70 12.96 12.74 60.45 10.09 43.17 17.70 52.08 74.12 531.81 25.09 24.99 51.58 6.96 6.99 100.75 38.93 20.58 20.61 15.14 96.60 83.31 76.50 62.85 126.49 134.44 49.21 71.52 176.22 175.92 123.55 84.10 348.31 28.47 84.23 83.15 88.66 66.30 66.13 66.38 129.01 16.29 4.24 111.88 52.16 69.43 137.92 8.55 11.26 11.32 65.57 12.14 42.84 17.10 52.71 46.21 2.39 6.05 5.08 4.19 2.75 3.02 -0.38 0.21 0.00 0.00 96.74 4.26 9.99 8.57 0.30 17.04 1.12 1.10 62.97 43.81 43.48 31.75 13.12 16.62 0.01 1.87 2.98 22.92 32.92 30.98 30.14 55.19 98.60 3.21 18.65 0.37 6.88 82.69 0.96 10.18 10.35 7.46 18.71 1.24 2.61 1.17 1.59% 1.09% 1.05% 1.13% 1.01% 1.47% 1.37% 0.90% 0.74% 1.65% 1.66% 1.26% 0.69% 0.81% 0.67% 0.58% 1.13% 0.71% 1.02% 1.09% 0.92% 0.91% 0.97% 0.78% 1.27% 0.92% 0.97% 0.91% 1.04% 1.01% 1.01% 1.09% 1.12% 0.86% 1.21% 0.80% 0.97% 0.57% 0.97% 1.74% 1.29% 1.08% 1.13% 1.08% 0.63% 1.35% 1.03% EFTA00292964

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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 (142) 59 372 18 113 841 6,896 (20) 1,563 (7) (42) 1,722 14 132 (42) 1,125 (58) 419 612 13,652 (34) 903 (6) 4,636 7,130 1,061 247 1,024 267 193 (18) 186 788 208 2,529 (119) 765 1,122 1,356 (168) 2,303 (3,005) 4,037 3,919 1,066 592 1,231 1,171 695 3,900 5,076 13,668 (3,682) 5,498 2,646 9,119 3,939 (8,169) 3,912 2,975 1,467 1,959 10,296 6,288 1,267 7,819 15,110 2,758 18,685 4,888 16,947 18,611 12,868 5,486 12,420 6,075 (7,982) 4,528 2,442 6,344 2,054 6,733 (4,976) 8,914 (10,448) 10,309 (8,212) 12,108 17.35 34.38 68.88 245.93 32.66 30.62 274.17 32.62 65.25 98.63 35.71 70.54 61.78 57.62 7.72 114.13 6.18 100.95 30.31 49.55 30.49 87.23 67.73 49.35 36.20 85.54 99.32 58.99 81.16 40.65 36.26 51.38 35.23 51.30 67.68 66.64 115.31 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 59.94 18.18 34.88 70.42 331.90 32.66 31.08 300.64 32.62 65.31 114.97 53.73 70.93 79.35 57.46 8.30 112.93 4.88 101.30 31.65 48.16 35.90 96.76 67.11 65.67 39.04 162.82 98.10 61.84 81.06 51.77 50.16 55.61 36.82 55.52 70.66 65.03 114.86 HN/AN/A 71.26 62.65 26.67 22.31 27.22 25.62 71.00 114.69 71.34 3.36 1.57 2.33 24.03 0.00 1.79 10.25 0.00 0.14 20.10 37.92 -0.60 26.71 -0.37 11.59 1.72 12.17 0.42 4.27 2.48 17.35 10.75 “111 24.94 7.31 77.18 -1.06 7.71 0.23 29.62 42.75 10.74 4.75 11.79 4.90 3.59 0.51 14.17 8.01 38.25 2.72 8.07 16.54 17.82 -2.72 25.86 1.41% 0.93% 0.96% 1.45% 1.18% 0.83% 0.94% 1.00% 0.65% 0.82% 1.33% 0.92% 1.06% 0.76% 0.65% 0.62% 1.73% 0.84% 1.04% 1.17% 1.02% 1.02% 0.84% 1.33% 1.07% 1.17% 1.18% 0.63% 0.54% 0.92% 0.90% 0.77% 0.95% 0.70% 0.90% 0.67% 0.77% 0.88% 1.26% 0.98% 0.88% 1.06% 0.65% 0.74% 0.75% 0.74% EFTA00292965

