Atorus, LLC 3/6/2014 Current Date: Change on Day: Total Return since 1/1/12: . scl World Change on 712M Return: T90 Day Return: é No. of Positions 730 Day Return: ; (+MTM) on or Current Long Exposure @ Cost: 3 Current Short Exposure @ Cost: ion Day Starting Capital: [00,00] Positions: 448) Current NAV: 1,897, (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: ‘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, dependi: ~ 50% historically g on measurement interval 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. 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 Tr Pg oS FH PS? Rood PHF PH APP FPF PHP" Go HF" T EFTA00293053

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Atorus, LLC 3/6/2014 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 _| MTM Gain | % Total NAV | 24 Positions | 24.95%] 46 Positions XAG Curncy (20,150) 0.35% ROG VX Equity 6,768 0.36% INDEXCEF Index (22,387) 0.39% MAERSKB DC Equity 6,940 0.37% IBOV Index (22,524) 0.39% SXSE Index 7,022 0.37% CO1 Comdty (24,622) 0.43% PSI20 Index 7,227 0.38% MEXBOL Index (26,146) 0.46% SXXP Index 7,253 0.38% ZA_TSY CREDIT (33,149) 0.58% CMCSK US Equity 7,492 0.39% SHCOMP Index (33,700) 0.59% AMGN US Equity 7,528 0.40% JP_TSY CREDIT (59,678) 1.04% DAI GR Equity 7,531 0.40% DK_TSY CREDIT 60,407 1.05% ACA FP Equity 7,547 0.40% CH_TSY CREDIT 60,555 1.06% SMI Index 7,611 0.40% SXDP Index 61,075 1.06% GS US Equity 7,659 0.40% SPX Index 62,272 1.08% IT_TSY CREDIT 7,815 0.41% DE_TSY CREDIT 68,224 1.19% BMY US Equity 7,875 0.41% FR_TSY CREDIT 69,707 1.21% MDT US Equity 7,957 0.42% AT_TSY CREDIT 71,796 1.25% ASE Index 7,997 0.42% BE_TSY CREDIT 72,869 1.27% MMM US Equity 8,229 0.43% NL_TSY CREDIT 72,937 1.27% PRU LN Equity 8,423 0.44% STBCNZL Index 73,231 1.28% BEL20 Index 8,744 0.46% FI_TSY CREDIT 74,240 1.29% DAX Index 9,037 0.48% 1E_TSY CREDIT 78,270 1.36% XLY US Equity 9,132 0.48% AU_TSY CREDIT (79,133) 1.38% HEX Index 9,301 0.49% MyY_TSY CREDIT (92,252) 1.61% IBEX Index 9,349 0.49% SG_TSY CREDIT (95,749) 1.67% BAYN GR Equity 9,494 0.50% CA_TSY CREDIT (97,153) 1.69% ES_TSY CREDIT 10,103 0.53% TMO US Equity 10,134 0.53% LUXXX Index 10,266 0.54% BAC US Equity 10,619 0.56% SXOP Index 10,834 0.57% BA US Equity 10,996 0.58% SXAP Index 11,038 0.58% MA US Equity 11,669 0.61% TYC US Equity 12,086 0.64% KFX Index 12,302 0.65% SXMP Index 12,542 0.66% SXIP Index 12,810 0.68% XLV US Equity 12,986 0.68% CELG US Equity 13,038 0.69% NDX Index 14,672 0.77% RTY Index 15,454 0.81% SPX Index 18,024 0.95% EFTA00293054

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SXTP Index 24,200 1.28% SXOP Index 25,879 1.36% ISEQ Index 27,221 1.43% 1E_TSY CREDIT 30,763 1.62% GILD US Equity 32,470 1.71% STBCNZL Index 32,687 1.72% : | | 2 P| EE PD | 168 PAMER Short |G -emeycom tong | 3 | G20 Rates Long 1] PS | | P3852 | | 8G Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites,G20Gov. Credit) = $2,000,000 @ APAC Long $1,500,000 @ APAC Short m EMEA Long $1,000,000 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) EFTA00293055

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Atorus, LLC 3/6/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 (1,000,000) 5,000,000 4,000,000 3,000,000 + 2,000,000 SY | (1,000,000) (2,000,000) (3,000,000) APAC EMEA ——— AMER — EquityCom G20 Rates omer 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 PP” oP” of Pr og” EFTA00293056

