Atorus, LLC 3/7/2014 Current Date: Change on Day: Total Return since 1/1/12: . MSCI World Change on 712M Return: Day 0. T90 Day Return: : No of Positions 730 Day Return: : (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: ion Day Net Exposure: Starting Capital: Positions: Current NAV: (Gross Exposures): 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 ~ 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. 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 Hr Mr Sr Fr PF FF GF PF wp? NV NV ee w cP” vf cP” Ph cP” WP” vf we PEP PEP PE AP yh Wh a” EFTA00293069

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Atorus, LLC 3/7/2014 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 [sof Total Notional | Security _| MTM Gain | % Total NAV | 24 Positions | 25.06%] 46 Positions XAG Curncy (20,150) 0.35% SXXP Index 6,677 0.36% INDEXCF Index (22,387) 0.39% HON US Equity 6,733 0.36% IBOV Index (22,524) 0.39% ROG VX Equity 6,739 0.36% CO1 Comdty (24,622) 0.43% AMGN US Equity 6,785 0.36% MEXBOL Index (26,146) 0.46% CA_TSY CREDIT 6,829 0.36% ZA_TSY CREDIT (33,149) 0.58% PS120 Index 7,095 0.38% SHCOMP Index (33,700) 0.59% SMI Index 7,113 0.38% JP_TSY CREDIT (59,678) 1.04% DAI GR Equity 7,209 0.38% CH_TSY CREDIT 60,555 1.06% CMCSK US Equity 7,326 0.39% SXDP Index 61,075 1.07% ACA FP Equity 7,337 0.39% DK_TSY CREDIT 61,805 1.08% BMY US Equity 7,580 0.40% SPX Index 62,272 1.09% GS US Equity 7,790 0.41% FR_TSY CREDIT 69,707 1.22% MDT US Equity 7,964 0.42% DE_TSY CREDIT 69,767 1.22% ASE Index 7,997 0.43% AT_TSY CREDIT 71,796 1.25% IT_TSY CREDIT 8,032 0.43% BE_TSY CREDIT 72,869 1.27% DAX Index 8,169 0.44% NL_TSY CREDIT 72,937 1.27% BEL20 Index 8,189 0.44% STBCNZL Index 73,231 1.28% MMM US Equity 8,216 0.44% FI_TSY CREDIT 74,240 1.30% PRU LN Equity 8,456 0.45% 1E_TSY CREDIT 78,270 1.37% IBEX Index 8,740 0.47% AU_TSY CREDIT (79,133) 1.38% BA US Equity 8,831 0.47% MyY_TSY CREDIT (92,252) 1.61% HEX Index 8,832 0.47% SG_TSY CREDIT (95,749) 1.67% BAYN GR Equity 9,077 0.48% CA_TSY CREDIT (97,153) 1.70% XLY US Equity 9,088 0.48% LUXXX Index 9,871 0.53% TMO US Equity 10,081 0.54% SXAP Index 10,224 0.54% SXOP Index 10,251 0.55% ES_TSY CREDIT 10,365 0.55% BAC US Equity 10,545 0.56% MA US Equity 11,637 0.62% KFX Index 11,924 0.64% TYC US Equity 12,150 0.65% CELG US Equity 12,167 0.65% SXMP Index 12,369 0.66% SXIP Index 12,375 0.66% XLV US Equity 12,892 0.69% NDX Index 14,383 0.77% RTY Index 15,398 0.82% SPX Index 18,067 0.96% EFTA00293070

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SXTP Index 23,950 1.28% SXOP Index 24,740 1.32% ISEQ Index 26,090 1.39% 1E_TSY CREDIT 30,966 1.65% GILD US Equity 31,709 1.69% STBCNZL Index 32,687 1.74% : | 30 | 2 P| EE ey | 166 PAMER Short PT -eneucon tong | | G20 Rates Long PS | | P3852 | P| 8 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) EFTA00293071

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Atorus, LLC 3/7/2014 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 ee AP AC = EMEA 1,000,000 AMER —— Equitycom oor G20 Rates YP PP PP Pw ot \v C7 vy vy “vy “vy vy PEPE GHW PF Wh We oo oS sys s) PP oP PP em a GP Ah gh 9 AN EFTA00293072

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Atorus, LLC 3/7/2014 Current Gross Notional Risk by Category 245,425 587,747 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 245 1.95 175 155 1.35 ——— mesciworla us ATORUS 0.95 0.75 + T T T T T T T T T T T T T SS SM SH SM YF PP PO PP YM Sd Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% EFTA00293073

