Atorus, LLC 2/24/2014 hange on Day: 0.82% MSCI World Change on Day 0.51% Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: : 4,531,767 = ie nr 3 elas 3 nl}o|s a ie 4 bd je RLS Current Short Exposure @ Cost: (1,138,643. Net Exposure: 3,393,123 Current No. of Positions: Starting Capital: x Current NAV: Current Leverage (Gross Exposures): a i=} = Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days T24M Avg. Daily NAV (+) Change | __:1.03%| 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: FX 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 + + + r T T T T T T T T T v v Vv Vv “v Vv i) » > >» Sh SS ee Oe SP PE RP hE ah PEP HE AP HH WP PY Wh EFTA00292989

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Atorus, LLC 2/24/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions | 23.34%] 53 Positions CO1 Comdty (24,622) 0.43% ASE Index 6,090 0.33% XAU Comdty (24,757) 0.44% EDF FP Equity 6,194 0.34% MEXBOL Index (26,146) 0.46% SX7E Index 6,194 0.34% NO_TSY CREDIT (27,378) 0.48% QQqQ US Equity 6,433 0.35% ZA_TSY CREDIT (33,149) 0.58% UTX US Equity 6,446 0.35% SHCOMP Index (33,700) 0.59% HON US Equity 6,508 0.35% JP_TSY CREDIT (59,678) 1.05% MAERSKB DC Equity 6,669 0.36% CH_TSY CREDIT 60,555 1.07% CA_TSY CREDIT 6,683 0.36% SXDP Index 61,075 1.08% ACA FP Equity 6,734 0.36% SPX Index 62,272 1.10% IT_TSY CREDIT 6,758 0.37% FR_TSY CREDIT 63,924 1.13% DAI GR Equity 6,770 0.37% AT_TSY CREDIT 64,350 1.13% SXSE Index 6,790 0.37% NL_TSY CREDIT 65,372 1.15% GS US Equity 6,855 0.37% FI_TSY CREDIT 66,540 1.17% SXXP Index 6,943 0.38% DE_TSY CREDIT 66,681 1.18% BEL20 Index 6,969 0.38% BE_TSY CREDIT 67,610 1.19% MDT US Equity 7,001 0.38% STBCNZL Index 73,231 1.29% CMCSK US Equity 7,016 0.38% 1E_TSY CREDIT 78,270 1.38% SMI Index 7,112 0.39% AU_TSY CREDIT (79,133) 1.40% ROG VX Equity 7,144 0.39% MY_TSY CREDIT (92,252) 1.63% SXKP Index 7,186 0.39% SG_TSY CREDIT (95,749) 1.69% BMY US Equity 7,191 0.39% CA_TSY CREDIT (97,153) 1.71% NG1 Comdty 7,393 0.40% AMGN US Equity 7,597 0.41% MMM US Equity 7,871 0.43% PRU LN Equity 8,219 0.45% XLY US Equity 8,244 0.45% IBEX Index 8,391 0.45% HEX Index 8,977 0.49% ES_TSY CREDIT 9,097 0.49% SXOP Index 9,251 0.50% DAX Index 9,423 0.51% LUXXX Index 9,490 0.51% BAC US Equity 9,492 0.51% TMO US Equity 9,720 0.53% BAYN GR Equity 9,731 0.53% SXAP Index 10,102 0.55% KFX Index 10,901 0.59% MA US Equity 11,053 0.60% TYC US Equity 11,126 0.60% BA US Equity 11,255 0.61% EFTA00292990

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PapACLong 28 PAPACShort 28 | PEMEALong LEMEAShort PAMERShort 0S | EquityComtong | | EquityComShort | G20Ratestong | | G20RatesShort frotallong 859 | frotalShort SXIP Index XLV US Equity SXMP Index CELG US Equity RTY Index NDX Index SPX Index SXTP Index ISEQ Index SXDP Index 1E_TSY CREDIT STBCNZL Index GILD US Equity 12,691 12,767 13,230 13,823 14,075 14,093 16,765 22,726 25,466 25,734 29,251 32,451 34,395 0.69% 0.69% 0.72% 0.75% 0.76% 0.76% 0.91% 1.23% 1.38% 1.39% 1.59% 1.76% 1.86% EFTA00292991

