Atorus, LLC 3/4/2014 Current Date: Total Aum since 1/4/22: pecvioncmemen] 712M Return: Day 130 Day Return: | 12.0496) (+MTM) on Day Current Long Exposure @ Cost: Ss Current Short Exposure @ Cost: | (1,035,433) ion Day Sarg Cot poston | aa Starting Capital: Positions: Current NAV: Current Leverage | s.09 Profit Factor: Win Ratio: 124M (+) 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. Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically 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 T St gh gh 8 EFTA00293021

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Atorus, LLC 3/4/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MT) Percentile MTM Gains % NAV) | Security | Notional |X of Total Notional | Security _| MTMGain | % Total NAV | 26 Positions | 26.11%] 50 Positions INDEXCF Index (18,109) 0.31% PSI20 Index 6,337 0.34% XAG Curncy (20,150) 0.35% SXSE Index 6471 0.35% NO_TSY CREDIT (21,902) 0.38% QQQ US Equity 6,504 0.35% IBOV Index (22,524) 0.39% HON US Equity 6,587 0.35% CO1 Comdty (24,622) 0.43% UTX US Equity 6,593 0.35% MEXBOL Index (26,146) 0.45% MAERSKB DC Equity 6,629 0.36% ZA_TSY CREDIT (33,149) 0.58% DAI GR Equity 6,736 0.36% SHCOMP Index (33,700) 0.59% CA_TSY CREDIT 6,770 0.36% GB_TSY CREDIT 56,841 0.99% SXXP Index 6,773 0.36% JP_TSY CREDIT (59,678) 1.04% ROG VX Equity 6,780 0.36% DK_TSY CREDIT 60,407 1.05% ACA FP Equity 6,989 0.37% CH_TSY CREDIT 60,555 1.05% SMI Index 6,991 0.37% SXDP Index 61,075 1.06% GS US Equity 6,997 0.37% SPX Index 62,272 1.08% CMCSK US Equity 7,078 0.38% DE_TSY CREDIT 66,681 1.16% IT_TSY CREDIT 7,490 0.40% FR_TSY CREDIT 69,707 1.21% AMGN US Equity 7,531 0.40% AT_TSY CREDIT 71,796 1.25% BMY US Equity 7,641 0.41% BE_TSY CREDIT 71,817 1.25% MMM US Equity 7,822 0.42% NL_TSY CREDIT 72,937 1.27% BEL20 Index 7,892 0.42% STBCNZL Index 73,231 1.27% MDT US Equity 7,937 0.43% FI_TSY CREDIT 74,240 1.29% ASE Index 7,997 0.43% IE_TSY CREDIT 78,270 1.36% IBEX Index 8,068 0.43% AU_TSY CREDIT (79,133) 1.37% PRU LN Equity 8,327 0.45% MY_TSY CREDIT (92,252) 1.60% HEX Index 8,484 0.45% SG_TSY CREDIT (95,749) 1.66% DAX Index 8,841 0.47% CA_TSY CREDIT (97,153) 1.69% XLY US Equity 8,934 0.48% BAYN GR Equity 9,472 0.51% BAC US Equity 9,592 0.51% ES_TSY CREDIT 9,646 0.52% SXOP Index 9,659 0.52% TMO US Equity 9,893 0.53% LUXXX Index 9,995 0.54% SXAP Index 10,062 0.54% BA US Equity 11,354 0.61% TYC US Equity 11,680 0.63% MA US Equity 11,823 0.63% KFX Index 11,920 0.64% SXIP Index 12,268 0.66% SXMP Index 12,355 0.66% XLV US Equity 13,312 0.71% EFTA00293022

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CELG US Equity 13,556 0.73% NDX Index 14,655 0.78% RTY Index 15,643 0.84% SPX Index 17,890 0.96% SXTP Index 23,830 1.28% SXDP Index 25,705 1.38% ISEQ Index 25,931 1.39% 1E_TSY CREDIT 30,027 1.61% STBCNZL Index 32,687 1.75% GILD US Equity 34,044 1.82% APAC Long APAC Short EMEA Long AMER Long EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short ‘otal Long otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites,G20Gov. Credit) = $2,000,000 @ APAC Long $1,500,000 @ APAC Short =| EMEA Long secede m EMEA Short m AMER Long $500,000 m AMER Short $- ® EquityCom Long ® EquityCom Short $(500,000) © G20 Rates Long ® G20 Rates Short $(1,000,000) EFTA00293023

