Atorus, LLC 2/25/2014 Current Date: 712M Return: Total Return since 1/1/12: Day Current Long Exposure @ Cost: 4,578,721 Current Short Exposure @ Cost: (1,124,868, Net Exposure: Current No. of Positions: Starting Capital: 000, Current NAV: 1,849,776 » ig nN 8 e/2|& 8 e/s/c Ld E) RLS Current Leverage (Gross Exposures): 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 1 § w S/s/S)5 8/8} 8]8 SIZEIFIRLE We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T v v v Vv Vv v > > > i) ~ > » Sh SS OP OP OP OVP OM OY Oy SR RE PE PE PE Ph PEPE APH HE WE PH PH PHA’ gh Wh EFTA00293005

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Atorus, LLC 2/25/2014 Percentile (@ cost ex-MTM) NAV) | Security | Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 53 Positions IBOV Index (22,524) 0.39% EDF FP Equity 6,245 0.34% CO1 Comdty (24,622) 0.43% PSI20 Index 6,263 0.34% MEXBOL Index (26,146) 0.46% SX7E Index 6,272 0.34% NO_TSY CREDIT (27,378) 0.48% UTX US Equity 6,281 0.34% ZA_TSY CREDIT (33,149) 0.58% QQQ US Equity 6,364 0.34% SHCOMP Index (33,700) 0.59% HON US Equity 6,387 0.35% JP_TSY CREDIT (59,678) 1.05% CA_TSY CREDIT 6,583 0.36% CH_TSY CREDIT 60,555 1.06% CMCSK US Equity 6,601 0.36% SXDP Index 61,075 1.07% GS US Equity 6,612 0.36% SPX Index 62,272 1.09% DAI GR Equity 6,724 0.36% AT_TSY CREDIT 64,350 1.13% ACA FP Equity 6,824 0.37% FR_TSY CREDIT 65,370 1.15% MDT US Equity 6,842 0.37% NL_TSY CREDIT 65,372 1.15% SXSE Index 6,843 0.37% FI_TSY CREDIT 66,540 1.17% IT_TSY CREDIT 6,858 0.37% DE_TSY CREDIT 66,681 1.17% ASE Index 6,946 0.38% BE_TSY CREDIT 67,610 1.19% BEL20 Index 6,973 0.38% STBCNZL Index 73,231 1.28% MAERSKB DC Equity 6,980 0.38% IE_TSY CREDIT 78,270 1.37% BMY US Equity 7,007 0.38% AU_TSY CREDIT (79,133) 1.39% SXXP Index 7,027 0.38% MY_TSY CREDIT (92,252) 1.62% SXKP Index 7,143 0.39% SG_TSY CREDIT (95,749) 1.68% AMGN US Equity 7,322 0.40% CA_TSY CREDIT (97,153) 1.70% SMI Index 7,368 0.40% ROG VX Equity 7,382 0.40% MMM US Equity 7,915 0.43% PRU LN Equity 8,300 0.45% XLY US Equity 8,446 0.46% IBEX Index 8,670 0.47% HEX Index 9,086 0.49% ES_TSY CREDIT 9,166 0.50% BAC US Equity 9,381 0.51% DAX Index 9,428 0.51% BAYN GR Equity 9,636 0.52% TMO US Equity 9,662 0.52% LUXXX Index 9,703 0.52% SXOP Index 9,780 0.53% SXAP Index 10,176 0.55% BA US Equity 10,762 0.58% TYC US Equity 10,953 0.59% MAUS Equity 11,119 0.60% KFX Index 12,347 0.67% EFTA00293006

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XLV US Equity SXIP Index SXMP Index CELG US Equity NDX Index RTY Index SPX Index SXTP Index SXDP Index ISEQ Index 1€_TSY CREDIT STBCNZL Index GILD US Equity PaPACLong 8 PAPACShort 28 | PEMEALong LEMEAShort PAMERShort | EquityComtong 8 | | EquityComShort | G20Ratestong | G20RatesShort | frotallong 859 | frotalShort 12,673 12,787 13,318 13,861 13,983 14,047 16,659 23,239 26,371 26,790 29,328 32,344 34,477 0.69% 0.69% 0.72% 0.75% 0.76% 0.76% 0.90% 1.26% 1.43% 1.45% 1.59% 1.75% 1.86% EFTA00293007