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Atorus, LLC 3/6/2014 Current Gross Notional Risk by Category 244,776 586,205 m APAC m= EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 338 — MSCIWorld 0.75 + T T T - Rea > Rolling 30 Day Realized Volatility - Atorus rr Fr Fr Fr FP PP Pw wt SP PH HH” GP HG” GP PEPE PE AT PF PH WH PE WH WH oP Qh Wh am T T T T T T ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Rolling30DayRe alizedVol EFTA00293057

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/6/2014 20.00 10.00 7 0.00 T T T T T T rT T T Tr FFL EHIME LESS BOOS S 100A A DO POO PD SS OO GS OP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) ——P/L Vol Days by Position 1.79%) 53.14%) EFTA00293058

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Atorus, LLC 3/6/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on a MTM Gain/(Loss) | Exp. @ Cost {in USD 000270 KS Equity (104) (5,144) 51.62 52.66 -2.01 1.00% 005380 KS Equity 102 1,799 217.13 229.49 4.60 1.24% 11.61 005490 KS Equity 128 (3,782) 273.49 264,23 3.40 1.00% (65.97) 005930 KS Equity 215 (6,558) 1,285.62 1,243.50 3.68 0.89% 9.94 012330 KS Equity 896 5,282 244.69 286.18 13.36 1.27% 76.73 1 HK Equity 300 6,692 15.44 16.13 4.87 0.92% 41.50 1299 HK Equity 15 3,412 4.82 4.84 0.45 0.99% (9.74) 13 HK Equity 3,214 12,243 11.40 14.40 24.45 1.07% 170.65 16 HK Equity 410 (9,935) 12.66 12.14 5.43 0.76% 50.55 27 HK Equity 4 123 9.68 9.96 137 2.15% (1.53) 2914 JP Equity 167 (4,719) 32.47 31.32 2.44 1.45% 26.64 3382 JP Equity 34 3,411 37.70 38.08 0.73 1.38% (21.70) 4063 JP Equity 124 (4,536) 56.40 54.86 2.01 1.37% 94.97 4502 JP Equity 42 2,102 46.69 47.63 2.61 0.77% (3.31) 4689 JP Equity 7 1,082 6.06 6.10 0.46 1.39% 0.54 5 HK Equity (43) 3,798 10.61 10.49 “1.43 0.80% 0.72 5108 JP Equity 7 3,498 36.36 36.43 0.15 1.35% (24.19) 5401 JP Equity 121 (3,709) 2.99 2.89 2.19 1.49% (13.17) 6301 JP Equity (106) (3,515) 20.64 21.26 -2.07 1.46% 4.07 6752 JP Equity 1,652 4,145 9.01 12.60 15.01 2.65% (66.38) 6902 JP Equity 2,347 9,730 41.48 51.48 19.05 1.27% (64.49) 6954 JP Equity 434 6,393 157.65 168.34 4.41 1.54% (68.81) 7201 JP Equity 33 (3,743) 8.85 8.77 0.69 1.27% 37.92 7203 JP Equity 33 (3,073) 57.44 56.82 0.89 1.21% (12.74) 7267 JP Equity (47) (4,885) 36.43 36.78 -0.80 1.22% (14.34) 762 HK Equity 323 (4,155) 1.43 1.32 751 1.04% (7.14) 7751 JP Equity 194 (6,865) 31.44 30.55 2.37 1.19% 102.24 8031 JP Equity 26 2,984 15.40 15.54 0.74 1.17% (6.07) 8058 JP Equity (34) 3,003 19.27 19.06 0.96 1.19% (6.98) 8306 JP Equity 37 (2,979) 5.88 5.81 0.86 1.43% (18.69) 8316 JP Equity 48 (2,505) 45.91 45.03 117 1.65% (16.31) 8411 JP Equity (28) 755 2.12 2.04 2.84 1.31% (1.24) 8604 JP Equity (13) (2,467) 6.76 6.80 -0.36 1.50% (15.69) 8801 JP Equity (27) (1,510) 31.09 31.65 “1.04 1.74% (31.21) 8802 JP Equity (41) (3,308) 24.73 25.04 0.79 1.59% (23.41) 9020 JP Equity 132 (3,967) 77.53 74.96 2.98 1.11% 79.91 941 HK Equity 842 (11,351) 10.25 9.49 11.92 0.62% 43.52 9432 JP Equity 451 6,077 53.19 57.14 5.10 1.45% 46.71 9433 JP Equity 4,069 9,476 42.13 60.23 25.60 1.68% (5.60) 9437 JP Equity (236) (5,749) 15.71 16.36 3.74 1.10% 35.66 9983 JP Equity (42) 3,177 369.01 364.15 0.84 1.58% 27.85 EFTA00293059