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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 6,185 2,404 3,634 (62) 14 3,800 (122) 4,176 1,565 cr 991 2,000 145 4,917 2,267 (278) 294 193 20 5,949 182 (0) (183) 1,373 (2) 1,416 1,472 95 (104) 1,418 (11) 522 (10) 214 2,122 42,394 172 910 1,990 728 13,908 4,052 12,304 8,376 8,118 6,712 9,889 (1,081) 14,096 9,904 3,652 9,734 6,446 546 13,639 9,349 (8,819) 7,129 5,057 3,981 9,188 8,838 928 (7,001) 7,345 3,791 2,605 5,573 10,462 6,004 9,814 3,004 (3,623) 2,629 1,806 5,336 3,522 3,248 7,624 5,605 16,621 17,334 7,619 3,246 539 11,371 2,560 62.20 46.61 54.46 63.20 85.65 $1.34 28.32 58.57 68.36 82.02 15.77 35.84 28.24 12.22 60.30 69.60 61.93 52.95 101.15 23.45 24.88 63.76 41.70 4.30 23.69 18.66 143.99 62.42 12.27 66.69 70.48 14.82 44.06 33.61 120.94 31.89 32.65 59.53 21.32 22.32 24.02 48.58 49.51 5.66 16.17 28.27 89.87 48.01 65.10 90.63 85.00 HN/AN/A 71.06 31.53 75.92 79.17 82.27 17.38 46.95 38.71 16.62 74.92 71.80 64.48 54.97 101.66 38.63 25.39 63.76 42.79 5.11 23.67 19.30 180.58 65.88 12.44 76.69 72.72 15.24 67.82 33.40 132.78 31.80 32.73 61.21 22.76 25.17 82.78 49.67 63.39 5.66 19.00 36.31 42.46 2.37 22.28 37.54 1.15 44.59 4.26 41.33 14.87 0.27 14.29 27.23 30.00 36.32 28.39 5.82 5.00 3.96 0.71 69.09 2.47 0.00 5.08 19.03 -0.07 3.81 26.12 8.23 1.70 20.95 3.14 -2.67 37.64 -0.52 11.44 -0.30 0.21 4.24 7.54 13.90 173.22 3.71 20.67 0.00 15.45 26.15 1.05% 1.27% 0.88% 1.16% 0.66% 0.86% 2.66% 0.72% 1.06% 1.14% 0.71% 1.14% 0.88% 0.99% 0.85% 0.54% 0.82% 0.96% 0.70% 0.94% 0.83% 0.70% 0.52% 0.98% 0.73% 0.90% 0.97% 0.67% 0.84% 0.72% 1.01% 1.08% 1.43% 1.19% 0.86% 0.98% 1.11% 0.66% 0.90% 0.92% 1.41% 0.61% 1.36% 1.29% 1.13% 1.09% EFTA00292966

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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 5,014 6,559 390 151 823 2,110 6,348 1,296 (3) 1,168 1,016 3,229 324 212 2,620 187 4,500 4,187 870 248 394 279 67 216 3,555 (180) 693 (29) (7) 2,157 1,008 10,777 6,071 73 (72) 172 2,774 6,522 1,083 4,344 1,773 7,602 (19) 12,427 13,669 4,319 5,469 4,092 13,333 6,107 11,929 6,436 1,225 6,917 (8,389) 10,919 9,780 5,585 (5,907) (6,364) 14,010 (4,651) 9,883 12,629 8,515 7,931 (6,749) (6,962) 2,271 1,974 8,092 7,072 (1,916) 2,015 (1,647) 2,680 6,808 2,297 17,776 14,148 2,802 (6,971) 1,762 13,640 20,809 7,556 8,002 14,102 21,329 3,962 857.75 110.98 25.71 23.77 45.99 66.67 40.79 61.10 24.88 10.87 5.48 184.74 35.95 23.81 191 13.81 13.59 67.84 149.71 34.13 69.31 52.29 106.69 35.17 38.83 84.93 78.04 198.03 0.89 52.96 122.48 