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/7/2014 10.00 0.00 Baa a a a a tt ht tt ht ht oh oh FPP SOLO OOS OL LL MK H 5 3 ao) S 0) % % ——P/L Vol Days by Position MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 1.91%) EFTA00293074

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Atorus, LLC 3/7/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day’ MTM Gain/(Loss) | Exp. @ Cost (in a 000270 KS Equity (48) (5,144) 51.62 52.09 0.94 0.98% 005380 KS Equity 65 1,799 217.13 224.96 277 1.30% eo 005490 KS Equity 162 (3,782) 273.49 261.78 4.27 1.00% 36.57 005930 KS Equity 160 (6,558) 1,285.62 1,254.20 271 0.90% (57.82) 012330 KS Equity 858 5,282 244.69 284.45 12.72 1.28% (37.03) 1 HK Equity 362 7,382 15.52 16.28 5.23 0.94% 68.54 1299 HK Equity 2 3,412 4.82 4.83 0.07 1.00% (12.90) 13 HK Equity 3,129 12,243 11.40 14,32 23.58 1.08% (84.68) 16 HK Equity 412 (9,935) 12.66 12.14 5.50 0.75% 2.39 27 HK Equity 1 123 9.68 9.78 051 2.04% (2.29) 2914 JP Equity 200 (4,719) 32.47 31.09 2.95 1.44% 35.75 3382 JP Equity 55 3,411 37.70 38.30 1.14 1.40% 20.23 4063 JP Equity 49 (4,536) 56.40 55.79 0.78 1.40% (78.24) 4502 JP Equity 48 2,102 46.69 47.76 3.05 0.75% 5.60 4689 JP Equity 14 1,082 6.06 6.14 0.96 1.37% 7.38 5 HK Equity (41) 3,038 10.61 10.47 “1.69 0.80% (6.49) 5108 JP Equity 52 3,498 36.36 36.90 1.09 1.36% 45.22 5401 JP Equity 98 (3,709) 2.99 2.91 1.78 1.48% (24.11) 6301 JP Equity (158) (3,515) 20.64 21.57 “3.14 1.44% (48.30) 6752 JP Equity 1,656 4,145 9.01 12.61 15.69 2.55% 4.14 6902 JP Equity 2,551 9,730 41.48 52.35 20.75 1.26% 207.45 6954 JP Equity 581 6,393 157.65 171.97 5.80 1.57% 150.16 7201 JP Equity 48 (3,743) 8.85 8.74 1.04 1.24% 15.69 7203 JP Equity cl (3,073) 57.44 57.22 0.31 1.21% (22.08) 7267 JP Equity (75) (4,885) 36.43 36.98 “1.26 1.21% (26.55) 762 HK Equity 376 (4,155) 1.43 1.30 8.93 1.01% 62.47 7751 JP Equity 174 (6,865) 31.44 30.64 2.16 1.17% (20.46) 8031 JP Equity 61 2,984 15.40 15.72 1.72 1.19% 35.55 8058 JP Equity (22) 3,003 19.27 19.14 0.61 1.18% 12.58 8306 JP Equity 16 (2,979) 5.88 5.85 0.39 1.40% (20.98) 8316 JP Equity 34 (2,505) 45.91 45.28 0.84 1.63% (14.36) 8411 JP Equity (21) 604 2.12 2.05 2.76 1.23% 1.97 8604 JP Equity (39) (2,467) 6.76 6.87 “1.06 1.50% (25.57) 8801 JP Equity (37) (1,006) 31.09 32.21 -2.08 1.75% (17.34) 8802 JP Equity (78) (3,881) 24.81 25.31 “1.27 1.59% (41.92) 9020 JP Equity 94 (3,967) 77.53 75.70 2.06 1.15% (40.25) 941 HK Equity 848 (11,351) 10.25 9.49 12.46 0.60% 6.55 9432 JP Equity 472 6,077 53.19 57.32 5.47 1.42% 21.22 9433 JP Equity 3,914 9,476 42.13 59.54 24.13 1.71% (152.99) 9437 JP Equity (215) (5,749) 15.71 16.30 3.48 1.08% 19.45 9983 JP Equity 15 3,177 369.08 370.82 0.30 1.56% 58.46 EFTA00293075