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Atorus, LLC 2/25/2014 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 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 rr APAT ee EMEA 1,000,000 ww AMER: — Equitycom mr G20 Rates 500,000 Vv Vv Vv Vv Vv Vv > » » > Oy » » Sh OM OM OP OP VM OY OS OT PR PR PE PEP gh PEW HE APH HH WH PH PH PM a gh Qh EFTA00293008

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Atorus, LLC 2/25/2014 Current Gross Notional Risk by Category 236,776 593,932 m APAC m EMEA m= AMER = EquityCom = G20 Rates — MSCIWorld ATORUS 8 -——>— oOo oT 1.T'”1'_O>d? YS gh Sh 2 2 re ge ms ge? ww? wm? _g? ? g™ PEP PH AP pH WH WT APH WH AP oP gh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% ——— Rolling30DayRe alizedVol 1.00% 0.80% 0.60% EFTA00293009

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Atorus, LLC 2/25/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 7 0.00 r T T T T T rT T T rT 7 FFL HHMEIL SSE BEO OS 100A A DO POO PD SO GSO GS OP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | sas MTM Gains(Losses) % of NAV "Signficant"™ EFTA00293010

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Atorus, LLC 2/25/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nite Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,506) 51.62 49.91 3.11 1.06% 005380 KS Equity 1 1,439 216.14 216.26 0.04 1.38% 005490 KS Equity 39 (3,782) 273.49 270.69 1.26 0.81% 005930 KS Equity 213 (6,558) 1,285.62 1,243.89 3.38 0.96% 012330 KS Equity 994 5,282 244.69 290.74 15.02 1.25% 1 HK Equity 51 4,619 15.20 15.37 1.50 0.73% 1299 HK Equity (10) 3,412 4.82 4.81 0.26 1.11% 13 HK Equity 1,913 12,243 11.40 13.18 18.33 0.85% 16 HK Equity (15) (9,935) 12.66 12.68 0.23 0.65% 27 HK Equity (1) 123 9.68 9.61 0.34 2.20% 2914 JP Equity (41) (4,719) 32.47 32.75 0.72 1.20% 3382 JP Equity 156 3,411 37.70 39.42 3.63 1.26% 4063 JP Equity (4) (4,536) 56.40 56.45 -0.06 1.35% 4502 JP Equity 54 2,102 46.69 47.90 3.59 0.72% 4689 JP Equity 55 941 6.03 6.38 3.88 1.52% 5 HK Equity (72) 3,785 10.74 10.54 -2.32 0.82% 5108 JP Equity (5) 3,498 36.36 36.31 -0.10 1.36% 5401 JP Equity 47 (3,709) 2.99 2.95 0.82 1.54% 6301 JP Equity (60) (3,515) 20.64 20.99 “1.19 1.44% 6752 JP Equity 1,250 4,145 9.01 11.73 11.31 2.67% 6902 JP Equity 2,794 9,730 41.48 53.39 23.09 1.24% 6954 JP Equity 487 6,393 157.65 169.65 4.52 1.68% 7201 JP Equity (69) (3,743) 8.85 9.01 -1.50 1.23% 7203 JP Equity (57) (3,073) 57.44 58.50 “1.46 1.27% 7267 JP Equity 19 (4,885) 36.43 36.29 0.29 1.31% 762 HK Equity 388 (4,155) 1.43 1.30 8.57 1.09% 7751 JP Equity 73 (6,865) 31.44 31.10 0.98 1.09% 8031 JP Equity 8 3,010 15.31 15.35 0.22 1.15% 8058 JP Equity 53 3,003 19.28 19.61 1.50 1.17% 8306 JP Equity (42) (2,383) 5.88 5.99 “1.29 1.37% 8316 JP Equity (12) (946) 46.29 46.87 0.81 1.55% 8411 JP Equity (21) 3,774 2.12 2.11 0.41 1.32% 8604 JP Equity (31) (1,201) 6.77 6.95 “1.79 1.46% 8801 JP Equity 36 (2,516) 31.09 30.65 0.88 1.60% 8802 JP Equity 41 (3,308) 24.73 24.42 0.89 1.40% 9020 JP Equity 7 (3,967) 77:53 76.03 1.66 1.17% 941 HK Equity 830 (11,351) 10.25 9.50 10.85 0.67% 9432 JP Equity 390 6,077 53.19 56.61 4.41 1.45% 9433 JP Equity 4,023 9,476 42.13 60.02 25.20 1.69% 9437 JP Equity (273) (4,599) 15.71 16.64 5.61 1.06% 9983 JP Equity (90) 3,177 368.78 358.59 “1.73 1.64% EFTA00293011