191.50 46.86 61.33 59.29 47.03 8,212.58 182.10 94.88 161.77 28.68 43.22 44.37 12.38 96.89 35.60 1,203.87 164.22 28.03 24.43 55.24 77.22 43.49 93.61 29.89 10.84 6.41 184.19 39.29 24.74 3.02 13.05 13.14 80.52 143.69 49.66 92.29 57.63 110.02 33.11 37.28 87.43 86.59 201.70 1.34 57.95 164.60 194.83 46.74 80.76 85.30 75.54 11,736.96 186.81 95.86 177.52 34.52 56.77 50.73 19.09 HN/AN/A 131.43 35.43 44.57 71.03 7.37 3.65 20.67 28.99 7.45 84.69 17.97 -0.12 27.73 0.42 7.58 4.60 48.31 3.76 2.53 30.03 4.71 41.24 46.56 13.14 4.53 8.35 5.47 3.36 12.66 2.53 46.98 9.62 33.74 -0.99 -0.34 22.80 39.02 47.80 40.51 2.70 -2.12 8.35 25.08 35.53 12.78 49.92 49.21 -0.70 0.91% 0.68% 1.23% 0.76% 0.97% 0.55% 0.89% 0.63% 1.12% 2.35% 0.61% 0.71% 1.23% 0.85% 1.20% 1.46% 1.31% 0.62% 0.85% 1.10% 0.71% 0.78% 0.69% 0.70% 0.73% 0.87% 0.87% 0.73% 1.07% 0.98% 1.02% 1.75% 0.77% 1.39% 1.12% 1.27% 1.06% 0.96% 0.49% 1.17% 0.81% 0.88% 1.12% 1.09% 0.72% 0.70% EFTA00292967

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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 QQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 478 (188) 1,315 592 661 2,866 4,021 2,259 577 2,088 3,768 5,139 1,252 4,059 5,058 (13) 106 1,072 49 421 1,026 2,886 396 429 4,574 1,739 681 457 (83) (83) 7,900 993 2,080 1,705 6,225 (52) (189) 183 11,913 (3,580) 9,347 1,648 7,174 7,642 4,521 (5,096) 14,648 (7,391) 9,816 11,590 2,940 4,497 4,623 18,289 7,720 9,586 15,508 (5,180) 3,255 2,959 7,415 4,635 (2,813) (2,794) 3,041 13,709 928 (2,922) (3,122) 21,828 4,765 11,243 (10,163) 7,642 (1,747) (1,722) 10,520 9,414 6,027 16,098 12,542 19,917 (3,816) (3,679) 3,994 106.02 45.85 48.80 27.57 34.82 197.70 31.19 21.94 72.62 34.95 69.64 11.74 59.26 3.96 76.21 63.81 39.08 80.49 65.07 4.43 167.88 12.37 33.31 94.24 13.30 13.87 956.05 212.47 78.28 6.54 6.95 26.10 77.33 30.43 85.47 75.28 32.18 32.16 12.76 158.54 64.65 113.30 66.83 68.46 47.66 69.48 75.03 110.27 48.26 55.67 29.22 37.69 214.79 31.58 9.60 92.55 24.27 73.73 13.86 75.54 7.28 76.23 81.73 43.87 91.01 82.10 0.10 167.19 12.81 38.12 95.23 11.31 11.98 1,278.59 257.20 78.28 5.66 5.99 31.57 78.05 35.14 79.74 79.78 33.71 33.71 22.35 166.34 75.29 127.94 75.91 89.85 48.32 73.05 78.46 5.21 4.69 14.31 5.78 8.57 14.58 1.36 25.98 38.18 17.16 7.08 25.72 32.93 58.79 0.04 41.23 10.77 11.04 40.22 22.36 0.38 3.75 21.03 1.32 9.59 8.67 28.93 24.23 0.00 9.66 9.79 26.75 1.18 18.03 8.02 6.14 4.50 4.12 59.32 7.68 16.84 17.23 17.91 49.65 2.23 6.46 5.42 0.77% 1.12% 0.98% 1.04% 0.96% 0.59% 0.91% 2.16% 0.72% 1.78% 0.83% 0.70% 0.83% 1.43% 0.78% 0.68% 1.14% 1.18% 0.65% 4.37% 1.10% 0.95% 0.69% 0.80% 1.56% 1.57% 1.17% 0.87% 0.65% 1.40% 1.40% 0.78% 0.79% 0.86% 0.84% 0.97% 1.06% 1.17% 1.27% 0.64% 0.98% 0.75% 0.76% 0.63% 0.62% 0.80% 0.84% EFTA00292968