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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 1,351 154 868 754 200 7 66 97 71 (11) 7,337 164 824 102 213 1,484 62 212 4,503 2,864 2,163 6,785 652 4,110 131 232 (329) 3,232 4,322 3,834 4,179 8,831 10,545 (213) 1,051 244 (84) 9,077 (26) 575 571 (21) 1,424 (70) (269) 128 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 400 5,408 4,228 9,382 1,193 5,923 9,135 5,434 4,012 6,526 7,550 5,742 22,886 10,655 14,103 4,030 (6,870) (6,360) 10,373 12,676 11,669 12,432 14,361 10,884 4,236 7,333 4,548 (8,047) 11,757 (1,954) (6,743) (7,252) 506 5,723 (6,644) 5,118 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.25 102.03 38.87 20.42 6.83 94.38 77.27 72.36 63.35 109.60 135.71 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.59 82.74 81.31 71.56 49.80 50.40 49.96 79.84 8.82 4.40 97.30 52.49 66.82 76.64 8.43 12.96 12.86 64.38 10.09 43.17 17.68 52.08 77.06 528.42 25.56 25.68 $1.35 7.17 7.18 103.49 39.54 19.89 19.90 16.11 98.04 84.05 78.53 65.62 127.40 137.26 $1.23 71.78 173.31 173.65 122.50 80.96 371.49 29.52 79.95 85.52 93.86 66.78 66.96 66.75 128.94 17.37 4.19 111.24 $5.31 67.52 135.80 8.54 11.85 11.85 61.84 12.61 43.63 16.79 53.89 41.92 2.04 8.86 9.47 3.23 0.71 0.67 1.66 2.35 “1.75 102.91 5.92 12.29 12.33 6.02 19.63 1.46 4.96 58.31 38.35 39.11 26.06 6.75 20.71 4.15 3.07 6.46 34.06 35.67 33.94 34.34 51.44 96.03 440 14.97 5.46 1.52 75.44 0.69 5.83 5.41 -3.69 22.29 1.69 415 2.95 1.92% 0.96% 0.94% 0.92% 1.16% 1.51% 142% 0.87% 0.73% 1.52% 1.57% 1.32% 0.65% 0.71% 0.69% 0.60% 0.83% 0.78% 1.06% 1.18% 0.99% 0.96% 1.14% 0.91% 141% 0.78% 1.10% 0.80% 0.91% 0.96% 0.97% 0.98% 1.20% 1.01% 1.14% 0.96% 0.98% 0.69% 1.02% 1.88% 1.46% 1.46% 1.12% 1.12% 0.62% 1.27% 1.18% 24.48 (44.00) (162.03) (119.64) (103.13) 109.90 103.50 (52.93) (40.05) (9.59) (207.29) 0.74 15.86 8.56 30.28 (61.64) 9.10 (1.45) (270.16) (142.11) (91.80) (130.11) (35.90) (9.60) (43.23) 43.81 88.32 (183.70) (155.79) (71.96) 33.49 (73.52) (58.57) (102.86) (34.83) 19.88 (409.15) 62.92 87.84 90.59 (10.69) (121.27) 54.94 (75.66) 17.96 EFTA00293076

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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 (168) (38) (155) 356 230 157 (19) (5) 813 7,580 18 1,798 (3) 394 387 1,613 91 431 39 552 1,151 93 463 673 12,167 (21) 1,289 242 4,753 7,326 1,192 354 1,172 681 (143) 183 794 142 2,337 1,362 799 1,752 (199) 1,660 (3,003) 6,689 5,280 1,066 (528) 3,723 1171 550 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 6,996 (8,171) 6,846 2,976 3,018 2,469 10,300 7,010 1,267 7,821 15,111 3,973 18,685 6,700 17,408 18,900 12,873 6,854 12,425 6,077 (7,980) 7,901 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,503 (8,207) 12,240 17.35 34.33 68.70 245.93 31.17 31.43 274.17 32.38 65.44 98.63 35.71 70.54 61.78 57.47 7.76 115.91 6.18 102.05 30.31 49.15 31.90 87.23 67.84 49.35 36.20 85.54 99.45 58.99 81.79 40.65 36.26 51.38 35.60 51.30 67.68 66.64 115.69 63.38 56.89 19.39 21.79 25.07 28.70 62.91 112.39 60.05 18.32 34.13 66.74 328.08 31.17 33.37 310.86 31.28 65.40 114.42 55.51 70.19 81.98 57.43 8.07 122.32 4.96 103.41 34.70 49.79 39.04 96.97 68.73 67.39 39.32 154.41 98.94 63.06 84.74 $1.74 50.32 56.14 37.44 56.13 75.27 66.57 113.63 AN/A N/A 71.31 60.83 26.12 21.77 28.90 26.50 73.41 115.11 68.19 4.21 -0.60 -3.16 21.73 0.00 6.70 12.93 -3.68 0.08 16.98 40.86 0.55 28.58 0.10 5.74 7.AT 12.49 1.43 12.13 1.19 20.30 10.86 1.76 28.55 7.57 60.93 0.52 11.54 5.81 29.03 39.89 14.38 5.25 14.37 11.93 0.16 -2.51 22.97 14.23 4.68 31.55 0.11 15.59 10.54 23.19 3.49 19.30 1.33% 13.55 0.95% (9.83) 0.93% (112.60) 1.54% (60.81) 1.24% 10.36 0.92% 70.18 1.03% (0.50) 0.96% (7.10) 0.69% (60.44) 0.94% (41.35) 1.36% (290.60) 0.89% 4.05 1.14% (74.75) 0.73% (51.07) 0.70% (108.27) 0.74% 100.99 1.58% 139.34 0.93% (64.42) 1.19% 4.88 1.10% (8.66) 1.10% 31.68 1.03% (90.57) 0.75% 6.16 1.28% (3.72) 1.14% 78.40 1.00% 18.20 0.60% 25.02 0.62% (70.22) 0.94% (139.93) 0.97% (165.16) 0.64% (105.10) 0.99% 43.62 0.66% (106.73) 0.94% 28.07 0.65% (13.41) 0.72% 25.09 0.33% 0.88% (42.46) 1.48% (86.52) 1.10% (58.00) 0.85% 11.05 0.98% 54.07 0.73% 11.36 0.72% 24.34 0.69% (25.96) 0.70% 19.25 EFTA00293077