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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 2,358 703 578 137 167 161 43 18 7 6,824 107 745 75 (15) 1,321 20 35 4,700 3,260 2,442 7,322 647 3,421 52 (6) (125) 2,651 4,708 4,123 4,490 10,762 9,381 (143) 1,231 (241) 9,636 55 745 (27) 1,381 (9) (186) 68 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 4,988 4,097 1,590 1,618 5,408 3,677 9,052 1,193 4,556 8,057 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 4,163 (8,047) 11,757 (1,954) (6,743) (7,252) 1,921 5,723 (6,644) 6,397 4,618 42.69 518.25 23.59 23.63 49.49 7.25 7.29 101.36 38.87 21.02 21.02 6.83 93.86 77.04 72.36 62.74 107.54 135.51 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 52.24 66.82 76.64 8.70 12.96 12.74 64.91 10.09 43.17 1771 52.08 78.69 524.74 25.18 25.20 50.76 7.08 7.12 102.18 39.28 21.26 21.24 15.46 96.60 83.38 76.90 62.54 125.17 136.10 49.09 73.06 179.91 179.77 124.72 80.92 357.43 28.89 82.81 82.91 89.86 68.30 68.21 68.00 127.71 16.43 4.29 113.63 52.97 68.82 139.44 8.46 11.53 11.58 64.01 12.53 43.23 17.21 52.85 48.37 1.17 6.62 6.03 2.53 1.62 1.70 0.93 1.46 0.69 0.66 102.33 4.36 9.94 10.07 -0.60 15.39 0.66 0.85 65.66 46.86 45.97 32.22 7.13 18.98 1.64 -0.09 -2.01 24.30 38.87 37.62 33.71 51.38 98.13 -2.32 20.74 1.58 4.97 85.98 1.69 8.80 7.57 1.25 21.72 0.22 2.24 1.38 1.74% 1.07% 1.02% 1.10% 1.01% 1.43% 1.37% 0.87% 0.73% 1.63% 1.63% 1.23% 0.67% 0.83% 0.62% 0.53% 1.06% 0.67% 1.03% 1.10% 0.92% 0.93% 0.99% 0.85% 1.28% 0.88% 1.04% 0.98% 1.05% 0.96% 0.94% 1.07% 1.17% 0.88% 1.17% 0.81% 0.89% 0.60% 0.95% 1.66% 1.26% 1.20% 1.12% 1.11% 0.58% 1.30% 1.07% EFTA00293012