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Atorus, LLC 3/4/2014 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 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 en AP AC ee EMEA 1,000,000 AMER ——Equitycom err G20 Rates T T T T T T T CT Bc oy SY SY oY oY SY CALARTS ETN ETN CC aN NAN NN oh . a7 a7 vv av Sy oS Sk OS GE A gh gh at ot st o Fe A\e Ae EFTA00293024

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Atorus, LLC Current Gross Notional Risk by Category 3/4/2014 243,468 583,862 m APAC m= EMEA m= AMER = EquityCom = G20 Rates T a7 o) s) ww ny 0.75 + - - r r Sh gh gh wv ) cP” VP” VP” vf © Ph gh 7 RS Rolling 30 Day Realized Volatility - Atorus Re T T > SY iv vy » T ag ) Sy iv AN T &® — MSCIWorld ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% —— Rolling30DayRe alizedVol EFTA00293025

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Atorus, LLC 3/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 0.00 r ’ Lat ah ah at at at tt tt tt ot oh oh oh FPPC SO OL LL MK H 5 3 ao) S 0) % % MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00293026

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Atorus, LLC 3/4/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day) M™ — Exp. @ Cost (in USD) 000270 KS Equity (4,506) 51.62 52.19 -1.08 1.02% (18.67) 005380 KS Equity 84 1,799 217.13 227.25 3.66 1.27% (2.98) 005490 KS Equity 255 (3,782) 273.49 255.07 7.27 0.93% 75.34 005930 KS Equity 267 (6,558) 1,285.62 1,233.28 452 0.90% 23.94 012330 KS Equity 855 5,282 244.69 284.31 12.57 1.29% (100.31) 1 HK Equity 190 5,310 15.28 15.83 4.13 0.87% 101.66 1299 HK Equity 16 3,412 4.82 4.84 0.47 1.00% 7.80 13 HK Equity 2,678 12,243 11.40 13.90 22.23 0.98% 355.28 16 HK Equity 251 (9,935) 12.66 12.34 3.50 0.72% 89.01 27 HK Equity 3 123 9.68 9.94 1.24 2.14% (0.54) 2914 JP Equity 276 (4,719) 32.47 30.57 4.28 1.36% 50.59 3382 JP Equity (5) 3,411 37.70 37.65 0.11 1.33% 41.84 4063 JP Equity 55 (4,536) 56.40 55.72 0.91 1.33% (9.34) 4502 JP Equity 19 2,102 46.69 47.12 1.25 0.73% (10.07) 4689 JP Equity (3) 1,082 6.06 6.04 0.21 1.50% (12.96) 5 HK Equity (49) 1,929 10.73 10.46 3.17 0.80% (2.55) 5108 JP Equity (31) 3,498 36.35 36.04 -0.66 1.32% 44.96 5401 JP Equity 146 (3,709) 2.99 2.87 2.64 1.49% (20.25) 6301 JP Equity (46) (3,515) 20.64 20.90 0.89 1.47% (1.18) 6752 JP Equity 1,726 4,145 9.01 12.77 14.89 2.80% 165.60 6902 JP Equity 2,338 9,730 41.48 51.44 18.40 1.31% (176.07) 6954 JP Equity 432 6,393 157.65 168.31 4.25 1.59% (34.00) 7201 JP Equity 25 (3,743) 8.85 8.79 0.54 1.22% 14.01 7203 JP Equity 42 (3,073) 57.44 56.66 1.10 1.24% 0.14 7267 JP Equity 40 (4,885) 36.43 36.13 0.68 1.21% (11.52) 762 HK Equity 249 (4,155) 1.43 1.35 5.75 1.04% 45.99 7751 JP Equity 170 (6,865) 31.44 30.66 2.24 1.11% (34.43) 8031 JP Equity (8) 1,806 15.31 15.24 -0.40 1.12% 11.15 8058 JP Equity (54) 3,003 19.27 18.93 “1.53 1.18% (5.07) 8306 JP Equity 72 (2,979) 5.88 5.74 1.74 1.40% (10.19) 8316 JP Equity 106 (2,505) 45.91 43.98 2.64 1.60% (7.91) 8411 JP Equity (61) 1,510 2.12 2.03 3.11 1.30% (3.48) 8604 JP Equity 48 (2,467) 6.76 6.63 1.35 1.43% 7.60 8801 JP Equity 103 (2,516) 31.09 29.82 2.56 1.59% (43.28) 8802 JP Equity 118 (3,308) 24.73 23.85 2.37 1.50% (105.92) 9020 JP Equity 50 (3,967) 77.53 76.56 1.15 1.10% 18.42 941 HK Equity 829 (11,351) 10.25 9.50 11.36 0.64% 45.58 9432 JP Equity 277 6,077 53.19 55.62 3.24 1.41% 82.06 9433 JP Equity 3,897 9,476 42.13 59.46 23.90 1.72% (91.80) 9437 JP Equity (209) (5,749) 15.71 16.28 3.36 1.08% 1.97 9983 JP Equity (164) 3,177 368.09 350.00 -3.28 1.57% 30.75 EFTA00293027