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Atorus, LLC 2/24/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 APAC + 2,000,000 EMEA — AMER —= EquityCom G20 Rates oom 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 een AP AC ee EMEA 1,000,000 AMER —— Equitycom oor G20 Rates y AD DY RY RD RR RD RD RD RD RD Sh BP OP OP MP YM YM OY SO PE RE RE PPP PE PEPE PE WE HE PH MH PH HH HW Qh EFTA00292992

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Atorus, LLC Current Gross Notional Risk by Category 2/24/2014 239,955 593,932 m APAC m EMEA m= AMER = EquityCom = G20 Rates 0.75 + T T T T yg y 7 R PP” Ph” Wh” vd HF Hh gy Rolling 30 Day Realized Volatility - Atorus R ey T T T YP 9 » wv oh AY T % Sy cf Ae Re T C2 > 2 T ‘S) x > T e » T a> —- MSCIWorld ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% —— Rolling30DayRe alizedVol EFTA00292993

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Atorus, LLC 2/24/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 20.00 10.00 7 0.00 x T T T T T rT T T rT ’ FFL HHME LISS BOOS S 1A AO POO PD SPS SOG GOP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | sas MTM Gains(Losses) % of NAV "Signficant"™ EFTA00292994

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Atorus, LLC 2/24/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nies Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,506) 51.62 49.64 3.49 1.10% 005380 KS Equity tt) 1,080 216.03 212.29 -1.26 1.39% 005490 KS Equity 49 (3,782) 273.49 269.96 1.56 0.83% 005930 KS Equity 210 (6,558) 1,285.62 1,244.46 3.29 0.97% 012330 KS Equity 969 5,282 244.69 289.58 14.66 1.25% 1 HK Equity 22 4,619 15.20 15.28 0.67 0.71% 1299 HK Equity (37) 3,412 4.82 4.77 “1.01 1.09% 13 HK Equity 1,992 12,243 11.40 13.26 18.78 0.87% 16 HK Equity 88 (9,935) 12.66 12.55 1.44 0.62% 27 HK Equity (5) 123 9.66 9.29 -1.90 2.13% 2914 JP Equity (48) (4,719) 32.47 32.80 -0.85 1.20% 3382 JP Equity 92 3,411 37.70 38.72 2.24 1.20% 4063 JP Equity 7 (4,536) 56.40 55.44 1.32 1.29% 4502 JP Equity 28 2,102 46.69 47.30 1.88 0.70% 4689 JP Equity 21 941 6.03 6.16 1.49 1.49% 5 HK Equity 1 2,850 10.82 10.82 0.04 0.73% 5108 JP Equity (59) 3,498 36.35 35.74 -1.28 1.33% 5401 JP Equity 55 (3,709) 2.99 2.94 0.96 1.55% 6301 JP Equity (28) (3,515) 20.64 20.80 0.57 1.42% 6752 JP Equity 1,155 4,145 9.01 11.52 10.35 2.69% 6902 JP Equity 2,627 9,730 41.48 52.68 21.72 1.24% 6954 JP Equity 363 6,393 157.65 166.62 3.36 1.69% 7201 JP Equity (32) (3,743) 8.85 8.92 -0.69 1.23% 7203 JP Equity (31) (3,073) 57.44 58.01 0.79 1.26% 7267 JP Equity 62 (4,885) 36.43 35.97 0.98 1.29% 762 HK Equity 418 (4,155) 1.43 1.29 9.31 1.08% 7751 JP Equity 200 (6,865) 31.44 30.52 2.82 1.04% 8031 JP Equity (8) 3,010 15.31 15.27 -0.24 1.15% 8058 JP Equity 21 3,003 19.28 19.41 0.62 1.14% 8306 JP Equity (11) (2,979) 5.88 5.91 0.28 1.35% 8316 JP Equity (5) (1,182) 46.29 46.47 -0.26 1.55% 8411 JP Equity (61) 3,774 2.12 2.08 “1.19 1.36% 8604 JP Equity (25) (1,802) 6.77 6.87 -0.98 1.44% 8801 JP Equity 14 (2,516) 31.09 30.92 0.34 1.61% 8802 JP Equity 63 (3,308) 24.73 24.26 1.32 1.44% 9020 JP Equity 175 (3,967) 77:53 74.12 4.02 1.09% 941 HK Equity 870 (11,351) 10.25 9.47 11.33 0.68% 9432 JP Equity 312 6,077 53.19 55.93 3.57 1.44% 9433 JP Equity 3,529 9,476 42.13 57.83 23.50 1.58% 9437 JP Equity (261) (5,749) 15.71 16.42 4.27 1.06% 9983 JP Equity (179) 3,177 367.91 348.30 -3.47 1.62% EFTA00292995