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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 (171) 104 432 (32) 32 116 (33) 39 881 7,007 1,752 (14) 890 (17) 1,537 253 (26) 405 1,093 424 829 13,861 20 947 4,265 6,601 1,120 220 1,097 302 cl (1) 186 715 244 2,530 (34) 828 1,014 1,517 (186) 2,332 (3,003) 5,172 4,501 1,066 2,374 3,465 1,171 2,749 5,545 5,076 13,669 (3,684) 5,498 4,379 9,797 4,878 (8,171) 5,084 2,976 2,306 1,959 10,300 6,284 1,267 7,821 15,111 3,162 18,685 5,611 17,408 18,900 12,873 6,397 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) 12,240 17.35 34.61 69.12 245.93 32.74 31.22 274.17 32.53 65.32 98.63 35.71 70.54 61.78 57.47 7.76 114.00 6.18 101.31 30.31 49.20 30.49 87.23 67.74 49.35 36.20 85.54 99.43 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.31 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.34 35.30 69.74 345.57 32.30 31.51 301.38 32.15 65.79 115.75 54.02 70.43 81.47 57.29 8.47 113.60 5.02 102.24 32.89 48.65 36.80 96.48 68.13 65.86 40.04 164.00 100.05 61.98 81.53 50.60 48.93 55.84 36.70 55.83 71.05 66.55 115.28 HN/AN/A 70.52 63.66 26.67 21.94 27.40 25.91 71.98 114.94 71.49 3.91 2.04 0.95 27.92 1.12 1.02 10.44 -1.10 1.09 20.34 41.91 0.16 28.27 0.41 13.50 -0.58 13.21 1.05 7.83 0.96 19.88 10.19 0.70 25.46 10.48 82.43 0.57 9.45 0.87 25.93 37.97 12.38 3.57 12.61 5.18 0.19 -0.03 25.05 13.36 9.68 39.59 0.76 8.74 13.80 20.13 3.06 31.31 1.45% 0.99% 0.94% 1.45% 1.22% 0.90% 0.95% 1.08% 0.65% 0.85% 1.22% 0.95% 1.13% 0.77% 0.67% 0.60% 1.42% 0.87% 1.09% 1.18% 1.04% 1.04% 0.83% 1.31% 1.01% 1.11% 1.08% 0.54% 0.52% 0.94% 0.92% 0.70% 0.96% 0.70% 0.96% 0.71% 0.70% 0.30% 0.84% 1.23% 0.95% 0.89% 1.06% 0.70% 0.73% 0.74% 0.61% EFTA00293013

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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 6,724 191 2,370 3,817 (134) 14 4,366 (0) 4,390 1,755 (9) 1,013 2,062 165 5,613 2,283 (211) 215 297 123 6,245 273 (17) (186) 1,444 119 1,506 567 239 1,110 207 (87) 1,545 (62) 534 41 514 338 2,214 34,477 243 1,037 (11) 2,172 719 13,908 4,052 12,305 8,377 8,122 6,715 9,889 595 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 (1,356) (7,004) 7,503 5,901 2,996 5,573 10,466 6,004 9,815 3,907 (3,621) 2,630 2,977 5,338 3,520 3,246 8,334 5,607 16,425 13,861 11,048 3,248 791 11,376 2,560 62.20 46.61 54.46 63.20 85.63 $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 23.74 18.77 143.99 62.42 12.27 66.69 71.50 14.82 44.06 33.54 120.94 31.89 32.65 59.78 21.32 22.32 24.02 48.98 49.51 5.63 16.17 28.27 92.28 48.82 64.95 92.00 84.24 HN/AN/A 74.00 31.67 76.81 80.47 81.82 17.41 47.30 36.77 17.25 75.03 71.26 63.80 56.07 104.28 39.38 25.65 64.56 42.80 5.15 23.95 19.51 182.91 65.80 12.76 74.23 75.28 15.17 69.94 32.85 133.04 32.26 33.21 63.47 22.60 25.32 83.78 50.06 65.32 5.55 19.26 36.21 43.76 4.30 23.55 36.96 -2.66 2.65 46.66 0.00 44.11 16.38 -0.22 15.31 28.05 32.69 39.37 31.56 4.85 3.60 6.18 4.27 73.91 3.72 “1.78 -5.50 20.23 1.27 4.37 26.02 8.31 4.91 14.92 4.90 2.39 37.50 “1.79 10.50 1.30 1.69 8.60 7.09 14.53 178.82 4.09 23.21 1.09 16.97 25.61 1.10% 1.10% 0.82% 1.23% 0.62% 0.08% 0.95% 2.55% 0.71% 1.08% 1.10% 0.68% 1.14% 0.92% 1.05% 0.77% 0.49% 0.84% 0.95% 0.72% 0.92% 0.83% 0.72% 0.48% 0.95% 0.72% 0.91% 1.04% 0.65% 0.81% 0.76% 1.08% 1.01% 1.57% 1.17% 0.95% 0.89% 1.01% 0.72% 0.85% 0.93% 1.39% 0.54% 1.38% 1.28% 1.13% 1.10% EFTA00293014