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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 1,327 199 1,033 875 305 (32) 66 150 ua (11) (11) 7,547 163 808 93 186 1,546 53 213 4,780 3,008 2,256 7,528 783 4,146 140 272 (378) 3,144 4,507 3,991 4,252 10,996 10,619 (191) 1,155 276 (105) 9,494 (26) 571 (20) 1,547 (126) (240) 110 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 400 407 5,408 3,677 9,052 1,193 5,240 8,995 5,434 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) 1,011 5,723 (6,644) 6,397 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.36 102.03 38.87 20.94 20.94 6.83 93.86 77.04 72.36 63.06 109.36 135.71 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 4.41 97.30 52.24 66.82 76.64 8.72 12.96 13.01 64.47 10.09 43.17 17.70 52.08 76.44 531.33 25.93 26.01 $2.32 7.28 7.29 104.30 39.92 20.39 20.39 16.37 98.02 83.92 78.01 65.30 128.15 137.04 $1.25 73.58 175.71 175.69 125.57 81.90 372.22 29.59 79.46 86.14 93.26 67.51 67.64 67.04 128.75 17.43 4.25 112.62 $5.71 67.69 138.52 8.83 12.00 11.99 63.23 12.82 43.99 17.06 53.64 40.96 2.66 10.67 10.70 5.08 0.29 0.68 2.34 3.61 “1.75 1.72 106.05 6.16 11.75 10.91 5.65 20.22 1.16 4.69 60.39 40.00 40.29 31.02 8.20 20.57 4.65 3.63 “TAT 31.63 36.86 35.24 34.90 50.07 94.02 -3.03 16.35 6.40 1.89 78.12 0.73 4.96 5.56 1.85 22.05 3.06 3.05 2.38 1.93% 0.95% 0.93% 0.94% 1.13% 1.53% 1.40% 0.95% 0.75% 1.52% 1.57% 1.32% 0.72% 0.76% 0.72% 0.63% 0.85% 0.84% 1.13% 1.21% 1.00% 0.98% 1.06% 0.90% 1.43% 0.83% 1.09% 0.79% 0.96% 0.96% 0.97% 0.98% 1.22% 1.04% 1.20% 0.96% 1.04% 0.69% 1.03% 1.79% 1.50% 1.42% 1.06% 1.23% 0.62% 1.23% 1.25% 47.53 (11.05) 102.34 131.87 52.46 (91.41) (81.51) 71.98 (8.33) (0.59) (0.42) 300.29 14.22 (8.92) 4.55 28.78 (57.58) 12.90 27.45 186.01 123.76 88.91 (194.38) 155.64 96.30 55.33 (6.50) (37.01) 162.00 (88.10) (52.15) (134.17) (175.27) 342.02 39.43 62.44 2.34 29.53 107.97 3.75 (260.06) (271.28) 4.58 141.90 (46.48) 33.20 30.56 EFTA00293060