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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 2,149 696 565 176 176 167 45 29 16 6,734 129 7 (22) 1,324 2 4,592 3,188 2,380 7,597 1,030 3,077 53 (192) (223) 2,664 4,575 3,935 4,479 11,255 9,492 (133) 1,229 35 (345) 9,731 637 556 (8) 1,292 (17) (149) 124 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 4,411 4,097 1,178 1,202 5,408 3,677 9,052 1,193 4,556 7,808 4,497 4,012 6,526 7,550 5,742 22,886 10,655 14,103 3,602 (6,870) (6,360) 10,373 12,676 11,669 12,432 17,951 10,884 5,295 7,333 3,649 (8,047) 11,757 (1,954) (6,743) (7,252) 1,289 5,723 (6,644) 6,397 4,618 42.69 518.25 23.59 23.63 49.49 7.25 7.29 101.25 38.87 20.94 20.94 6.83 93.86 77.04 72.36 62.74 107.06 135.51 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.48 82.74 8131 71.56 49.80 50.40 49.96 79.84 8.82 4.41 97.30 52.14 66.82 76.64 8.70 12.96 12.74 65.38 10.09 43.17 1771 52.08 75.49 526.47 25.17 25.16 51.13 7.07 7.11 102.29 39.15 21.21 21.21 15.34 97.16 84.24 77.02 62.44 125.22 135.76 49.54 72.36 178.71 178.42 125.85 83.67 350.42 28.90 85.05 84.16 89.94 67.78 67.40 67.96 129.90 16.52 4.30 113.61 52.64 69.69 140.06 8.48 11.73 11.77 64.98 12.37 43.29 17.31 53.48 46.41 1.45 6.36 5.86 3.30 1.67 1.74 1.14 0.97 0.77 0.77 100.36 5.33 11.67 10.05 -0.85 15.65 0.27 1.80 65.68 46.68 46.02 34.09 12.64 17.48 1.67 -2.93 3.65 24.36 35.21 33.50 31.80 56.25 100.21 2.13 20.56 1.08 -7.63 85.32 1.44 7.43 6.63 -0.55 21.06 0.42 “1.79 2.52 1.65% 1.10% 1.05% 1.11% 1.00% 1.46% 1.39% 0.90% 0.74% 1.66% 1.70% 1.24% 0.66% 0.80% 0.64% 0.56% 1.08% 0.68% 1.00% 1.07% 0.90% 0.90% 0.97% 0.77% 1.25% 0.88% 0.95% 0.96% 1.05% 1.03% 1.01% 1.13% 1.11% 0.87% 1.18% 0.82% 0.89% 0.56% 0.97% 1.72% 1.27% 1.16% 1.09% 1.07% 0.62% 1.30% 1.07% EFTA00292996

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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 (199) 168 107 449 (2) 57 123 (9) 20 914 7,191 37 1,707 (11) 791 (23) 1,543 75 242 (11) 1,246 35 756 13,823 (2) 982 27 4,654 7,016 1,233 338 1,201 368 34 (42) 186 763 249 2,615 (83) 926 940 1,486 (151) 2,366 (3,003) 5,172 4,501 1,066 1,796 2,721 1,171 2,062 4,839 5,076 13,669 (3,684) 5,498 4,379 9,797 4,878 (8,171) 4,497 2,976 1,703 1,959 10,300 6,284 1,267 7,821 15,111 2,756 18,685 5,611 17,408 18,900 12,873 5,939 12,425 6,077 (7,980) 4,526 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,109 17.35 34.61 69.12 245.93 32.89 31.15 274.17 32.67 65.26 98.63 35.71 70.54 61.78 57.47 7.76 114.00 6.18 101.20 30.31 49.40 30.49 87.23 67.74 49.35 36.20 85.54 99.34 58.99 81.17 40.65 36.26 51.38 35.39 51.30 67.68 66.64 115.30 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 59.94 18.50 35.73 70.76 349.56 32.85 31.80 303.03 32.53 65.53 116.38 54.50 69.83 80.96 57.34 8.39 113.45 5.02 102.88 32.77 49.08 36.71 97.78 68.11 66.74 39.70 163.78 99.31 62.09 81.56 §1.51 49.72 56.30 37.40 56.26 71.78 66.36 114.23 HN/AN/A 71.01 63.78 26.92 22.16 27.68 26.11 71.79 114.46 71.66 4.66 3.28 2.59 29.32 -0.10 2.33 11.05 0.41 0.62 21.49 41.37 1.08 27.99 -0.31 12.33 -0.79 10.72 1.94 7.14 -0.57 19.52 11.66 0.66 26.96 9.01 80.68 -0.03 9.50 0.91 29.08 41.58 13.53 6.30 14.19 6.51 0.59 1.39 25.05 14.22 9.79 40.62 1.91 9.71 13.22 19.08 2.39 29.04 1.42% 0.99% 0.91% 1.44% 1.19% 0.90% 0.95% 1.04% 0.66% 0.84% 1.27% 0.93% 1.11% 0.77% 0.65% 0.61% 1.76% 0.86% 1.14% 1.17% 1.04% 1.04% 0.84% 1.31% 1.07% 1.13% 1.08% 0.55% 0.54% 0.92% 0.89% 0.71% 0.90% 0.68% 0.93% 0.73% 0.67% 0.30% 0.85% 1.24% 0.96% 0.87% 1.07% 0.68% 0.76% 0.77% 0.67% EFTA00292997