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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 7,209 83 2,903 4,092 301 (3) 4,450 (19) 4,502 2,055 156 1,605 2,470 161 4,347 3,036 (36) 348 577 413 6,369 761 (6) 1,721 122 (12) 1,764 826 372 1,697 269 (200) 1,550 (80) 738 156 146 697 256 2,233 31,709 428 1,046 (1) 2,464 849 13,908 4,052 12,305 8,377 8,122 8,073 9,889 1,190 14,097 9,908 4,197 9,735 6,637 547 13,640 10,076 (8,822) 8,049 6,678 7,417 9,189 9,291 (271) 7,503 7,309 2,996 5,573 10,799 6,004 9,815 5,260 (3,621) 2,630 2,381 5,338 4,572 4,703 8,870 4,486 13,140 13,861 13,333 3,248 (1,635) 11,376 2,560 62.20 46.61 54.46 63.20 85.65 51.34 31.44 58.57 68.36 82.46 15.77 36.13 28.24 12.22 61.27 69.60 62.23 54.29 104.04 23.45 24.95 64.18 4.32 23.75 18.77 143.99 62.55 12.27 66.69 72.48 14.82 44.06 33.52 120.94 32.23 33.11 60.06 21.32 22.32 24.02 49.12 49.51 5.49 16.17 28.27 94.45 47.57 67.31 94.08 88.83 #N/A N/A 74.43 30.96 77.27 82.54 85.52 18.37 49.57 36.55 16.11 79.74 69.88 64.92 58.98 109.83 39.70 26.99 65.63 43.86 5.31 24.15 18.69 189.56 67.34 13.03 78.22 76.19 15.63 70.01 32.43 137.66 33.32 34.14 64.77 22.54 26.11 78.99 50.69 65.45 5.50 19.68 37.65 40.40 1.99 28.36 33.16 5.29 0.57 39.81 0.64 47.53 17.78 3.13 18.98 37.33 26.72 27.02 38.47 0.91 5.73 9.55 7.58 70.31 9.48 3.05 20.35 2.26 041 32.02 11.29 6.51 20.79 4.75 5.52 35.93 -2.96 15.03 3.95 3.22 9.63 5.54 18.20 181.20 5.60 21.44 0.05 19.27 28.66 1.28% (317.57) 1.03% (67.43) 0.83% (79.48) 1.47% (202.06) 0.70% 76.80 0.07% 1.13% (117.94) 2.48% (8.60) 0.67% 89.25 1.17% (96.36) 1.19% (14.30) 0.87% (52.96) 1.00% (85.68) 1.10% (13.69) 1.18% (225.98) 0.78% 16.40 0.44% 9.77 0.75% 52.46 0.91% (45.96) 0.73% (5.02) 0.99% (47.82) 0.86% 17.53 0.74% (1.82) 0.64% : 1.13% (72.23) 0.74% (52.71) 0.96% (30.08) 0.99% (60.12) 0.68% 0.81 0.95% (44.47) 0.83% 12.83 1.08% 81.86 1.00% 19.45 1.64% (61.36) 1.14% (102.79) 0.92% 27.40 0.86% (17.02) 0.96% (35.85) 0.82% (47.03) 1.03% (43.06) 0.93% (49.77) 0.57% (4.42) 1.50% (57.90) 1.29% 55.21 1.12% 35.47 1.16% (11.83) EFTA00293078