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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 5,228 6,612 376 821 2,687 6,387 1,276 (56) 1,361 59 1,286 312 3,311 245 130 2,922 140 4,523 3,969 821 261 493 188 176 305 3,647 692 (144) 102 2,475 1,043 11,119 6,980 105 (117) 168 2,625 6,842 1,051 4,371 1,755 7,915 6 12,428 13,671 4,319 5,466 4,882 13,333 6,110 11,930 6,863 1,529 7,064 (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 1,210 2,016 (1,666) 4,470 6,808 2,297 17,711 14,148 3,466 (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 47.34 66.67 40.79 61.10 25.14 10.86 5.50 184.74 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 58.38 122.48 192.19 47.00 61.33 59.29 47.01 8,212.58 183.43 94.88 161.77 28.68 43.22 44.37 12.38 96.89 35.61 1,218.60 164.65 27.94 24.46 55.30 80.10 44.79 93.81 29.81 10.48 6.56 183.45 40.18 24.57 3.05 13.24 13.32 81.98 145.20 49.74 91.10 57.33 110.19 32.60 37.78 85.89 85.00 205.49 1.36 58.43 164.53 208.78 48.08 83.62 86.21 76.52 12,264.05 188.98 96.47 177.24 34.20 57.43 50.54 19.14 4N/AN/A 132.85 35.66 47.90 66.79 7.40 3.66 16.21 31.41 10.50 82.83 17.88 1.51 34.87 0.99 9.69 3.75 49.02 3.00 1.57 30.85 3.44 42.27 43.05 11.91 4.98 8.81 3.95 1.27 10.21 4.95 §1.21 0.09 31.17 4.68 2.87 25.55 40.89 49.41 47.14 3.23 3.68 10.81 24.98 41.28 12.91 52.58 11.02 51.54 0.23 0.88% 0.72% 1.18% 0.79% 1.04% 0.64% 0.93% 0.65% 1.04% 2.41% 0.55% 0.71% 1.22% 0.85% 1.21% 1.38% 1.30% 0.68% 0.87% 1.08% 0.73% 0.81% 0.66% 0.83% 0.68% 0.88% 0.87% 0.76% 1.01% 0.92% 1.10% 1.84% 0.80% 1.42% 1.11% 1.27% 1.05% 0.94% 0.46% 0.88% 0.77% 0.80% 1.08% 1.04% 1.14% 0.72% 0.70% EFTA00293015