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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 6,770 183 2,340 3,925 (58) 14 4,200 4,372 1,837 1,071 2,024 157 5,413 2,329 (244) 307 312 45 6,194 316 (21) (203) 1,446 18 157 1,397 525 229 1,199 192 (106) 1,586 (22) 649 60 67 480 359 2,186 34,395 210 1,052 (5) 2,198 752 13,908 4,052 12,305 8,377 8,122 6,715 9,889 201 14,097 9,908 3,650 9,735 6,446 547 13,640 9,349 (8,822) 7,132 5,059 3,983 9,189 8,839 (1,694) (7,004) 7,503 5,197 2,606 5,573 10,466 6,004 9,815 3,456 (3,621) 2,630 2,977 5,338 3,520 3,246 8,334 5,607 16,425 13,861 9,905 3,248 791 11,376 2,560 62.20 46.61 54.46 63.20 85.65 $1.34 31.67 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 63.75 41.70 4.32 23.71 18.66 143.99 62.42 12.27 66.69 71.04 14.82 44.06 33.56 120.94 31.89 32.65 59.78 21.32 22.32 24.02 48.86 49.51 5.63 16.17 28.27 92.48 48.72 64.82 92.82 85.04 HN/AN/A 73.14 31.67 76.73 81.04 82.86 17.51 47.09 36.34 17.07 75.32 71.52 64.59 56.22 102.31 39.25 25.77 64.54 42.90 5.15 23.79 19.78 180.07 65.55 12.74 74.83 74.98 15.25 70.62 33.30 135.64 32.44 33.33 63.22 22.68 25.29 83.64 49.89 65.55 5.60 19.30 36.58 43.51 4.02 22.84 38.65 117 2.65 44.99 0.00 43.38 17.24 0.97 15.97 27.42 31.62 37.65 29.62 5.26 5.34 6.31 1.67 73.58 4.32 “1.74 5.76 19.90 0.48 6.48 25.30 7.73 4.74 16.24 5.10 2.86 39.04 -0.65 13.31 1.95 1.98 7.98 7.36 14.13 178.81 3.89 23.39 0.52 16.69 26.74 1.12% 1.12% 0.83% 1.21% 0.61% 0.08% 0.94% 2.58% 0.71% 1.08% 1.06% 0.69% 1.15% 0.91% 1.05% 0.84% 0.52% 0.81% 0.98% 0.68% 0.92% 0.83% 0.72% 0.50% 0.97% 0.71% 0.93% 0.99% 0.65% 0.81% 0.75% 1.09% 1.02% 1.54% 1.15% 0.91% 0.88% 1.05% 0.72% 0.87% 0.94% 1.39% 0.54% 1.39% 1.26% 1.16% 1.10% EFTA00292998