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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 1,183 189 864 674 205 66 66 125 132 (31) (32) 6,989 136 816 98 167 1,583 33 126 4,653 2,900 2,177 7,531 752 3,741 24 216 (336) 2,970 4,587 4,033 4,483 11,354 9,592 (245) 1,119 190 (284) 9,472 (26) 731 571 (9) 1,245 (50) (262) 108 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 1,201 1,221 5,408 3,677 9,052 1,193 4,556 8,620 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) 2,022 5,723 (6,644) 6,397 3,695 42.69 518.25 23.59 23.63 49.49 7.25 102.03 38.87 20.94 20.94 6.83 93.86 77.04 72.36 62.74 108.65 135.51 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.48 82.74 81.31 71.56 49.80 50.40 49.96 79.84 8.82 4.40 97.30 52.24 66.82 76.64 12.96 64.49 10.09 43.17 17.69 52.08 72.77 530.71 25.55 25.46 51.39 7.18 #N/A N/A 103.93 40.12 20.41 20.41 15.67 97.34 83.98 78.28 65.04 128.61 136.49 50.19 72.76 173.91 173.95 125.58 81.68 363.97 28.67 80.14 85.61 92.06 67.82 67.82 67.97 130.34 16.60 4.21 112.15 54.62 69.18 138.37 #N/A N/A 11.55 #N/A N/A 64.20 12.29 43.50 17.00 53.60 39.03 2.45 7.80 7.09 3.36 0.60 0.66 2.05 3.76 1.62 1.53 101.05 5.09 11.33 11.59 5.84 20.05 0.87 2.83 58.67 36.70 36.77 29.06 8.37 18.89 0.83 2.90 5.98 29.12 37.13 35.14 35.52 50.15 99.11 3.85 16.36 444 5.52 78.12 0.69 7.77 5.84 0.44 18.76 1.21 -3.19 2.38 1.81% 0.98% 1.06% 1.09% 1.14% 1.53% 1.45% 0.91% 0.86% 1.61% 1.69% 1.28% 0.73% 0.80% 0.71% 0.63% 0.92% 0.83% 1.11% 1.22% 1.05% 1.03% 1.13% 0.84% 1.40% 0.80% 1.08% 0.88% 0.98% 0.97% 0.98% 1.02% 1.26% 0.89% 1.20% 0.93% 1.03% 0.64% 1.03% 1.89% 1.39% 1.35% 1.04% 1.16% 0.63% 1.28% 1.23% (16.17) 65.52 264.53 175.86 138.78 (173.71) 125.37 98.98 (15.92) (17.56) 224.61 35.79 198.36 25.93 86.80 196.65 65.14 70.66 233.57 54.67 33.76 310.02 604.30 398.81 97.01 131.61 97.09 (45.83) 354.87 (102.95) 26.18 135.12 (23.46) 120.45 104.03 EFTA00293028