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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 (129) 1,390 139 578 784 16 1,598 3,884 2,361 738 2,201 939 4,195 (81) 5,824 1,615 1,204 4,491 5,051 73 197 1,097 71 373 332 1,234 2,789 (20) 335 373 4,802 42 1,663 669 547 (65) (60) 8,300 563 1,197 2,179 1,543 6,364 (171) (8) 192 11,917 (2,683) 9,350 1,649 7,177 7,645 6,672 (3,058) 14,649 (7,392) 9,821 12,114 3,822 4,498 3,696 18,291 7,721 9,590 15,510 (5,180) 3,253 4,131 7,418 4,632 (2,814) (2,795) 3,043 13,710 (1,412) (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 (3,814) 2,548 4,593 106.02 45.85 48.80 27.57 34.82 197.70 31.16 21.94 72.62 34.95 69.64 11.82 62.73 3.96 76.17 63.81 39.08 80.49 65.07 4.43 167.89 12.56 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 73.55 75.48 109.11 48.05 56.06 29.88 37.63 217.97 31.23 10.47 91.87 23.79 74.87 13.97 78.15 7.66 74.53 84.12 47.25 90.60 83.91 0.11 171.64 13.16 38.23 95.70 11.54 12.22 1,343.92 255.69 79.43 5.79 6.12 31.84 78.02 34.93 79.85 80.67 33.20 33.21 22.83 168.01 77.49 128.63 75.05 90.33 49.80 73.31 78.64 3.83 AST 14.93 7.14 8.64 16.55 0.25 23.87 39.11 17.35 8.98 28.05 26.99 60.75 2.61 45.25 16.16 10.86 43.80 21.05 2.00 5.40 22.24 1.91 9.24 8.36 30.62 23.59 2.21 8.38 8.73 27.11 1.15 17.44 8.26 7.29 1.86 1.56 64.92 10.55 19.69 18.25 16.23 49.82 6.58 0.42 5.15 0.76% 1.05% 1.00% 1.18% 0.93% 0.62% 0.95% 2.19% 0.68% 1.84% 0.84% 0.65% 0.91% 1.54% 0.84% 0.70% 1.29% 1.16% 0.66% 4.63% 1.12% 0.88% 0.67% 0.81% 1.43% 1.42% 1.33% 0.86% 0.65% 1.37% 1.37% 0.81% 0.77% 0.85% 0.80% 0.98% 1.05% 1.09% 1.22% 0.57% 1.01% 0.74% 0.76% 0.64% 0.68% 0.78% 0.81% EFTA00293016

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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 260 (3) 243 775 203 274 267 7,382 29 623 525 (101) (143) (12) 2,806 1,742 1,378 1,001 294 (3) (5) 1,703 203 277 (26) (6) 412 (7) 657 (131) 528 (24) 13 20 1,225 2,967 70 9,662 443 (87) (24) 776 4,065 2,464 4,580 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 7,836 11,259 8,908 6,528 (7,260) 544 3,552 9,709 (5,283) 6,281 3,457 4,576 6,518 4,606 5,950 (8,069) (8,522) 4,716 3,512 3,406 (10,717) 9,492 6,561 4,427 (5,170) 10,218 4,406 (6,953) 3,828 (7,398) 4,994 34.51 36.79 37.36 292.33 60.05 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 8151 8157 74.44 44.08 114.69 114.81 79.94 644.51 42.50 159.97 80.14 22.30 25.39 68.60 33.28 84.31 33.29 24.71 359.52 34.31 44.82 15.60 15.48 63.57 46.31 4.59 7.62 117.86 63.59 57.66 43.75 83.64 5.65 119.45 36.72 36.75 39.35 340.30 62.16 57.33 56.96 305.00 65.53 47.89 102.08 9.06 9.10 79.97 79.96 71.33 59.87 132.43 132.58 92.19 618.39 42.24 159.73 94.19 21.44 26.51 68.09 33.23 89.65 33.24 27.44 365.35 32.18 44.59 15.66 15.57 56.30 60.79 4.63 7.72 116.49 123.72 63.45 44.30 83.13 5.58 138.02 7.90 0.13 6.05 8.69 3.99 3.59 3.74 52.16 0.89 2.42 2.05 10.45 9.20 -2.68 2.70 3.91 37.25 19.71 19.70 18.48 4.31 1.40 0.21 22.30 3.33 4.64 -0.67 0.21 6.82 -0.24 12.74 1.59 7.81 1.04 0.50 0.66 13.86 36.68 1.57 1.70 1.44 105.23 11.83 “1.98 -0.81 1.92 17.65 0.81% 0.83% 0.88% 1.89% 0.88% 1.33% 1.44% 0.83% 0.69% 0.96% 0.74% 0.82% 1.07% 0.72% 0.75% 1.11% 0.96% 0.78% 0.79% 0.83% 0.94% 0.44% 0.71% 0.79% 1.15% 0.95% 1.12% 0.67% 0.93% 0.68% 0.87% 1.02% 0.79% 0.49% 0.73% 0.88% 0.82% 0.85% 0.68% 0.77% 0.81% 0.90% 0.85% 0.63% 0.77% 0.70% 0.88% EFTA00293017