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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 5,197 7,790 328 549 922 3,152 606 6,733 1,403 (46) 1,556 (87) 1,699 366 3,734 220 3,063 31 4,276 4,346 1,161 157 587 61 66 168 303 3,733 (16) 730 305 2,864 1,219 11,637 6,598 (13) (29) 233 2,984 7,964 1,505 4,455 1,862 8,216 117 12,428 13,671 5,707 6,011 5,408 13,333 6,110 11,930 6,969 1,217 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 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 6,937 857.75 110.98 26.22 23.97 48.07 66.67 40.79 61.10 25.20 10.79 5.53 184.74 35.95 23.81 1.92 13.81 13.53 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 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 36.13 1,216.43 174.21 27.72 26.16 56.27 82.43 44.83 95.58 30.28 10.40 6.71 187.92 41.53 24.70 3.19 13.30 13.33 82.67 148.03 48.89 93.16 59.41 108.80 32.08 38.49 87.42 84.69 205.44 1.37 58.52 166.81 206.99 50.29 87.13 90.75 77.89 12,042.40 182.73 95.27 182.49 34.96 59.76 53.20 19.27 #N/A N/A 134.22 36.74 46.40 69.29 7.1 8.12 15.53 30.83 10.01 91.07 21.97 4.27 35.04 3.06 15.32 5.77 50.63 2.32 1.04 31.81 1.11 40.83 46.91 15.70 2.32 8.89 1.42 2.87 8.95 445 52.10 0.64 36.86 3.98 30.91 $1.22 49.92 37.34 0.42 0.91 14.34 30.04 44.63 16.86 48.44 12.27 54.92 2.25 0.90% 0.82% 0.81% 1.13% 1.10% 0.77% 0.99% 0.62% 0.92% 0.88% 0.60% 0.56% 1.01% 0.65% 1.30% 1.60% 1.43% 0.69% 1.01% 1.06% 0.73% 0.87% 0.85% 0.93% 0.62% 1.02% 0.95% 0.84% 1.01% 0.87% 0.98% 1.90% 0.98% 1.36% 1.04% 1.32% 1.25% 0.92% 0.46% 0.83% 0.73% 0.86% 1.18% 1.15% 1.13% 0.70% 0.75% (82.07) 131.56 (96.20) (44.48) (69.01) (13.23) (53.60) 103.83 65.48 (11.15) (33.84) (1.77) (41.32) 64.35 (39.80) 102.20 84.02 27.14 3.77 (25.56) 17.09 86.65 (41.82) 67.38 (4.51) (5.71) (0.31) (14.72) (48.04) (26.16) 0.18 32.84 (61.57) (21.08) (31.99) (336.62) 7.75 4.44 (6.22) 78.51 7.22 122.75 (35.21) (13.18) (26.34) EFTA00293079

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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 902 1,669 285 630 641 3,758 2,246 891 2,017 1,042 4,538 173 5,722 1,654 1,659 4,316 5,052 (4) 615 1,255 127 496 493 1,292 3,278 418 474 5,220 62 1,160 883 (88) (90) 8,456 539 1,242 2,509 1,869 6,419 147 (31) 136 11,917 11,018 1,649 7,177 7,645 7,534 351 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 1,865 (2,923) (3,123) 21,828 4,762 7,196 (10,166) 7,645 (1,329) (1,421) 10,521 9,413 6,030 16,099 12,547 19,920 6,056 4,217 5,192 106.02 49.85 27.57 34.82 197.70 31.14 10.96 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 4.30 167.89 12.58 33.38 94.24 13.30 13.87 956.05 212.47 81.28 6.37 6.73 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 52.00 73.28 75.80 114.04 49.75 57.40 32.32 37.88 214.26 31.51 10.96 91.25 24.33 75.95 13.79 79.49 7.96 78.77 83.76 47.42 94.42 83.18 0.11 167.67 14.28 38.95 96.83 10.95 11.42 1,361.88 263.28 81.31 5.46 5.71 32.34 78.34 35.33 80.09 83.98 34.72 34.73 23.02 167.61 77.97 130.96 76.78 90.52 53.26 72.73 77.79 10.98 16.18 15.69 9.74 12.77 1.44 0.00 32.94 16.06 11.85 25.34 20.50 77.53 4.00 38.15 13.38 18.11 33.72 23.33 0.13 9.99 20.00 3.52 11.93 11.28 32.64 26.75 0.06 9.59 10.15 26.78 1.65 16.20 7.04 13.45 6.87 6.31 70.42 8.59 19.19 19.74 16.91 50.76 2.25 0.95 3.26 0.69% 0.89% 0.94% 1.10% 0.90% 0.66% 0.82% 1.98% 0.78% 1.89% 0.77% 0.66% 0.99% 1.30% 0.92% 0.82% 1.31% 0.96% 0.83% 4.18% 1.04% 1.35% 0.83% 0.78% 1.48% 1.56% 1.30% 0.89% 0.69% 1.49% 1.50% 0.89% 0.79% 0.99% 0.89% 0.86% 0.96% 1.01% 1.14% 0.67% 1.07% 0.79% 0.88% 0.63% 1.08% 0.78% 0.80% 51.37 6.99 22.34 (39.35) (88.73) (43.63) 1.74 113.99 222.38 (31.12) (150.02) 117.41 129.50 45.81 (224.97) (110.63) (15.11) (199.90) 252.77 (13.13) 194.80 (138.22) 30.18 85.60 78.26 (18.66) 185.40 1.42 76.23 78.75 (247.34) 12.45 12.32 126.65 101.82 24.10 24.64 33.03 (127.19) (15.61) 54.13 (34.03) (158.15) 35.55 5.16 (2.99) EFTA00293080