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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 5,173 6,855 374 207 947 2,231 558 6,508 1,313 (48) 1,292 1,164 376 3,280 220 106 2,965 126 4,580 4,027 931 291 239 51 204 224 3,601 735 (58) 42 2,511 1,054 11,053 6,669 115 (129) 167 2,765 7,001 1,119 4,396 1,755 7,871 (15) 12,428 13,671 4,319 5,466 4,619 13,333 6,110 11,930 6,721 1,529 7,010 (8,393) 10,924 9,784 5,585 (5,909) (6,366) 14,011 (4,648) 9,883 12,630 8,516 7,934 (6,752) (6,962) 2,272 1,975 8,087 7,073 562 2,016 (2,082) 4,470 6,808 2,297 17,711 14,148 3,133 (6,973) 1,762 13,641 20,811 7,556 8,003 13,962 21,331 3,964 857.75 110.98 25.71 23.77 46.95 66.67 40.79 61.10 25.06 10.86 5.49 184.74 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 58.34 122.48 192.19 47.00 61.33 59.29 47.01 8,212.58 182.86 94.88 161.77 28.68 43.22 44.37 12.38 96.89 35.61 1,214.77 166.62 27.93 24.68 56.58 77.82 44.51 94.43 29.95 10.53 6.50 184.18 39.78 24.72 3.04 13.30 13.37 82.19 145.66 49.94 91.41 58.00 110.60 32.23 37.50 86.84 86.10 203.51 1.35 58.34 167.12 197.54 47.44 83.95 86.49 76.34 12,083.88 189.60 96.63 177.14 34.50 57.76 50.94 19.17 4N/AN/A 132.65 35.47 47.38 72.12 7.31 4.88 20.42 30.04 9.98 85.30 18.70 1.31 34.61 0.43 8.63 4.46 48.77 2.61 1.26 31.56 3.09 42.86 44.04 13.99 5.46 10.55 4.97 2.60 12.00 3.77 49.08 0.00 34.59 1.62 1.15 25.63 41.62 48.56 46.60 3.96 4.02 10.69 25.96 41.14 13.72 53.16 11.02 50.58 -0.55 0.88% 0.70% 1.19% 0.78% 1.00% 0.56% 0.91% 0.64% 1.04% 2.40% 0.53% 0.70% 1.23% 0.86% 1.20% 1.43% 1.32% 0.67% 0.88% 1.08% 0.72% 0.78% 0.67% 0.79% 0.69% 0.86% 0.86% 0.74% 1.04% 0.92% 1.05% 1.72% 0.81% 1.44% 1.10% 1.29% 1.01% 0.93% 0.46% 0.89% 0.78% 0.82% 1.08% 1.03% 1.14% 0.73% 0.69% EFTA00292999

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MON US Equity MOS US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NCM AU Equity NEE US Equity NEM US Equity NESN VX Equity NG/ LN Equity NKE US Equity NOK US Equity NOV US Equity NOVN VX Equity NOVOB DC Equity NSC US Equity NVS US Equity OGXP3 BZ Equity OR FP Equity ORA FP Equity ORCL US Equity OXY US Equity PBR US Equity PBR/A US Equity PCLN US Equity PCP US Equity PEP US Equity PETR3 BZ Equity PETR4 BZ Equity PFE US Equity PG US Equity PHIA NA Equity PM US Equity PNC US Equity POT CN Equity POT US Equity PRU LN Equity PSA US Equity PSX US Equity PX US Equity QCOM US Equity QQQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 474 (148) 1,462 164 617 756 (12) 2,155 3,952 2,400 685 2,166 917 4,105 5,637 1,200 1,295 4,413 5,047 189 1,102 370 335 1,141 2,976 (17) 350 4,886 1,689 740 619 (70) (70) 8,219 511 1,134 2,050 1,659 6,433 (60) 4 220 11,917 (2,683) 9,350 1,649 7,177 7,645 5,811 (4,077) 14,649 (7,392) 9,821 11,939 3,381 4,498 3,696 18,291 7,721 9,590 15,510 (5,180) 3,253 3,741 7,418 4,632 (2,814) (2,795) 3,043 13,710 (1,765) (2,923) (3,123) 21,828 4,762 11,244 (10,166) 7,645 (3,323) (3,554) 10,521 9,413 6,030 16,099 12,547 19,920 (1,907) 1,696 3,994 106.02 45.85 48.80 27.57 34.82 197.70 31.14 21.94 72.62 34.95 69.64 11.80 61.16 3.96 76.21 63.81 39.08 80.49 65.07 4.43 167.89 12.50 33.31 94.24 13.30 13.87 956.05 212.47 78.31 6.54 6.95 26.10 77.33 30.43 85.47 75.28 32.57 32.66 12.76 158.54 64.65 113.30 66.83 68.46 47.66 73.67 75.03 110.24 48.38 56.44 30.30 37.81 217.25 31.08 10.35 92.21 23.60 74.50 13.94 77.75 7.58 76.26 83.47 45.15 91.36 83.59 0.11 169.04 13.13 38.26 96.16 11.55 12.21 1,314.55 258.59 79.08 5.76 6.10 31.95 78.20 35.00 79.25 81.38 33.26 33.30 22.73 167.14 76.81 127.72 75.66 90.56 49.15 73.83 79.16 5.38 5.32 15.84 8.57 9.05 15.82 0.22 22.53 37.68 17.14 8.42 27.22 30.13 60.21 0.09 44.34 13.28 11.75 41.70 21.08 0.64 5.72 21.61 2.50 8.72 7.95 29.58 25.84 “1.51 8.73 8.85 27.35 1.48 17.71 9.21 8.33 “1.98 “1.79 63.25 9.21 19.00 17.01 17.94 50.78 4.83 0.26 6.47 0.74% 1.04% 0.99% 1.16% 0.95% 0.63% 0.94% 2.35% 0.72% 1.89% 0.83% 0.67% 0.90% 1.52% 0.78% 0.70% 1.17% 1.15% 0.68% 4.62% 1.07% 0.89% 0.69% 0.81% 1.51% 1.51% 1.27% 0.84% 0.65% 1.37% 1.37% 0.82% 0.76% 0.85% 0.79% 0.97% 1.06% 1.10% 1.24% 0.59% 0.99% 0.75% 0.74% 0.64% 0.65% 0.81% 0.85% EFTA00293000