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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 (23) 4,212 3,307 12,205 10,953 24,080 346 5,489 320 5,158 2,431 5,391 (140) (2,960) (238) (6,295) 1,773 10,037 1,051 10,100 2,894 14,806 2,520 14,238 6,281 15,190 4,039 3,914 287 (3,908) 316 (4,586) 4,035 7,376 223 2,668 445 4,244 251 4,554 181 4,510 962 6,826 900 1,611 1,040 1,880 574 5,134 295 (7,247) 219 (6,121) 81 3,018 (54) 4,743 2,280 10,067 2,211 10,369 (19) 801 (297) (5,199) 715 10,902 2 (2,238) 279 1,282 29 5,221 229 6,394 Current Portfolio - Global Macro Portfolio | seaty | enn SPX Index 16,659 62,272 NDX Index 13,983 46,686 RTY Index 14,047 39,938 65.11 34.93 29.17 19.43 19.51 5.58 39.29 38.14 64.08 161.98 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 75.03 31.30 90.48 30.64 72.83 291.95 1,455.70 2,831.19 868.48 64.76 44.39 42.43 20.66 20.72 8.10 41.14 39.58 75.40 178.83 95.48 40.86 115.98 227.25 13.97 14.01 86.48 28.38 96.42 4.12 41.08 260.99 144.86 144.75 96.63 38.69 46.40 30.24 38.58 46.07 90.16 73.29 33.09 96.42 HN/AN/A 37.30 73.24 302.39 Current Price (in USD) 1,845.12 3,679.14 1,173.95 0.71 32.75 66.84 6.98 8.93 32.78 5.16 4.08 20.54 13.15 31.70 28.28 50.63 105.68 5.39 4.99 55.73 9.98 8.78 3.78 2.64 10.94 49.66 55.98 19.97 4.55 4.20 2.91 1.37 34.72 20.50 3.83 “8.45 8.87 0.04 17.37 0.58 4.75 P/Lin Vol Days 38.07 36.35 37.12 0.77% 0.83% 0.68% 0.90% 0.69% 1.38% 0.91% 0.93% 0.86% 0.79% 0.62% 0.63% 0.82% 0.98% 1.36% 1.38% 0.98% 0.84% 1.20% 1.46% 1.52% 1.29% 1.12% 0.99% 0.56% 0.90% 0.85% 0.92% 0.82% 0.65% 1.04% 0.62% 0.68% 0.74% 2.26% 1.25% 0.96% 0.75% 30P Realized Vol 0.70% 0.82% 0.95% EFTA00293018