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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 (183) (28) (58) 420 161 157 (24) 56 854 7,875 14 1,873 48 503 297 1,518 156 426 48 524 1,242 87 467 595 13,038 (39) 1,264 307 4,894 7,492 1,298 314 1,279 653 22 (168) 183 836 232 2,395 (6) 1,308 789 1,728 (172) 1,641 (3,003) 6,689 4,501 1,066 3,723 1171 1,100 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 6,290 (8,171) 6,846 2,976 3,018 2,214 10,300 6,284 1,267 7,821 15,111 3,973 18,685 6,155 17,408 18,900 12,873 6,397 12,425 6,077 (7,980) 7,901 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,240 17.35 34.33 69.11 245.93 31.43 274.17 32.41 65.44 98.63 35.71 70.54 61.78 57.47 7.76 115.23 6.18 102.05 30.31 49.15 31.25 87.23 67.74 49.35 36.20 85.54 99.44 58.99 81.54 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 18.41 34.18 68.23 342.74 31.79 32.79 310.97 31.70 65.88 115.22 56.28 70.27 82.83 58.11 8.16 120.67 5.03 104.38 34.65 49.93 38.64 97.75 68.68 67.53 38.96 159.33 98.48 62.98 85.61 52.07 50.64 56.56 37.22 56.58 74.96 66.46 113.26 AN/A N/A 71.74 63.32 26.29 21.82 28.75 26.53 73.26 114.74 68.10 4.33 0.42 141 28.11 4.86 12.40 2.25 0.96 16.86 40.98 0.39 28.81 1.49 7.39 6.36 11.95 2.43 11.15 1.39 20.02 11.46 1.73 27.85 6.61 69.22 0.95 10.82 7.95 29.73 40.73 16.00 5.05 16.21 11.00 0.41 2.84 22.97 14.50 7.91 30.03 0.14 14.84 9.98 22.46 -2.88 18.48 1.41% 1.00% 0.91% 1.40% 1.20% 0.89% 1.08% 0.98% 0.70% 1.00% 1.41% 0.97% 1.18% 0.74% 0.69% 0.74% 1.55% 0.94% 1.28% 1.15% 1.18% 1.05% 0.80% 1.32% 1.15% 1.25% 1.03% 0.62% 0.63% 0.95% 0.97% 0.63% 0.97% 0.64% 0.98% 0.67% 0.75% 0.33% 0.91% 1.43% 1.18% 0.89% 0.99% 0.76% 0.75% 0.73% 0.73% (7.99) 61.81 47.88 4.89 39.27 18.23 3.48 24.46 87.32 (54.26) (30.37) 107.55 42.57 5.94 106.91 (196.76) 76.26 47.33 24.42 61.90 169.31 80.66 1.63 (48.03) 28.78 83.97 58.68 64.82 149.54 27.84 68.23 28.47 64.46 9.42 (202.55) 17.83 (1.72) 156.27 23.83 68.97 (77.20) (8.92) (19.40) (112.41) EFTA00293061

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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 EP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 7,531 152 2,983 4,298 225 @) 4,569 (10) 4413 2,152 169 1,658 2,556 175 4,575 3,019 (46) 298 624 418 6,417 744 (6) (165) 1,793 175 19 1,824 825 417 1,684 188 (222) 1,612 711 171 178 741 2,283 32,470 433 1,104 (39) 2,429 861 13,908 4,052 12,305 8,377 8,122 8,073 9,889 1,190 14,097 9,908 3,650 9,735 6,585 547 13,640 10,076 (8,822) 7,590 6,678 6,969 9,189 9,291 (271) (2,801) 7,503 7,309 2,996 5,573 10,799 6,004 9,815 5,260 (3,621) 2,630 2,977 5,338 4,046 4,217 8,334 4,486 13,140 13,861 13,333 3,248 (1,081) 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 36.05 28.24 12.22 61.27 69.60 62.08 54.29 103.68 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 32.09 32.99 59.78 21.32 22.32 24.02 49.12 49.51 5.49 16.17 28.27 95.89 48.36 67.66 95.63 88.03 #N/A N/A 75.05 31.19 76.90 83.21 85.81 18.46 50.05 37.27 16.32 79.64 69.96 64.52 59.36 109.90 39.82 26.95 65.19 44.16 5.35 24.32 18.88 191.12 67.33 13.12 78.13 75.08 15.72 71.06 33.94 137.04 33.44 34.39 65.09 22.74 26.19 80.31 50.71 66.34 5.69 19.63 37.78 40.61 3.63 27.21 36.06 3.96 0.57 41.74 0.34 45.77 18.64 3.85 19.00 36.58 28.17 28.90 35.78 1.15 5.35 10.08 7.59 69.85 9.13 3.05 9.20 20.45 3.03 0.65 32.98 11.13 7.09 20.34 3.29 6.09 36.32 1.05 14.07 4.79 4.38 10.48 6.34 17.90 188.07 5.53 21.86 2.86 19.04 28.89 1.33% 312.35 1.03% 71.42 0.89% 91.90 1.42% 142.36 0.70% 129.42 0.07% 1.11% 158.15 2.52% 0.59 0.68% 114.34 1.16% 61.18 1.20% 56.46 0.90% 173.53 1.06% 50.34 1.14% 7.56 1.16% (502.83) 0.84% 266.16 0.45% 31.72 0.73% (2.07) 0.93% 25.09 0.79% 38.43 1.00% 143.22 0.88% 4.47 0.74% (0.35) 0.64% (2.15) 1.17% 172.01 0.79% 78.67 0.95% (6.01) 0.99% (13.39) 0.69% (62.11) 0.98% 83.19 0.84% 229.80 1.09% 52.05 1.01% (29.98) 1.69% 2.25 1.09% 7.66 0.95% (1.08) 0.88% 54.65 0.97% 53.93 0.85% 104.40 1.05% 91.04 0.97% 214.38 0.59% 1.11 1.56% 58.37 1.25% (24.31) 1.12% (24.86) 1.16% 7.13 EFTA00293062