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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 282 256 850 321 441 433 7,144 19 75 558 516 (111) (166) (8) 2,792 1,607 1,241 1,049 296 (2) 1,687 146 303 32 22 435 23 645 (138) 431 (13) 20 28 1,269 2,944 72 9,720 426 (76) 127 876 4,065 1,638 3,982 4,722 5,779 5,748 4,934 17,035 4,764 4,132 (6,174) 7,256 5,315 5,241 7,101 287 7,778 11,259 8,908 6,528 (7,260) 544 2,618 9,709 (5,283) 6,281 3,457 4,576 6,518 4,606 5,950 (8,069) (8,522) 4,716 2,629 3,406 (10,717) 9,492 6,561 4,427 (5,170) 10,218 4,406 (6,953) 2,894 (7,398) 4,914 34.51 36.81 37.08 292.33 60.05 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 81.51 81.56 74.53 44.00 114.69 114.81 79.94 644.51 42.50 160.05 80.14 22.30 25.39 68.60 33.28 84.31 33.29 24.71 359.52 34.31 44.82 15.58 15.48 63.57 46.31 4.59 7.62 117.86 63.59 57.66 43.75 83.81 5.65 119.19 36.90 36.82 39.47 344.92 63.38 58.92 58.78 302.02 65.39 47.65 102.09 8.99 9.08 79.81 79.70 72.61 59.79 131.05 130.81 92.79 618.26 42.35 160.49 94.06 21.68 26.62 69.24 33.44 89.94 33.46 27.38 365.66 32.57 44.70 15.70 15.61 56.04 60.67 4.62 7.68 116.22 124.08 63.23 44.23 83.88 5.56 140.42 8.72 0.02 7.34 9.74 6.56 6.17 6.39 50.58 0.58 1.88 1.94 9.67 8.72 2.88 2.99 “2.49 37.37 18.84 18.66 19.27 4.23 -0.70 0.37 21.96 2.36 5.10 0.86 0.71 7.25 0.72 12.16 -1.67 6.65 0.55 1.02 0.88 14.05 35.74 1.10 1.06 1.73 106.29 11.07 -1.70 0.11 2.36 21.57 0.80% 0.84% 0.88% 1.85% 0.85% 1.24% 1.37% 0.83% 0.70% 0.96% 0.79% 0.79% 1.11% 0.74% 0.78% 1.06% 0.96% 0.76% 0.75% 0.83% 0.96% 0.50% 0.74% 0.79% 1.17% 0.94% 1.08% 0.68% 0.92% 0.69% 0.89% 1.02% 0.76% 0.50% 0.73% 0.93% 0.84% 0.87% 0.69% 0.77% 0.80% 0.90% 0.87% 0.64% 0.74% 0.73% 0.83% EFTA00293001