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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 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 227 (176) 223 558 263 518 6,709 21 (16) 198 443 (150) (199) (19) 2,154 1,488 1,145 469 (112) 1,579 91 217 (43) (18) 372 (15) 542 (146) 286 1,164 2,784 198 (28) 117 9,742 296 (44) 103 935 4,065 (3,490) 3,982 4,722 5,777 5,437 4,932 17,034 4,767 2,512 (6,172) 7,253 5,313 5,240 7,099 1,149 7,778 11,254 8,904 6,528 (7,258) (7,207) 921 9,708 (5,283) 6,281 3,456 2,736 6,522 2,766 5,948 (5,394) (8,519) 4,719 923 2,863 (10,713) 9,491 5,886 2,846 (5,169) 10,218 4,029 (6,952) 901 (7,395) 4,832 34.51 34.65 37.08 292.33 60.05 54.45 54.04 212.78 65.13 46.53 103.67 8.35 8.28 81.48 81.54 74.56 44.00 114.69 114.81 79.94 644.51 4173 159.71 80.14 22.30 25.39 68.59 33.31 84.31 33.33 24.71 356.15 34.31 44.82 15.49 15.47 63.57 46.31 4.57 7.60 117.86 63.59 57.25 43.75 83.73 5.65 118.89 36.44 36.40 39.16 326.91 62.78 59.35 59.72 296.60 65.41 46.24 100.34 8.86 8.92 79.21 79.32 73.31 56.19 129.85 129.58 90.82 602.84 42.38 159.71 93.17 21.92 26.27 67.75 33.09 89.13 33.14 26.96 365.78 33.16 44.85 15.49 15.48 56.67 59.90 4.72 7.53 115.19 124.22 61.45 44.03 83.73 5.57 141.89 6.88 5.81 6.08 6.66 5.26 7.77 7.71 48.42 0.63 0.74 4.04 7.80 7.03 3.77 3.29 1.58 30.73 17.02 17.45 17.35 6.87 3.12 0.00 19.68 1.44 3.37 1.20 -0.92 6.00 -0.82 10.35 -2.68 4.07 0.11 0.00 0.06 12.71 34.91 5.09 1.28 2.93 100.59 8.95 -0.98 0.00 1.84 23.63 0.81% 0.87% 0.92% 1.78% 0.86% 1.16% 1.36% 0.81% 0.69% 0.87% 0.79% 0.78% 1.10% 0.76% 0.85% 1.07% 0.90% 0.78% 0.74% 0.78% 0.94% 0.50% 0.76% 0.83% 1.19% 1.03% 1.03% 0.70% 0.95% 0.68% 0.88% 1.01% 0.83% 0.51% 0.75% 0.94% 0.85% 0.84% 0.66% 0.77% 0.77% 0.95% 0.82% 0.64% 0.77% 0.75% 0.82% EFTA00292969

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TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV EP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTIUS Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity (16) 4,214 3,192 12,204 10,675 24,081 378 5,488 317 5,157 2,305 5,390 (125) (4,931) (107) (6,292) 1,499 10,037 983 9,763 2,903 14,805 2,276 14,237 6,065 15,188 4,494 4,505 114 (3,906) 125 (4,585) 4,101 7,490 228 2,667 382 4,242 1,594 7,590 1,596 7,516 1,245 6,826 947 1,610 1,101 1,879 535 5,134 295 (7,244) 38 (6,119) 28 3,020 (56) 4,746 2,163 10,067 1,869 10,368 (70) 3,203 (321) (8,662) 576 10,898 2 (2,238) 