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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 219 (25) 185 378 (78) (61) (56) 6,739 (27) 162 (43) 728 573 (193) (241) (40) 2,683 1,466 1,202 1,054 185 28 1,558 268 412 (10) 404 878 (466) 451 68 16 13 474 3,140 162 10,081 530 (115) 32 311 889 4,065 4,084 4,580 6,240 4,623 5,748 4,934 17,035 4,764 5,348 (6,174) 7,256 5,315 5,241 5,681 (1,878) 7,836 11,259 8,908 6,528 (7,260) (4,584) 4,487 9,709 (5,283) 6,686 (337) 4,576 6,518 4,606 5,950 (8,069) (8,928) 5,422 2,179 2,725 (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 60.03 54.72 54.04 212.78 65.12 47.26 103.67 8.35 8.28 81.43 81.46 71.25 44.08 114.69 114.81 79.94 644.51 42.15 160.18 80.14 22.30 25.49 66.43 33.28 84.31 33.29 24.71 359.52 34.20 44.90 15.63 15.56 63.57 46.31 4.59 7.62 117.86 63.59 59.06 43.75 83.58 5.65 120.22 36.37 36.40 38.87 321.15 59.03 54.14 53.43 296.96 64.76 48.70 104.39 9.19 9.17 78.54 78.14 72.77 59.18 129.62 130.31 92.85 628.05 41.90 161.24 93.00 21.16 27.06 68.30 33.32 89.54 33.33 28.35 380.31 32.47 45.46 15.74 15.64 60.76 61.63 4.59 7.63 114.18 126.32 64.44 44.47 84.13 5.42 140.64 7.30 0.85 4.98 3.21 1.89 0.88 0.74 A744 0.87 3.41 0.85 10.83 9.09 478 5.02 -1.88 26.93 13.69 14.21 18.22 2.89 1.30 0.83 22.09 4.58 6.51 241 0.17 6.50 0.15 15.03 5.77 6.83 2.27 0.87 0.46 4.31 43.01 0.13 0.21 3.57 109.34 9.78 -2.19 1.03 4.67 19.46 0.74% 0.73% 0.81% 1.89% 0.90% 1.21% 1.52% 0.83% 0.65% 0.89% 0.82% 0.93% 1.19% 0.77% 0.85% 1.13% 1.27% 0.95% 0.95% 0.89% 0.88% 0.47% 0.80% 0.73% 1.11% 0.95% 1.17% 0.68% 0.95% 0.68% 0.98% 1.00% 0.74% 0.55% 0.82% 1.02% 1.03% 0.77% 0.66% 0.96% 0.88% 0.90% 0.93% 0.75% 0.64% 0.90% 0.87% (3.25) (10.34) (16.22) (446.79) 26.54 (123.98) (180.23) (29.09) (61.98) (43.99) 15.76 (80.11) (71.30) (57.35) (79.66) (1.90) (112.55) (250.48) (164.93) 17.82 (39.48) 17.53 (66.94) (6.18) (55.15) (35.44) (2.53) 24.91 (52.29) 26.63 (42.53) (1.46) (47.06) (46.07) (1.59) (21.44) 16.74 128.93 (37.42) (13.21) 24.07 (52.91) (59.31) 82.53 (8.06) 43.17 (43.29) EFTA00293081