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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 (157) (162) (34) 425 (36) 107 141 (25) 759 7,641 24 1,687 (38) 558 175 1,662 119 315 (15) 377 1,157 (80) 463 701 13,556 (29) 1,271 207 4,607 7,078 1,254 246 1,218 513 7 50 183 876 217 2,248 (7) 1,146 827 1,704 (236) 1,878 (3,003) 6,689 4,501 1,066 1,181 3,723 1171 2,200 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 4,878 (8,171) 6,846 2,976 2,176 1,959 10,300 6,284 1,267 7,821 15,111 3,973 18,685 5,611 17,408 18,900 12,873 6,397 12,425 6,077 (7,980) 7,226 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,240 17.35 34.31 69.12 245.93 32.53 31.43 274.17 32.42 65.44 98.63 35.71 70.54 61.78 57.47 7.76 114.00 6.18 102.05 30.31 48.95 30.49 87.23 67.72 49.35 36.20 85.54 99.45 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.67 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.26 33.50 68.60 343.95 31.56 32.33 307.19 32.06 65.47 113.37 55.67 70.08 80.74 56.98 8.20 118.08 4.93 103.82 33.52 48.62 36.35 97.02 66.87 67.39 39.45 162.27 98.72 63.00 84.16 51.40 49.84 56.38 36.84 56.32 73.40 66.58 116.47 AN/A N/A 72.13 62.90 25.86 21.82 28.30 26.42 73.11 115.63 69.26 -3.57 2.52 0.85 26.12 2.50 3.25 11.28 “1.17 0.05 15.52 40.71 0.66 26.83 1.11 7.97 5.24 12.65 1.82 8.65 0.62 18.02 10.75 1.68 26.38 7.67 74.52 0.72 10.70 5.94 29.19 40.31 15.06 3.94 15.26 9.15 0.13 0.97 22.97 15.56 7.13 29.09 0.15 13.16 10.37 20.97 4.08 21.84 1.47% (26.80) 0.96% 31.01 0.88% 27.49 1.53% 31.52 1.22% 25.43 0.88% 66.11 1.07% 33.00 0.96% 28.32 0.71% 62.27 0.96% 37.29 137% 936.38 0.98% (72.62) 1.14% 152.72 0.78% 30.51 0.71% (53.62) 0.68% 100.74 1.61% (180.92) 0.95% 98.05 1.23% 79.42 1.11% 36.81 1.07% 31.72 1.05% 110.86 0.76% 50.33 1.39% 41.49 1.17% 164.18 1.20% 374.74 1.02% 43.49 0.64% 258.90 0.62% 47.01 0.91% 199.97 0.93% 311.89 0.65% 50.85 0.98% (4.50) 0.64% 51.18 0.92% 100.96 0.69% (19.66) 0.71% 40.85 0.33% 0.89% 101.15 1.48% 73.15 1.15% 200.56 0.89% (63.52) 0.98% 263.30 0.76% 28.56 0.79% 74.23 0.71% (45.40) 0.70% 124.63 EFTA00293029

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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 FOX US Equity FOX US Equity FOXA US Equity FP FP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 6,736 85 2,852 3,972 97 (3) 4,224 (7) 4,313 1,925 1,435 2,428 165 5,012 2,794 (76) 278 582 376 6,255 679 (12) (263) 1,335 1,853 860 205 1,295 128 (129) 1,458 (13) 693 92 105 659 169 1,948 34,044 410 985 (14) 2,261 769 13,908 4,052 12,305 8,377 8,122 6,715 9,889 1,190 14,097 9,908 3,650 9,735 6,446 547 13,640 9,931 (8,822) 7,132 6,030 6,969 9,189 9,291 (542) (5,603) 7,503 7,309 2,996 5,573 10,799 6,004 9,815 5,260 (3,621) 2,630 2,977 5,338 3,520 3,246 8,334 4,486 13,140 13,861 13,333 3,248 (1,085) 11,376 2,560 62.20 46.61 54.46 63.20 85.65 51.34 31.45 58.57 68.36 82.02 15.77 35.84 28.24 12.22 61.08 69.60 61.93 53.80 103.68 23.45 24.95 63.75 41.70 4.32 23.75 18.77 143.99 62.55 12.27 66.69 72.48 14.82 44.06 33.56 120.94 31.89 32.65 59.78 21.32 22.32 24.02 49.12 49.51 5.49 16.17 28.27 92.33 47.59 67.08 93.17 86.67 #N/A N/A 73.26 31.26 76.48 81.65 83.91 18.10 49.33 36.78 16.71 78.27 70.20 64.34 58.99 109.27 39.41 26.77 65.20 43.66 5.09 23.95 18.81 191.85 67.53 12.69 75.49 74.24 15.34 68.48 33.41 136.64 32.73 33.71 64.50 22.12 25.62 83.03 50.63 64.52 5.56 19.39 36.76 39.43 2.04 25.61 35.02 1.75 0.57 41.18 0.24 44.95 16.92 1.99 16.74 30.51 27.46 32.63 34.82 “1.75 4.97 9.21 6.77 68.05 8.37 -2.97 7.75 15.75 1.05 0.22 32.36 10.95 3.66 16.94 2.18 -3.66 34.26 0.37 13.41 3.10 3.44 9.77 3.81 15.65 186.73 5.05 19.97 1.02 17.90 26.75 1.23% 543.89 1.03% 35.42 0.90% 276.74 1.35% 492.89 0.68% (16.90) 0.07% 1.04% 180.27 2.58% 20.67 0.68% 198.36 1.15% 306.78 1.16% 77.53 0.88% 184.93 1.23% 178.18 1.10% 13.56 1.13% 223.58 0.81% 89.72 0.50% 13.43 0.78% 5.23 1.05% 99.16 0.80% 111.97 1.00% 127.36 0.87% 235.73 0.77% (6.76) 0.61% (183.94) 1.13% 196.08 0.78% 86.24 1.01% 29.38 1.03% 57.13 0.73% 69.35 0.93% 39.25 0.78% 113.05 1.12% 75.62 0.97% (43.35) 1.62% 70.58 1.21% 49.10 0.97% 154.27 0.85% 60.03 0.94% 58.32 0.81% 95.84 0.99% 59.89 0.95% 329.84 132% 796.32 0.61% 228.14 1.52% 113.63 1.24% (28.14) 1.11% 268.76 1.12% 57.24 EFTA00293030