294 1,282 7 5,219 117 6,393 Current Portfolio - Global Macro Portfolio | satya SPX Index 16,428 62,264 NDX Index 13,863 46,682 RTY Index 13,502 39,933 65.11 34.93 29.17 19.43 19.51 5.58 39.29 38.14 64.08 161.46 79.87 34.71 82.05 111.85 15.08 15.04 55.90 26.19 87.26 3.14 31.63 228.75 92.95 93.20 86.91 40.33 48.12 29.45 39.01 37.56 74.31 75.04 31.30 90.48 30.64 72.83 291.95 1,455.70 2,831.19 868.48 64.87 44.06 42.10 20.77 20.71 7.97 40.29 38.79 73.65 177.70 95.53 40.26 114.82 223.41 14.64 14.63 86.51 28.43 95.12 3.80 38.35 270.47 147.63 147.83 95.97 38.69 47.82 29.72 38.56 45.63 87.71 73.44 32.46 95.27 HN/AN/A 37.67 72.94 297.27 Current Price (in USD) 1,839.78 3,671.93 1,162.12 0.47 32.51 67.10 7.03 8.30 30.24 “2.74 -1.83 18.35 12.77 33.97 25.37 53.48 104.02 2.24 2.18 57.27 10.53 7.52 22.87 22.14 16.36 49.62 $1.21 19.84 443 0.73 0.95 “1.57 32.26 18.38 3.55 5.32 7.37 17.23 0.14 2.36 P/Lin Vol Days 38.76 36.07 36.31 0.80% 0.80% 0.66% 0.98% 0.74% 1.41% 0.92% 0.93% 0.81% 0.79% 0.58% 0.63% 0.75% 0.96% 1.31% 1.25% 0.96% 0.81% 1.20% 0.92% 0.96% 1.11% 1.19% 1.14% 0.53% 0.92% 0.85% 0.97% 0.75% 0.67% 0.98% 0.61% 0.70% 0.72% 1.33% 1.01% 0.77% 30P Realized Vol 0.68% 0.82% 0.93% EFTA00292970

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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 SXXP Index SXAP Index SXKP Index 33 1,308 2,162 (19) 4,103 8,875 1,239 7,669 6,408 5,357 5,459 24,412 5,897 5,414 6,197 9,064 9,733 8,284 1,668 3,522 6,624 1,567 (82) 398 (64) (689) (162) 31,202 240 (1) 4,834 5,127 402 2,209 5,549 55 8,259 155 3,471 12,560 6,302 9,824 5,864 16,953 (26,143) (22,516) 3,325 39,946 36,670 18,830 38,421 43,397 24,328 24,278 40,094 35,400 42,237 43,096 39,698 38,032 40,916 21,675 28,090 17,686 22,128 (14,844) 13,905 (16,219) 6,336 9,356 (33,696) 13,182 12,599 73,231 (6,117) 1,566 14,267 928 13,609 7,588 12,859 16,145 7,326 21,025 4,212 14,928 24,345 43,388 28,525 47,012 12,763.24 3,142.70 22,076.65 772.62 10,288.22 10,610.77 5,599.03 11,492.37 8,201.97 22,964.56 8,026.78 4,246.25 6.58 484.27 3,600.71 1,655.49 100.82 8,513.92 190.26 3,213.33 1,246.19 84.29 41.60 3,897.52 330.60 132.81 2,907.33 344.53 1.82 4,825.68 444.47 40.76 67.58 184.03 41.08 15.57 38.46 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,788.31 2,985.45 19,957.21 768.15 11,344.99 13,178.79 5,967.46 13,786.22 9,413.04 28,021.67 9,831.76 6,831.70 7.68 546.34 4,118.48 2,033.46 126.62 10,237.68 204.91 3,616.24 1,712.97 90.26 41.37 3,874.71 330.44 141.16 2,887.47 351.58 1.80 4,860.28 633.85 39.16 67.53 246.38 41.08 21.44 40.50 36.09 51.33 41.69 65.07 87.10 