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TWX US Equity 222 5,485 65.92 68.59 4.50 0.90% (23.99) TXN US Equity 3,807 12,205 34.93 45.82 40.06 0.78% 87.73 TYC US Equity 12,150 24,080 29.17 43.88 72.92 0.69% 63.77 UBS US Equity 526 5,489 19.43 21.30 8.42 1.14% (23.52) UBSN VX Equity 504 5,158 19.51 21.42 10.21 0.96% 3.76 UCG IM Equity 2,547 5,391 5.58 8.22 31.71 1.49% (30.97) ULVR LN Equity (114) (3,892) 39.50 40.66 3.46 0.85% 13.24 UNA NA Equity (207) (6,295) 38.14 39.40 3.93 0.84% 18.59 UNH US Equity 2,080 10,037 64.08 77.36 24.63 0.84% (73.19) UNP US Equity 1,624 10,766 163.08 187.67 18.54 0.81% 110.94 UPS US Equity 3,401 14,806 79.87 98.22 40.52 0.57% 96.40 USB US Equity 3,064 14,238 34.71 42.18 32.41 0.66% 196.62 UTX US Equity 6,670 15,190 82.05 118.08 59.05 0.74% 76.21 V US Equity 3,965 3,914 111.85 225.13 115.89 0.87% 14.45 VALE US Equity 492 (3,908) 15.08 13.18 8.98 1.40% 206.08 VALE3 BZ Equity 276 (4,586) 14.00 13.16 3.96 1.52% 203.77 VIAB US Equity 4,296 7,376 55.90 88.46 58.52 1.00% 81.13 VIV EP Equity 223 2,668 26.19 28.38 8.48 0.99% (42.07) VMW US Equity 688 4,379 87.66 101.44 12.72 1.24% (43.04) VOD LN Equity 39 (1,831) 4.13 4.04 137 157% 42.64 VOD US Equity 53 (1,762) 41.24 40.01 1.80 1.66% 52.90 VOW3 GR Equity 660 5,461 228.75 256.41 8.68 1.39% (35.62) VRX CN Equity 792 1,611 92.95 138.64 37.81 1.30% (16.79) VRX US Equity 919 1,880 93.20 138.75 39.84 1.23% (8.95) VTIUS Equity 676 5,134 86.91 98.35 21.90 0.60% (9.62) VWO US Equity 240 (7,247) 40.33 39.00 3.25 1.02% 96.91 VZUS Equity 130 (6,121) 48.12 47.10 2.58 0.82% 46.63 WBC AU Equity 133 3,917 29.78 30.80 3.81 0.89% (44.10) WES AU Equity 134 8,616 38.65 39.25 1.92 0.81% 45.78 WFC US Equity 2,786 10,067 37.56 47.95 40.03 0.69% 159.23 WLP US Equity 2,421 10,369 7431 91.67 24.63 0.95% 6.07 WMT US Equity (0) 4,005 74.59 74.59 0.01 0.64% (14.13) WOW AU Equity (341) (6,932) 31.30 32.84 -6.80 0.72% 1.32 XOM US Equity 509 10,902 90.48 94.71 5.72 0.82% 135.96 XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 343 1,282 30.64 38.84 20.08 1.33% (37.58) YUM US Equity 300 5,557 73.07 77.02 5.66 0.95% (11.79) ZURN VX Equity 327 6,394 291.95 306.87 6.61 0.77% (7.18) Current Portfolio - Global Macro Portfolio P/Lin Vol Security MTM Gain/(Loss) | Exp. @ Cost Days SPX Index 18,067 62,272 1,455.70 1,878.04 44.08 0.66% 43.23 NDX Index 14,383 46,686 2,831.19 3,703.40 41.44 0.74% (287.64) RTY Index 15,398 39,938 868.48 1,203.32 41.39 0.93% (56.46) EFTA00293082