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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 5,156 6,997 415 413 1,003 3,260 574 6,587 1,349 (39) 1,410 (84) 1,587 330 3,253 305 3,092 157 4,391 4,328 776 302 602 95 161 244 3,664 47 706 (43) 354 2,850 1,171 11,823 6,629 (19) (8) 209 2,639 7,937 1,140 4,350 1,862 7,822 175 12,428 13,671 4,874 5,466 5,408 13,333 6,110 11,930 6,863 1,522 7,289 (8,393) 10,924 9,784 5,653 (5,909) (6,366) 14,011 (4,648) 9,883 12,630 8,516 7,934 (7,123) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 (666) 7,158 6,808 2,297 17,711 14,148 3,466 (6,973) 1,949 13,641 20,811 7,556 8,003 13,445 21,331 5,153 857.75 110.98 25.93 23.77 48.07 66.67 40.79 61.10 25.14 10.79 5.53 184.74 35.95 23.81 1.92 13.81 67.84 149.71 34.13 69.31 52.29 106.69 34.96 38.83 84.93 78.04 198.03 0.89 58.84 122.48 192.19 48.22 61.33 59.29 47.01 8,212.58 183.43 94.88 162.99 28.68 43.22 44.37 12.38 96.89 35.86 1,213.64 167.77 28.14 25.57 56.99 82.97 44.62 94.83 30.08 10.52 6.60 186.59 41.17 24.61 3.03 13.10 #N/A N/A 82.80 144.64 49.29 93.07 57.05 110.75 32.01 38.30 87.32 84.41 204.00 1.36 59.81 165.37 204.50 50.60 87.00 89.51 78.39 12,060.56 182.42 94.99 180.49 34.23 59.71 51.06 19.10 #N/A N/A 132.42 37.08 45.95 61.87 10.56 7.00 16.57 30.91 9.31 83.97 20.44 “2.77 31.19 “1.45 13.08 4.97 48.20 3.39 1.09 30.59 3.19 37.88 41.91 10.64 481 9.08 1.96 2.81 8.45 3.60 50.63 1.93 32.45 “3.44 5.15 28.18 45.85 48.96 37.01 0.57 0.25 12.37 24.45 43.54 13.19 46.50 12.27 50.40 4.35 0.90% 0.83% 0.81% 1.08% 1.12% 0.79% 1.01% 0.66% 0.96% 0.93% 0.62% 0.69% 1.11% 0.68% 1.19% 1.52% 1.36% 0.72% 1.06% 1.17% 0.82% 0.86% 0.79% 0.93% 0.70% 1.00% 0.97% 0.84% 1.02% 0.86% 1.08% 1.86% 0.96% 1.49% 1.11% 1.36% 1.27% 0.97% 0.47% 0.87% 0.79% 0.88% 1.14% 1.17% 1.13% 0.73% 0.78% 190.43 413.41 92.80 106.79 64.26 85.35 254.10 163.04 25.36 75.03 (124.11) 261.82 64.18 92.65 (108.46) 367.60 26.08 (48.25) 55.06 226.59 286.81 173.26 228.81 4.49 95.84 EFTA00293031