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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 5,279 7,659 421 591 992 3,165 660 6,630 1,339 (43) 1,590 (85) 1,740 302 3,774 123 3,036 28 4,302 4,329 1,075 199 529 66 72 169 317 3,781 11 730 (30) 272 2,926 1,240 11,669 6,940 (21) (34) 239 2,906 7,957 1,384 4,491 1,862 8,229 142 12,428 13,671 5,430 5,466 5,408 13,333 6,110 11,930 6,863 1,522 7,342 (5,036) 10,924 9,784 5,653 (5,909) (6,366) 14,011 (2,789) 9,883 12,630 8,516 7,934 (7,123) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 (333) 7,829 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 6,342 857.75 110.98 26.15 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 13.70 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 48.41 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 36.07 1,222.12 173.15 28.17 26.34 56.89 82.49 45.19 95.05 30.04 10.50 6.73 187.85 41.67 24.54 3.21 13.52 13.50 82.54 148.23 48.98 93.07 58.89 109.37 32.37 38.47 87.63 84.70 205.80 1.37 59.06 166.80 209.29 50.09 87.69 91.30 77.98 12,241.01 182.32 95.34 183.01 34.79 59.75 52.49 19.32 #N/A N/A 134.28 36.88 47.28 64.71 9.61 9.46 17.07 30.45 10.62 86.64 20.45 3.01 33.91 2.94 14.86 4.65 50.18 1.29 1.07 29.43 0.91 36.72 44.06 13.93 2.94 8.13 141 2.97 8.49 451 49.77 0.42 34.22 4.68 3.55 30.29 48.76 49.64 39.54 0.64 1.04 13.82 29.00 43.82 15.28 47.56 12.27 §1.29 2.93 0.90% 0.87% 0.81% 1.14% 1.07% 0.78% 1.02% 0.64% 0.95% 0.93% 0.64% 0.57% 1.07% 0.66% 1.33% 1.62% 1.39% 0.74% 1.08% 1.19% 0.78% 0.91% 0.86% 0.91% 0.67% 1.07% 1.01% 0.87% 1.07% 0.87% 1.06% 1.90% 0.98% 142% 1.11% 1.33% 1.24% 0.96% 0.47% 0.89% 0.73% 0.87% 1.20% 1.18% 1.13% 0.75% 0.76% 48.09 221.61 (11.69) 105.33 36.02 (79.95) 53.61 (15.71) 20.94 6.15 132.24 (15.93) 68.19 9.09 259.71 (159.90) (138.01) 31.39 (49.99) 41.30 75.76 142.83 42.11 (20.88) (24.86) 42.28 29.64 83.70 160.54 (18.00) (1.67) (4.90) (66.40) 29.17 49.62 (98.05) 142.57 12.21 (13.68) 17.28 212.72 69.69 83.58 82.67 200.12 (41.16) EFTA00293063