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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 196 1,590 1,938 (229) 3,649 8,169 1,543 8,740 7,113 6,023 7,095 26,090 5,354 5,719 8,189 9,871 11,924 8,832 2,582 2,748 7,997 2,310 1,963 724 (537) 826 294 337 32,687 186 23 5,348 (21) 5,940 291 2,347 6,256 227 9,088 201 4,060 12,892 6,677 10,224 5,956 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 (6,489) 14,214 15,574 (33,700) 16,497 14,469 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 21,578.19 779.12 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 1,281.70 84.29 40.29 3,920.67 330.60 139.54 2,903.48 344.53 182 4,842.07 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 12,892.51 2,951.56 19,721.97 748.11 11,227.61 12,974.17 6,058.41 14,102.83 9,546.06 28,629.97 10,371.66 7,009.04 7.58 549.84 4,282.70 2,066.94 132.41 10,351.00 212.79 3,527.54 1,860.97 93.08 36.76 4,031.56 357.97 147.83 2,919.98 336.08 1.85 4,954.86 #N/A N/A 39.52 68.04 253.00 41.10 22.37 39.99 36.42 53.00 42.66 67.39 88.02 47.79 59.45 462.12 706.75 412.50 1.82 6.06 5.89 1.81 13.03 24.26 9.65 24.69 25.18 24.37 23.86 64.28 25.26 17.50 23.84 31.50 27.85 22.94 11.86 8.78 32.90 13.72 5.69 2.79 9.26 4.52 0.67 2.79 2.28 3.65 93.96 2.91 1.00 46.23 1.61 52.00 5.95 28.51 49.42 5.09 55.30 5.99 36.34 63.24 20.73 30.85 14.49 0.55% 1.00% 146% TAT 2.29% 0.70% 0.92% 0.80% (166.68) 252.21 (18.42) (222.73) 0.89% 0.64% 0.98% (270.30) 1.22% (131.22) 1.01% 0.59% (270.82) 0.77% (398.30) 0.79% (392.28) 1.13% (375.09) 0.94% (464.10) 0.94% (275.78) 1.11% (382.61) 1.37% 462.73 0.76% (82.79) 1.54% 124.46 1.01% (288.87) 0.89% (81.60) 1.31% 87.14 0.85% (28.50) 0.88% 35.32 0.78% (72.42) 0.64% 0.56 0.48% 1.05% 80.33 0.55% (48.02) 0.81% 38.07 0.24% (15.52) 0.84% 87.79 0.58% 26.17 0.64% (45.79) 0.78% 72.09 0.61% 21.32 0.80% (43.90) 0.80% 8.53 0.75% (83.08) 0.84% 0.74% 1.16% 0.87% EFTA00293083

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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 SXSE 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 5,714 1,165 12,375 5,197 444 24,740 3,258 2,812 10,251 233 919 12,369 23,950 6,182 6,337 74 1,622 (23) 1,004 3,748 2,800 (105) 6,829 (80) 41 1,384 274 648 3,288 4,260 3,209 3,661 2,743 30,966 8,032 3,170 10,365 2,945 993 1,064 3,615 848 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 12,858 (20,150) (24,622) 29,347 16,608 3,337 53,418 19,942 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 71,796 72,869 74,240 69,707 69,767 78,270 54,111 72,937 50,187 61,805 22,143 (33,149) 15,132 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 3.77 100.64 220.12 761.25 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.13 347.46 1,669.12 1,237.92 336.92 1,612.72 1,322.90 392.28 726.41 420.32 83.13 468.44 1,000.12 1,489.15 411.60 459.18 317.42 571.07 678.39 855.91 1,033.02 397.34 476.48 806.11 448.43 351.43 277.04 212.16 4,294.74 4,995.71 20.94 109.00 102.58 4.62 100.64 231.66 757.25 1,180.12 210.24 1,450.04 803.04 166.93 217.63 372.48 502.90 362.48 1,756.78 1,286.59 470.22 1,852.11 1,380.39 473.30 761.02 341.33 439.16 80.46 468.72 1,059.83 1,511.38 22.04 5.43 47.58 21.24 3.60 53.76 13.73 20.38 24.00 141 4.52 46.98 77.59 27.72 19.23 1.04 7.52 0.15 4.23 489 0.00 50.14 -3.80 17.01 1.36 1.34 6.43 1.18 3.07 16.32 21.64 15.69 19.18 14.08 129.69 42.07 15.75 57.86 16.47 7.44 3.46 0.22 18.24 5.07 0.76% (181.78) 0.73% (251.81) 0.90% (431.07) 0.86% (434.77) 0.68% (109.09) 0.75% 0.92% (382.19) 0.78% (187.12) 1.05% (877.19) 0.81% (163.44) 0.69% (198.52) 0.74% (171.67) 0.79% (248.61) 1.18% 0.56% 60.62 1.07% ‘$35.87, 0.63% (204.81) 0.81% 304.83 4.61% (192.12) 0.68% (81.19) 0.10% (123.03) 0.14% (48.08) 0.43% 76.28 0.39% 179.52 0.36% 203.10 0.25% (72.11) 0.22% 331.06 0.28% 196.04 0.27% 167.53 0.28% 197.07 0.27% 194.71 0.28% 141.17 0.31% 202.48 0.35% 217.84 0.28% 181.82 0.36% 263.41 0.29% 157.79 0.60% (149.18) 0.93% $81.02. 0.27% 23.29 0.33% 146.25 0.29% (24.04) EFTA00293084