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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 740 1,614 205 724 650 (30) 1,260 3,840 2,318 760 2,161 977 4,243 111 5,325 1,617 1,655 4,161 5,052 14 (53) 1,339 142 475 468 1,287 3,120 (27) 418 474 5,446 70 1,012 473 676 (98) (97) 8,327 701 1,031 2,539 1,779 6,504 311 (6) 172 11,917 11,018 1,649 7,177 7,645 7,534 (2,446) 14,649 (7,392) 9,821 12,114 5,145 4,498 4,672 18,291 9,444 9,590 15,510 (5,180) 3,253 4,555 7,533 4,632 (2,814) (2,795) 3,043 13,710 (1,083) (2,923) (3,123) 21,828 4,762 7,196 (10,166) 7,645 (3,323) (3,554) 10,521 9,413 6,030 16,099 12,547 19,920 4,186 4,217 5,192 106.02 49.85 27.57 34.82 197.70 31.14 21.94 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 167.89 12.58 33.38 94.24 13.30 13.87 956.05 212.47 78.56 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 $1.28 73.28 75.80 112.60 48.98 57.15 30.99 38.33 214.49 31.02 10.64 91.66 23.99 75.02 13.93 78.66 7.70 7.77 82.38 47.25 94.38 82.53 #N/A N/A 168.60 12.44 39.31 97.13 11.06 11.55 1,360.30 260.82 80.50 #N/AN/A #N/A N/A 32.61 78.47 34.71 81.49 81.94 33.53 33.55 22.86 170.34 75.70 131.16 76.30 90.81 55.09 73.17 78.31 7.59 15.80 11.05 11.14 12.29 0.47 27.15 32.93 16.47 9.54 25.33 20.52 61.35 2.49 35.49 13.15 14.92 33.92 21.47 0.38 1.13 22.85 3.68 10.87 10.58 30.76 23.29 3.58 9.66 10.18 28.86 1.80 13.74 5.25 10.23 3.48 3.10 61.18 12.22 17.12 20.21 15.90 49.93 7.62 0.18 3.92 0.82% 0.91% 0.93% 1.13% 0.91% 0.69% 0.85% 1.90% 0.80% 1.90% 0.81% 0.70% 0.93% 1.54% 0.95% 0.82% 1.30% 1.16% 0.79% 4.54% 1.12% 1.03% 0.78% 0.83% 1.55% 1.58% 1.37% 0.98% 0.69% 1.48% 1.49% 0.86% 0.82% 1.02% 0.89% 0.86% 0.85% 0.88% 1.29% 0.61% 1.00% 0.78% 0.89% 0.65% 0.98% 0.82% 0.85% 37.91 52.37 165.53 56.13 (31.62) (37.44) 90.51 339.96 (14.35) 51.20 167.36 (159.54) 117.15 (8.48) (5.13) 127.69 80.95 173.06 396.83 67.44 86.03 EFTA00293032

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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 230 (22) 201 890 (97) 162 213 6,780 (11) 174 (1) 508 461 (173) (228) (19) 2,544 1,595 1,195 1,022 313 (4) 108 1,395 256 416 (28) 411 (29) 766 (273) 541 42 (9) 313 3,121 (37) (23) 126 9,893 519 (102) 31 279 867 4,065 4,084 4,580 5,937 5,779 5,748 4,934 17,035 4,764 4,132 (6,174) 7,256 5,315 5,241 7,101 (3,129) 7,836 11,259 8,908 6,528 (7,260) (1,838) 4,487 9,709 (5,283) 6,281 (648) 4,576 6,518 4,606 5,950 (8,069) (8,928) 4,716 681 (10,717) 9,492 6,561 2,656 (5,170) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.63 37.36 300.82 60.03 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 81.46 81.52 71.25 44.08 114.69 114.81 79.94 644.51 42.25 160.18 80.14 22.30 25.39 66.43 33.28 84.31 33.29 24.71 359.52 34.20 44.82 15.48 63.57 46.31 4.59 7.62 117.86 63.59 59.06 43.75 83.58 5.65 120.22 36.46 36.43 39.00 345.93 59.04 56.27 56.37 297.47 64.98 48.78 103.69 8.93 9.00 78.85 78.98 71.69 58.40 130.93 130.21 92.45 616.70 42.33 164.04 91.65 21.22 27.07 66.43 33.08 89.63 33.09 27.89 371.69 32.13 45.22 15.19 15.27 61.72 61.54 4.56 7.55 115.00 125.16 64.33 44.39 84.13 5.44 140.13 6.93 0.67 5.09 8.66 1.84 2.39 3.02 43.98 0.31 4.16 0.02 7.65 7.94 4.18 “3.73 0.54 26.30 15.51 14.68 16.87 4.57 0.40 3.07 17.77 4.29 6.57 0.00 0.92 5.91 0.91 12.59 3.20 7.96 1.59 1.38 2.77 37.74 0.84 0.88 2.78 103.18 9.86 -2.13 0.85 4.18 19.27 0.82% 0.80% 0.86% 1.73% 0.92% 1.18% 1.43% 0.90% 0.72% 1.01% 0.92% 0.91% 1.09% 0.79% 0.86% 1.14% 1.23% 0.91% 0.91% 0.93% 0.95% 0.48% 0.79% 0.81% 1.13% 1.01% 1.22% 0.67% 1.07% 0.68% 1.02% 1.06% 0.76% 0.56% 0.85% 0.98% 1.05% 0.87% 0.67% 0.97% 0.87% 0.94% 0.90% 0.69% 0.77% 0.90% 0.86% 60.33 45.56 69.06 165.10 9.35 64.78 55.32 3.75 26.84 52.86 (154.28) 121.39 112.06 34.97 94.18 (58.91) 231.57 241.64 113.14 93.35 (4.20) (7.16) 76.96 (18.87) (119.25) 34.03 (13.36) (16.77) 164.47 (19.45) 113.16 (56.84) (82.56) 27.62 12.07 52.59 126.03 55.56 35.48 (65.49) 342.37 69.46 (56.60) 59.87 (80.00) 53.51 EFTA00293033