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TWX US Equity (3) 4,212 TXN US Equity 3,380 12,205 TYC US Equity 11,126 24,080 UBS US Equity 396 5,489 UBSN VX Equity 345 5,158 UCG IM Equity 2,380 5,391 ULVR LN Equity (168) (3,946) UNA NA Equity (220) (6,295) UNH US Equity 1,871 10,037 UNP US Equity 1,140 9,767 UPS US Equity 3,064 14,806 USB US Equity 2,487 14,238 UTX US Equity 6,446 15,190 V US Equity 4,004 3,914 VALE US Equity 143 (3,908) VALE3 BZ Equity 158 (4,586) VIAB US Equity 4,168 7,376 VIV EP Equity 277 2,668 VMW US Equity 472 4,244 VOD LN Equity 292 4,554 VOD US Equity 226 4,510 VOW3 GR Equity 859 6,826 VRX CN Equity 934 1,611 VRX US Equity 1,085 1,880 VTIUS Equity 593 5,134 VWO US Equity 207 (7,247) VZ US Equity 208 (6,121) WBC AU Equity 86 3,018 WES AU Equity (46) 4,743 WFC US Equity 2,307 10,067 WLP US Equity 2,333 10,369 WMT US Equity (17) 801 WOW AU Equity (382) (6,932) XOM US Equity 751 10,902 XTA LN Equity 2 (2,238) YHOO US Equity 279 1,282 YUM US Equity 24 5,221 ZURN VX Equity 184 6,394 Current Portfolio - Global Macro Portfolio | sty | en SPX Index 16,765 62,272 NDX Index 14,093 46,686 RTY Index 14,075 39,938 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 3.91 39.50 228.75 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 65.07 -0.10 44.60 33.62 42.64 68.53 20.84 7.96 20.81 9.81 8.05 31.90 40.97 4.52 39.47 3.68 76.02 21.14 180.29 14.65 96.40 35.17 40.78 27.16 116.87 53.57 226.26 103.78 14.52 2.90 14.52 2.71 87.48 57.91 28.91 13.32 96.96 9.34 4.16 4.39 41.48 3.34 257.55 9.53 146.84 52.75 147.00 58.97 96.95 20.76 39.18 3.11 46.48 4.01 30.29 3.06 38.64 1.18 46.17 34.72 91.03 21.67 73.46 3.50 33.03 8.11 96.71 9.38 HN/AN/A 0.04 37.31 17.12 73.16 0.47 300.33 3.88 Current Price} P/Lin Vol (in USD) Days 1,847.61 38.14 3,685.81 36.38 1,174.55 36.57 0.76% 0.82% 0.67% 0.91% 0.68% 1.38% 0.94% 0.95% 0.88% 0.80% 0.59% 0.64% 0.79% 0.99% 1.26% 1.27% 0.98% 0.78% 1.19% 1.46% 1.50% 1.32% 1.10% 0.98% 0.56% 0.92% 0.85% 0.93% 0.82% 0.66% 1.04% 0.61% 0.68% 0.73% 2.26% 1.27% 0.96% 0.74% 30P Realized Vol 0.71% 0.83% 0.96% EFTA00293002