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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 851 1,662 263 670 730 133 3,644 2,124 922 2,169 927 4,410 127 5,949 1,766 1,674 4,518 5,052 427 1,395 97 435 437 1,310 3,095 418 474 5,470 1,147 527 782 (174) (178) 8,423 668 1,258 2,455 1,903 6,578 116 (37) 139 11,917 11,018 1,649 7,177 7,645 7,534 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 13,710 920 (2,923) (3,123) 21,828 4,762 7,196 (10,166) 7,645 (1,994) (2,132) 10,521 9,413 6,030 16,099 12,547 19,920 5,376 4,217 5,192 106.02 49.85 27.57 34.82 197.70 31.14 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 441 167.89 12.58 33.38 94.24 13.30 13.87 956.05 212.47 81.24 6.52 6.88 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 51.84 73.27 75.80 113.59 50.17 57.37 31.96 38.07 216.58 31.69 10.91 90.68 24.91 76.17 13.94 78.01 7.85 78.04 84.56 47.89 94.54 84.02 0.11 168.35 13.76 39.57 96.22 11.24 11.70 1,367.77 260.44 81.24 5.59 5.84 32.64 78.14 35.28 81.04 82.98 35.41 35.39 22.98 169.78 78.13 130.58 76.96 91.06 52.96 72.64 77.83 9.41 16.01 13.68 10.49 14.49 2.11 32.16 14.83 11.72 26.62 18.44 63.52 2.87 38.52 14.47 17.95 35.14 22.92 0.25 7.31 23.68 2.65 10.55 10.25 33.06 23.60 0.00 9.71 10.16 28.36 1.26 15.06 5.86 11.80 9.39 8.64 63.12 11.12 19.55 18.69 17.29 51.97 2.01 1.10 3.31 0.76% 0.89% 0.94% 1.16% 0.89% 0.66% 0.84% 1.94% 0.77% 1.94% 0.80% 0.67% 0.98% 1.54% 0.95% 0.84% 1.29% 0.97% 0.83% 4.25% 1.09% 1.28% 0.78% 0.79% 1.46% 1.53% 1.30% 0.96% 0.71% 1.47% 1.50% 0.88% 0.83% 1.06% 0.88% 0.87% 0.93% 0.97% 1.27% 0.64% 1.07% 0.82% 0.88% 0.64% 1.07% 0.79% 0.81% 84.60 119.28 12.70 5.40 66.73 52.81 (31.15) (170.86) 138.25 (35.26) 34.21 53.54 29.36 424.88 67.99 15.87 203.14 28.01 22.92 453.37 3.68 (41.20) (39.86) (32.56) 3.21 (8.01) 2.97 (39.32) (38.87) (135.30) 19.07 155.87 30.85 35.83 (51.29) (52.79) 101.95 (74.28) 164.86 90.79 63.38 10.36 (229.92) (18.37) (26.98) EFTA00293064

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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 222 (15) 201 858 (131) 65 131 6,768 36 202 (59) 645 (135) (201) (51) 2,797 1,722 1,370 1,036 223 14 98 1,564 318 446 (9) (20) 457 (22) 920 (465) 493 108 wv 29 459 3,012 43 22 139 10,134 590 (201) 271 932 4,065 4,084 4,580 6,240 5,779 5,748 4,934 17,035 4,764 4,740 (6,174) 7,256 5,315 5,241 7,101 (2,503) 7,836 11,259 8,908 6,528 (7,260) (3,670) 4,487 9,709 (5,283) 6,281 (449) 4,576 6,518 4,606 5,950 (8,069) (8,928) 4,716 1,453 2,044 (10,717) 9,492 6,561 4,427 (5,170) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.63 37.36 302.78 60.02 54.73 54.04 212.78 65.13 47.09 103.67 8.35 8.28 81.49 81.54 71.25 44.08 114.69 114.81 79.94 644.51 42.22 160.18 80.14 22.30 25.39 66.43 33.28 84.31 33.29 24.71 359.52 34.20 44.82 15.57 15.54 63.57 46.31 4.59 7.62 117.86 63.59 59.06 43.75 83.58 5.65 120.22 36.40 36.49 39.01 344.40 58.69 55.35 55.48 297.33 65.61 49.09 104.66 9.28 9.28 79.44 79.30 72.70 59.82 132.22 132.47 92.63 624.74 42.06 163.67 93.05 20.96 27.20 67.78 33.14 90.22 33.14 28.53 380.23 32.31 45.85 15.75 15.76 60.85 61.01 4.62 7.66 114.70 126.65 65.05 45.02 84.27 5.45 141.64 7.13 -0.50 5.29 7.93 -2.50 0.93 1.87 45.89 1.07 4.35 -1.03 11.33 10.53 3.28 “3.40 “1.74 27.72 17.23 16.65 17.72 3.44 0.80 2.79 21.91 5.11 7.01 1.65 0.64 6.99 0.71 15.21 5.12 7A3 4.15 1.21 1.39 4.09 40.50 0.96 0.51 2.96 104.36 11.15 4.03 1.19 3.98 20.57 0.77% 0.74% 0.83% 1.73% 0.91% 1.22% 143% 0.87% 0.70% 0.98% 0.93% 0.98% 1.15% 0.78% 0.83% 1.17% 1.29% 0.89% 0.92% 0.90% 0.89% 0.47% 0.78% 0.74% 1.18% 1.01% 1.24% 0.67% 1.00% 0.67% 1.02% 1.13% 0.74% 0.55% 0.95% 1.02% 1.05% 0.78% 0.69% 0.99% 0.91% 0.95% 0.91% 0.72% 0.70% 0.92% 0.87% (13.21) 1.70 (18.24) (57.59) 33.30 41.37 70.29 (59.86) 13.09 18.32 (61.59) 186.31 95.04 54.21 72.98 (46.95) 213.36 94.70 112.67 45.79 (60.80) 21.84 5.32 139.22 92.42 30.09 (8.24) 9.99 20.41 7.39 89.04 (52.62) (63.41) 37.75 33.67 51.00 (21.81) (151.79) 23.26 43.66 (59.70) 161.76 59.05 (43.41) 10.19 68.24 16.87 EFTA00293065