46.31 58.92 458.68 699.46 411.81 0.34 5.19 7.44 0.26 15.97 36.64 11.00 24.96 27.18 30.01 22.95 91.16 28.83 20.70 25.37 34.68 32.61 26.22 11.01 15.27 29.05 10.44 0.65 -0.70 0.06 4.59 -0.82 2.70 1.78 1.03 83.66 3.85 -0.13 38.69 0.00 45.24 8.54 25.24 42.21 1.25 49.04 4.57 27.97 60.71 25.88 38.04 18.55 0.57% 0.96% 1.29% 2.25% 0.64% 0.66% 0.60% 0.80% 0.54% 0.73% 0.98% 0.67% 0.58% 0.62% 0.57% 0.66% 0.78% 0.77% 0.70% 0.82% 1.29% 0.68% 0.87% 0.84% 0.86% 1.37% 0.84% 0.76% 0.69% 0.70% 0.51% 1.02% 0.55% 0.88% 0.19% 0.83% 0.62% 0.68% 0.81% 0.60% 0.80% 0.81% 0.83% 0.85% 0.56% 0.91% 0.67% EFTA00292971

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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 SXS5E 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 MY_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 5,040 1,019 12,268 4,695 259 24,291 3,278 2,270 7,844 141 676 12,774 21,955 5,780 6,157 845 (317) 1,121 10,117 3,651 2,525 (4) 6,768 115 1,274 758 1,883 621 2,165 2,933 2,147 2,525 1,772 28,860 6,584 2,049 8,883 1,968 (65) 722 2,240 (313) 2,875 410 32,229 29,357 28,921 28,381 13,492 61,067 25,837 17,777 40,517 18,097 29,357 35,763 39,242 18,321 38,479 (20,149) (24,613) 23,355 16,601 (41,260) 53,395 5,986 (97,148) (13,741) (79,107) (59,659) (92,222) (95,717) 64,322 67,581 66,512 62,451 66,652 78,261 54,107 65,344 50,183 58,520 (27,366) 22,134 (33,138) (21,131) 59,273 51,857 349.85 441.65 222.31 482.69 657.41 609.16 917.36 343.07 380.28 796.03 434.81 261.12 172.05 158.64 3,686.95 22.78 108.90 98.21 3.77 113.42 220.12 758.73 1,269.35 209.04 1,457.62 822.10 167.43 219.11 354.64 473.36 346.05 1,661.26 1,235.81 336.92 1,612.72 1,317.53 392.28 724.82 333.32 420.32 83.13 451.82 999.11 1,487.66 404.56 456.98 316.60 562.54 670.05 851.46 1,033.75 386.88 453.90 802.22 444,82 354.39 268.31 208.69 4,276.89 4,988.51 21.82 110.30 102.92 6.06 103.38 230.53 758.23 1,180.92 207.28 1,434.15 811.65 164.01 217.69 366.58 493.90 357.22 1,728.43 1,268.67 461.17 1,808.95 1,358.84 461.72 749.20 334.11 434.03 77.51 458.52 1,047.57 1,499.41 24.17 5.43 54.56 24.65 2.77 65.27 18.03 19.24 24.27 1.00 4.07 53.25 84.02 30.33 25.41 3.75 2.35 5.87 14.23 12.37 46.52 -0.46 19.57 1.52 3.41 3.12 7.79 2.61 10.73 14.18 10.53 13.13 8.42 114.21 34.99 10.33 52.16 10.03 0.47 6.03 7.34 4.21 13.30 2.22 0.65% 0.64% 0.78% 0.67% 0.69% 0.61% 0.70% 0.66% 0.80% 0.78% 0.57% 0.67% 0.67% 1.04% 0.63% 1.12% 0.55% 0.82% 4.28% 0.72% 0.10% 0.14% 0.36% 0.55% 0.47% 0.41% 0.26% 0.25% 0.31% 0.31% 0.31% 0.31% 0.32% 0.32% 0.35% 0.30% 0.34% 0.34% 0.51% 0.54% 0.92% 0.35% 0.36% 0.36% EFTA00292972