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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 127 1,079 1,829 (35) 4,434 9,423 1,586 8,391 7,112 5,473 6,088 25,466 5,496 5,899 6,969 9,490 10,901 8,977 2,334 4,071 6,090 2,081 (137) 293 (285) (97) 391 (1) 248 32,451 199 4,951 5,302 391 2,209 5,740 8,244 186 3,361 12,767 6,943 10,102 7,186 19,447 (26,146) (22,524) 5,530 39,963 36,674 18,831 38,422 43,402 24,704 24,289 40,099 35,800 42,240 44,003 39,715 38,048 40,933 21,684 28,102 17,693 22,138 (15,948) 19,014 (16,223) 12,023 15,574 (33,700) 16,497 12,591 73,231 (6,119) 3,315 14,269 2,782 13,610 8,406 12,860 16,147 7,329 20,539 4,209 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,076.65 766.60 10,288.22 10,610.77 5,599.03 11,492.37 8,201.97 23,028.14 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 190.26 3,213.33 1,246.19 84.29 41.62 3,910.85 330.60 138.21 2,903.37 344.53 1.82 4,825.68 444.47 40.76 67.64 184.03 41.15 15.57 38.65 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,847.28 3,013.02 20,283.97 761.83 11,429.60 13,337.17 6,070.56 14,002.26 9,546.05 28,129.94 10,038.59 6,942.94 7.61 551.90 4,182.59 2,051.06 129.70 10,381.17 210.75 3,678.78 1,675.13 92.21 41.98 3,971.21 336.40 144.72 2,885.38 340.54 1.82 4,920.68 641.43 39.43 67.75 247.88 41.22 21.64 40.45 36.09 51.78 41.75 65.47 87.71 46.03 59.25 464.57 704.53 422.08 1.14 4.63 6.38 0.28 17.64 39.43 13.85 27.59 31.81 31.68 25.03 94.51 26.13 22.86 27.16 36.17 34.83 28.51 14.81 17.30 26.19 13.66 -0.98 1.80 -2.13 3.45 -0.76 1.53 -0.01 2.79 92.19 3.22 0.29 39.15 0.86 46.37 7.82 25.09 43.27 1.55 49.43 5.19 27.50 63.44 28.41 37.96 20.90 0.57% 0.89% 1.27% 2.26% 0.63% 0.65% 0.61% 0.79% 0.52% 0.70% 1.00% 0.67% 0.59% 0.61% 0.58% 0.66% 0.82% 0.77% 0.73% 0.84% 1.31% 0.69% 0.88% 0.86% 0.82% 1.36% 0.82% 0.76% 0.74% 0.71% 0.48% 1.01% 0.56% 0.89% 0.20% 0.84% 0.59% 0.68% 0.82% 0.58% 0.81% 0.85% 0.82% 0.83% 0.56% 0.93% 0.73% EFTA00293003

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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 5,481 1,546 12,691 5,145 420 25,734 3,557 2,689 9,251 364 891 13,230 22,726 6,194 6,790 7 712 (394) 1,096 7,393 1,952 2,691 (1) 6,683 10 1,019 860 1,239 801 2,322 3,114 2,285 2,694 1,905 29,251 6,758 2,191 9,097 2,067 (375) 932 1,646 (413) 2,961 505 33,234 29,339 28,923 28,384 16,612 61,075 25,840 17,778 40,520 20,335 29,339 35,766 39,247 18,322 38,898 6,049 (20,150) (24,622) 23,341 16,608 (24,757) 53,418 1,994 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 64,350 67,610 66,540 63,924 66,681 78,270 54,111 65,372 50,187 60,407 (27,378) 22,143 (33,149) (21,138) 60,555 56,841 351.37 441.65 222.31 482.69 660.68 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 158.64 3,692.60 4,980.90 22.78 108.90 98.21 3.77 112.07 220.12 758.73 1,269.35 209.03 1,457.62 822.10 167.43 219.11 354.64 473.36 346.05 1,662.89 1,235.81 336.92 1,612.72 1,317.53 392.28 725.64 333.32 420.32 83.13 452.11 1,000.12 1,489.15 409.32 464.92 319.85 570.18 677.39 865.83 1,043.64 394.97 467.10 811.27 448.02 357.71 271.68 212.28 4,337.20 4,986.51 21.97 110.64 102.82 5.45 103.23 231.21 758.42 1,182.03 208.88 1,438.85 810.26 165.18 217.28 367.44 495.16 357.93 1,732.98 1,271.11 462.84 1,814.12 1,361.69 463.39 750.48 337.88 438.00 79.00 460.94 1,049.03 1,502.38 26.62 8.29 56.84 27.22 3.69 68.65 19.91 21.12 27.97 2.43 5.57 56.53 89.20 33.65 27.46 0.23 3.48 2.95 5.95 9.97 11.56 48.47 0.32 18.97 0.14 2.91 3.75 5.01 3.66 11.82 15.54 11.60 14.10 9.36 120.62 35.76 11.33 53.98 10.30 2.80 8.07 5.66 6.11 14.09 2.61 0.62% 0.64% 0.77% 0.67% 0.68% 0.61% 0.69% 0.72% 0.82% 0.74% 0.55% 0.65% 0.65% 1.00% 0.64% 0.48% 1.01% 0.54% 0.79% 4AT% 0.68% 0.10% 0.13% 0.36% 0.51% 0.44% 0.38% 0.27% 0.23% 0.31% 0.30% 0.30% 0.30% 0.31% 0.31% 0.35% 0.30% 0.34% 0.33% 0.49% 0.52% 0.88% 0.32% 0.35% 0.34% EFTA00293004