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TWX US Equity 244 4,848 65.59 68.88 5.48 0.92% 57.46 TXN US Equity 3,720 12,205 34.93 45.57 38.69 0.79% 111.37 TYC US Equity 12,086 24,080 29.17 43.81 67.89 0.74% 130.75 UBS US Equity 550 5,489 19.43 21.38 8.64 1.16% 108.03 UBSN VX Equity 500 5,158 19.51 21.40 9.53 1.02% 113.20 UCG IM Equity 2,578 5,391 5.58 8.25 30.25 1.58% 316.26 ULVR LN Equity (129) (3,892) 39.50 40.80 3.74 0.88% 7.46 UNA NA Equity (227) (6,295) 38.14 39.52 Adl 0.88% (24.39) UNH US Equity 2,153 10,037 64.08 77.83 25.99 0.83% (6.90) UNP US Equity 1,514 10,766 163.08 186.00 15.93 0.88% 96.27 UPS US Equity 3,305 14,806 79.87 97.70 38.52 0.58% 124.93 USB US Equity 2,869 14,238 34.71 41.71 29.34 0.69% 95.81 UTX US Equity 6,594 15,190 82.05 117.67 56.26 0.77% (23.49) V US Equity 3,950 3,914 111.85 224.72 109.40 0.92% 46.78 VALE US Equity 324 (3,908) 15.08 13.83 6.28 1.32% 10.23 VALE3 BZ Equity 276 (4,586) 14.62 13.74 4.30 1.40% 21.25 VIAB US Equity 4,216 7,376 55.90 87.85 57.93 0.99% 119.71 VIV EP Equity 266 2,668 26.19 28.80 10.39 0.96% 53.41 VMW US Equity 732 4,379 87.66 102.31 13.39 1.25% (4.14) VOD LN Equity (2) (1,831) 4.13 4.14 -0.09 1.54% (2.70) VOD US Equity 1 (1,762) 41.24 41.21 0.05 1.60% (3.77) VOW3 GR Equity 870 6,826 228.75 257.91 8.79 1.45% 35.92 VRX CN Equity 809 1,611 92.95 139.61 37.82 1.33% (84.62) VRX US Equity 928 1,880 93.20 139.19 39.32 1.26% (106.33) VTIUS Equity 685 5,134 86.91 98.51 21.28 0.63% 16.87 VWO US Equity 148 (7,247) 40.33 39.51 1.98 1.03% (125.30) VZ US Equity 85 (6,121) 48.12 47.45 1.69 0.82% 12.46 WBC AU Equity 173 3,467 29.66 31.14 5.42 0.92% 57.91 WES AU Equity 89 8,616 38.65 39.05 1.22 0.84% 87.59 WEC US Equity 2,629 10,067 37.56 47.37 38.28 0.68% 90.76 WLP US Equity 2,415 10,369 74.31 91.62 24.34 0.96% 46.99 WMT US Equity 14 4,005 74.59 74.85 0.53 0.65% 0.04 WOW AU Equity (342) (6,932) 31.30 32.85 6.32 0.78% (92.92) XOM US Equity 375 10,902 90.48 93.59 4.16 0.83% (62.71) XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 382 1,282 30.64 39.76 22.88 1.30% 6.80 YUM US Equity 312 5,221 72.83 77.18 5.87 1.02% 186.35 ZURN VX Equity 334 6,394 291.95 307.19 6.49 0.80% 83.45 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) Days Vol {in USD) SPX Index 18,024 62,272 1,455.70 1,877.03 42.19 0.69% 137.98 NDX Index 14,672 46,686 2,831.19 3,720.93 42.43 0.74% (102.97) RTY Index 15,454 39,938 868.48 1,204.54 40.59 0.95% (62.68) EFTA00293066