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TWX US Equity 139 4,212 65.11 67.27 3.64 0.91% $1.16 TXN US Equity 3,611 12,205 34.93 45.26 34.99 0.85% 237.82 TYC US Equity 11,680 24,080 29.17 43.31 67.29 0.72% 384.53 UBS US Equity 421 5,489 19.43 20.93 6.83 1.12% 100.30 UBSN VX Equity 355 5,158 19.51 20.85 7.17 0.96% 39.75 UCG IM Equity 2,029 5,391 5.58 7.68 26.90 1.40% 111.55 ULVR LN Equity (131) (3,722) 39.44 40.82 -3.96 0.89% (71.39) UNA NA Equity (210) (6,295) 38.14 39.41 -3.76 0.89% (111.17) UNH US Equity 2,221 10,037 64.08 78.26 26.26 0.84% 190.20 UNP US Equity 1,363 10,433 162.47 183.70 15.25 0.86% 298.85 UPS US Equity 3,163 14,806 79.87 96.93 37.74 0.57% 287.02 USB US Equity 2,716 14,238 34.71 41.33 28.14 0.68% 272.60 UTX US Equity 6,593 15,190 82.05 117.67 52.63 0.82% 220.38 V US Equity 3,950 3,914 111.85 224.71 107.93 0.93% 109.94 VALE US Equity 283 (3,908) 15.08 13.98 5.07 1.43% (35.18) VALE3 BZ Equity 276 (4,586) #N/A N/A 4.31 1.39% VIAB US Equity 4,108 7,376 55.90 87.03 54.20 1.03% 122.95 VIV EP Equity 220 2,668 26.19 28.35 8.68 0.95% 27.74 VMW US Equity 627 4,244 87.26 100.15 12.13 1.22% 258.29 VOD LN Equity (0) (1,146) 4.13 4.13 0.00 1.58% (14.66) VOD US Equity (2) (1,099) 41.28 41.38 0.14 1.60% (18.53) VOW3 GR Equity 843 6,826 228.75 257.01 8.47 1.46% 128.23 VRX CN Equity 919 1,611 92.95 145.97 45.62 1.25% 62.41 VRX US Equity 1,059 1,880 93.20 145.69 48.80 1.15% 63.51 VTIUS Equity 662 5,134 86.91 98.12 20.56 0.63% 96.64 VWO US Equity 267 (7,247) 40.33 38.85 3.61 1.02% (134.22) VZ US Equity 27 (6,121) 48.12 47.91 0.51 0.86% (83.72) WBC AU Equity 56 3,018 29.45 30.00 247 0.86% 33.71 WES AU Equity (96) 8,616 38.64 38.22 “1.42 0.79% 45.25 WFC US Equity 2,437 10,067 37.56 46.65 37.01 0.65% 154.04 WLP US Equity 2,300 10,369 7431 90.79 22.46 0.99% 165.11 WMT US Equity 29 4,005 74.59 75.12 1.05 0.68% 56.30 WOW AU Equity (185) (6,932) 31.30 32.14 “3.59 0.74% (94.70) XOM US Equity 79 10,902 90.48 96.45 851 0.77% 112.08 XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 370 1,282 30.64 39.47 21.05 1.37% 56.32 YUM US Equity 128 5,221 72.83 74.62 2.60 0.95% 88.51 ZURN VX Equity 234 6,394 291.95 302.65 4.53 0.81% 31.24 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 17,890 62,272 1,455.70 1,873.91 41.56 0.69% NDX Index 14,655 46,686 2,831.19 3,719.93 41.18 0.76% RTY Index 15,643 39,938 868.48 1,208.65 40.03 0.98% EFTA00293034