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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 60 1,589 2,104 (165) 4,340 9,428 1,587 8,670 7,368 5,500 6,263 26,790 4,855 5,832 6,973 9,703 12,347 9,086 2,404 4,167 6,946 1,880 5,189 2,167 5,668 8,446 184 3,428 12,673 7,027 10,176 7,143 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 38,422 43,402 24,891 24,289 40,099 35,800 42,240 44,003 39,715 38,048 40,933 22,162 28,102 17,693 22,138 (15,948) 21,208 (16,223) 14,214 15,574 (33,700) 16,497 12,591 73,231 (6,119) 4,214 14,269 3,717 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 22,076.65 765.95 10,288.22 10,610.77 5,625.44 11,492.37 8,201.97 23,059.74 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 190.67 3,213.33 1,246.19 84.29 41.62 3,915.86 330.60 139.54 2,903.21 344.53 1.82 4,825.68 444.47 40.76 67.67 184.03 41.19 15.57 38.65 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,803.63 2,951.73 20,014.53 743.73 11,405.57 13,338.55 6,070.89 14,085.49 9,594.28 28,154.70 10,096.62 7,083.19 7.49 551.14 4,182.96 2,059.96 133.54 10,403.83 211.36 3,689.84 1,735.39 91.45 41.43 3,959.78 337.35 147.33 2,875.52 332.13 1.83 4,906.22 640.78 38.98 67.78 247.90 41.31 21.51 40.40 35.99 $1.61 41.91 65.93 87.67 46.20 59.10 465.35 705.89 421.75 0.54 6.55 7.24 1.29 17.67 40.53 13.36 28.24 32.53 32.04 26.01 90.49 22.02 23.21 27.30 36.47 35.33 29.01 15.29 17.51 28.57 12.12 0.50 1.29 -2.50 4.01 “1.17 4.29 0.77 2.37 96.41 4.40 0.31 40.27 1.48 44.63 8.20 24.52 42.43 2.19 49.83 5.14 27.98 63.32 29.10 38.38 21.69 0.58% 0.93% 1.29% 2.32% 0.61% 0.63% 0.59% 0.80% 0.52% 0.69% 0.99% 0.74% 0.62% 0.59% 0.58% 0.67% 0.92% 0.77% 0.71% 0.85% 1.37% 0.70% 0.90% 0.87% 0.81% 1.39% 0.82% 0.84% 0.75% 0.71% 0.46% 0.99% 0.52% 0.86% 0.20% 0.85% 0.55% 0.69% 0.83% 0.59% 0.83% 0.85% 0.82% 0.82% 0.56% 0.93% 0.70% EFTA00293019

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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 5,374 1,536 12,787 5,208 457 26,371 3,541 2,677 9,780 431 1,020 13,318 23,239 6,272 6,843 (25) 812 (138) 861 5,855 1,261 2,779 6,583 12 915 653 1,128 648 2,476 3,277 2,439 2,858 2,044 29,328 6,858 2,346 9,166 2,256 (413) 985 1,172 (438) 3,065 765 33,735 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 20,335 29,339 35,766 39,247 18,463 39,315 9,392 (20,150) (24,622) 23,341 16,608 (16,505) 53,418 11,965 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 64,350 67,610 66,540 65,370 66,681 78,270 54,111 65,372 50,187 60,407 (27,378) 22,143 (33,149) (21,138) 60,555 56,841 352.10 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 158.95 3,698.47 4,973.47 22.78 108.90 98.21 3.77 110.01 220.12 759.73 1,269.35 209.03 1,457.62 822.10 167.43 219.11 354.64 473.36 346.05 1,664.46 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 1,489.15 408.19 464.78 320.59 571.26 678.84 872.18 1,043.06 394.72 472.06 813.88 449,92 358.35 273.93 212.95 4,342.17 4,960.17 21.86 109.51 101.83 5.10 101.60 231.57 759.93 1,183.33 208.85 1,440.76 813.10 165.38 217.63 368.29 496.30 358.73 1,737.23 1,273.69 463.17 1,817.12 1,364.82 463.93 752.74 338.35 439.01 80.19 461.49 1,050.75 1,509.20 26.90 8.26 57.61 27.97 3.69 68.81 19.89 21.20 28.64 2.91 6.44 59.41 88.78 33.55 27.88 -0.56 4.01 -0.99 4.71 7.60 11.42 47.88 0.20 20.00 0.18 2.68 2.77 4.50 3.04 12.72 16.78 12.48 14.82 10.11 123.26 36.87 12.22 55.50 11.40 3.17 8.61 3.91 -7.08 14.66 3.95 0.59% 0.63% 0.77% 0.66% 0.68% 0.63% 0.69% 0.71% 0.84% 0.73% 0.54% 0.63% 0.67% 1.01% 0.62% 0.47% 1.01% 0.56% 0.78% 4.64% 0.67% 0.11% 0.13% 0.34% 0.48% 0.43% 0.40% 0.27% 0.22% 0.30% 0.29% 0.29% 0.30% 0.30% 0.30% 0.34% 0.29% 0.33% 0.33% 0.48% 0.52% 0.90% 0.29% 0.35% 0.34% EFTA00293020