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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 364 1,365 1,938 (229) 4,236 9,037 1,768 9,349 7,611 6,295 7,227 27,221 5,627 6,121 8,744 10,266 12,302 9,301 2,861 3,135 7,997 2,393 1,858 1,016 (663) 758 17 793 367 337 32,687 109 nR 5,310 (6) 5,853 265 2,392 6,184 206 9,132 193 4,143 12,986 7,253 11,038 6,664 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 (22,387) 25,595 (9,734) 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 22,237.07 781.83 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 1,259.02 84.29 40.29 3,920.67 330.60 139.54 2,903.48 344.53 1.82 4,825.68 457.34 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 13,002.84 2,978.64 20,324.17 750.72 11,378.87 13,225.46 6,121.58 14,280.31 9,638.96 28,879.45 10,415.20 7,128.85 7.63 554.44 4,328.30 2,083.43 133.42 10,448.44 215.10 3,571.84 1,828.04 93.40 36.95 4,076.30 353.13 146.98 2,925.30 336.43 1.86 4,954.67 661.47 40.03 68.82 252.51 41.22 22.27 39.87 36.53 52.83 42.54 67.49 87.85 48.00 59.60 467.44 721.61 418.02 3.31 5.02 6.13 1.82 14.48 26.34 10.32 24.29 25.69 24.33 23.98 66.40 26.36 17.52 24.42 30.37 28.32 23.45 12.80 9.82 33.59 13.05 3.82 -7.49 4.03 0.84 2.61 2.68 4.02 92.76 1.65 3.33 44.80 0.43 48.92 5.42 29.22 47.11 447 54.31 5.52 35.44 62.59 21.38 32.40 15.80 EFTA00293067

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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 SX5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 5,896 1,418 12,810 5,637 554 25,879 3,645 3,001 10,834 398 1,119 12,542 24,200 6,672 7,022 17 1,155 181 703 3,942 2,923 (86) 5,803 (157) 233 1,189 346 320 3,092 4,092 3,012 3,467 2,605 30,763 7,815 2,988 10,103 2,791 (252) 1,143 510 3,469 872 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 16,073 (20,150) (24,622) 29,347 16,608 53,418 29,913 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 71,796 72,869 74,240 69,707 68,224 78,270 54,111 72,937 50,187 60,407 (10,951) 22,143 (33,149) 9,357 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 4,967.05 22.78 108.90 99.19 3.77 220.12 761.27 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.13 347.46 1,669.12 1,236.86 336.92 1,612.72 1,322.90 392.28 725.64 333.32 420.32 83.13 468.00 1,000.12 1,489.15 413.48 463.00 320.77 578.56 682.39 867.27 1,046.77 400.98 481.96 812.57 451.39 352.68 278.14 216.31 4,358.00 4,972.40 21.47 108.10 101.56 4.66 103.15 232.17 759.09 1,193.53 211.42 1,453.32 805.72 166.80 218.38 371.51 501.81 361.56 1,752.13 1,284.09 469.35 1,845.64 1,377.10 471.25 759.17 340.99 442.01 81.85 468.00 1,057.42 1,512.01 21.56 6.23 46.73 22.05 4.19 54.20 14.58 20.91 24.35 2.27 5.13 44.10 72.15 29.07 20.20 0.20 5.56 1.15 3.00 4.84 49.38 2.12 15.28 -2.51 0.78 4.99 1.50 1.57 15.15 20.43 14.63 17.98 13.45 131.35 41.52 14.73 58.18 15.89 4.99 8.53 1.67 0.00 16.66 4.97 0.80% 0.78% 0.95% 0.90% 0.73% 0.78% 0.97% 0.81% 1.10% 0.86% 0.74% 0.80% 0.85% 1.22% 0.87% 0.55% 1.03% 0.64% 0.80% 4.90% 0.11% 0.14% 0.39% 0.46% 0.38% 0.40% 0.25% 0.21% 0.28% 0.27% 0.28% 0.28% 0.28% 0.30% 0.35% 0.28% 0.35% 0.29% 0.46% 0.61% 0.92% 0.27% 0.34% 0.31% 191.52 122.72 74 01 78 nn 51.97 (306.36) (78.26) 32.58 (39.02) (50.21) (112.77) EFTA00293068