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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 XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 162 1,670 1,938 (229) 4,230 8,841 1,466 8,068 6,991 5,464 6,337 25,931 5,297 5,522 7,892 9,995 11,920 8,484 2,420 2,502 7,997 2,257 1,544 465 (589) 463 86 726 42 32,687 198 98 5,347 11 5,591 367 2,351 6,027 233 8,934 202 4,028 13,312 6,773 10,062 6,010 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 35,800 42,240 44,003 39,715 38,048 40,933 23,118 28,102 17,693 22,138 (18,109) 25,595 (16,223) 14,214 15,574 (33,700) 16,497 12,591 73,231 (6,119) 4,214 14,269 5,353 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 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,213.33 1,251.67 84.29 41.09 3,920.67 330.60 139.54 2,903.48 344.53 1.82 4,825.68 448.92 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,870.27 2,941.99 #N/A N/A #N/A N/A 11,377.27 13,168.78 6,036.89 13,907.00 9,523.25 28,118.48 10,121.03 6,992.21 7.57 547.58 4,258.38 2,072.10 132.41 10,278.50 211.45 3,499.46 1,817.37 92.88 37.59 3,991.93 342.60 144.09 2,919.53 337.11 1.83 4,828.89 649.29 39.44 69.24 252.99 41.35 21.97 40.34 36.43 52.46 42.69 67.04 88.04 47.71 60.12 463.01 703.80 412.92 1.47 6.13 6.03 “1.79 14.25 27.01 9.07 22.01 23.99 22.84 20.35 66.57 22.89 16.26 22.53 29.44 27.27 21.74 11.14 8.25 32.10 12.47 5.37 1.79 4.32 2.58 0.62 2.39 0.32 0.10 106.87 2.98 444 44.11 0.92 49.00 7.50 28.21 46.49 5.04 53.83 5.88 33.08 64.67 20.65 31.59 14.78 EFTA00293035

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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 MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 5,422 1,350 12,268 5,335 475 25,705 3,486 2,621 9,659 374 779 12,355 23,830 5,938 6,471 121 1,419 (91) 1,226 3,964 2,962 (50) 6,770 (0) 956 556 770 709 2,846 3,862 2,745 3,222 2,378 30,027 7,490 2,725 9,646 2,624 (467) 806 1,399 (259) 3,313 1,032 34,237 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 20,335 29,339 35,766 39,247 18,886 40,148 12,757 (20,150) (24,622) 29,347 16,608 53,418 49,855 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 71,796 71,817 74,240 69,707 66,681 78,270 54,111 72,937 50,187 60,407 (21,902) 22,143 (33,149) (8,455) 60,555 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 159.85 3,709.25 4,965.67 22.78 108.90 99.19 3.77 220.12 761.27 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 474.78 347.46 1,669.12 1,235.81 336.92 1,612.72 1,322.90 392.11 725.64 333.32 420.32 83.13 452.11 1,000.12 1,489.15 408.60 461.98 316.60 573.42 679.51 865.54 1,041.11 393.64 470.93 811.63 446.35 351.32 276.51 210.10 4,307.12 5,012.92 21.17 109.30 103.33 4.67 100.49 232.33 760.51 1,180.89 209.03 1,440.00 814.44 166.03 217.49 370.29 500.31 360.31 1,746.28 1,279.89 466.18 1,835.96 1,372.33 467.48 757.17 340.43 435.62 79.62 465.97 1,054.84 1,516.18 19.61 6.01 45.36 21.59 3.63 53.63 14.50 17.48 23.01 2.14 3.71 42.90 69.68 27.18 19.33 1.77 6.78 -0.60 5.13 4.85 49.86 0.68 18.14 0.00 3.18 2.37 3.35 3.73 12.97 18.18 12.43 15.62 11.63 126.40 38.71 12.47 55.13 13.61 451 6.28 4.69 10.52 14.70 5.50 687.61 0.84% 394.52 0.86% 386.68 0.72% 599.21 0.81% 0.87% 1.16% 0.83% 0.54% (82.96) 1.04% 253.77 0.61% 419.16 0.82% (463.32) 492% 80145” 0.11% 35.28 0.15% (165.14) 0.38% 601.09 0.43% (25.70) 0.38% (4.45) 0.39% 418.63 0.25% (224.65) 0.20% (168.83) 0.31% (271.14) 0.30% (212.68) 0.30% (302.21) 0.30% (246.40) 0.31% (271.95) 0.30% (60.37) 0.36% 51.04 0.30% (282.88) 0.35% 102.57 0.32% (245.45) 0.47% (53.65) 0.58% 79.30 0.90% (143.79) 0.29% 7.38 0.37% (494.45) 0.33% (267.48) EFTA00293036