Atorus, LLC 3/10/2014 Current Date: | _-0.57%| Total Return since 1/1/12: a 712M Return: Day -0.28%| 130 Day Return: (+MTM) on Day 175 Current Long Exposure @ Cost: Fy Current Short Exposure @ Cost: ion Day Sarin op poston |___ asd Starting Capital: Positions: Current NAV: | soa Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 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. 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 r Hh Sh Sh Sh Sh DP PD DP PD Dm gh om PP PB BP Wf PEP HH Wy WE PE PT HH APT hh Ws EFTA00293085

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Atorus, LLC 3/10/2014 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 [xe of Total Notional | Security _| MTM Gain | % Total NAV | 24 Positions | 24.89%] 45 Positions XAG Curncy (20,150) 0.35% ROG VX Equity 6,620 0.35% INDEXCF Index (22,387) 0.39% HON US Equity 6,642 0.36% IBOV Index (22,524) 0.39% DAI GR Equity 6,844 0.37% CO1 Comdty (24,622) 0.43% CA_TSY CREDIT 6,968 0.37% MEXBOL Index (26,146) 0.45% SMI Index 7,028 0.38% ZA_TSY CREDIT (33,149) 0.57% CMCSK US Equity 7,260 0.39% SHCOMP Index (33,700) 0.58% ACA FP Equity 7,290 0.39% JP_TSY CREDIT (59,678) 1.03% AMGN US Equity 7,297 0.39% CH_TSY CREDIT 60,555 1.05% PSI20 Index 7,483 0.40% SXDP Index 61,075 1.06% GS US Equity 7,682 0.41% SPX Index 62,272 1.08% BMY US Equity 7,690 0.41% DK_TSY CREDIT 63,203 1.09% DAX Index 7,757 0.42% FR_TSY CREDIT 69,707 1.21% ASE Index 7,997 0.43% DE_TSY CREDIT 71,310 1.23% MDT US Equity 8,015 0.43% AT_TSY CREDIT 71,796 1.24% MMM US Equity 8,068 0.43% BE_TSY CREDIT 72,869 1.26% PRU LN Equity 8,117 0.43% NL_TSY CREDIT 72,937 1.26% BEL20 Index 8,255 0.44% STBCNZL Index 73,231 1.27% IT_TSY CREDIT 8,267 0.44% FI_TSY CREDIT 74,240 1.28% BA US Equity 8,279 0.44% IE_TSY CREDIT 78,270 1.35% HEX Index 8,457 0.45% AU_TSY CREDIT (79,133) 1.37% BAYN GR Equity 8,877 0.48% MY_TSY CREDIT (92,252) 1.60% IBEX Index 8,881 0.48% SG_TSY CREDIT (95,749) 1.66% XLY US Equity 9,009 0.48% CA_TSY CREDIT (97,153) 1.68% SXAP Index 9,544 0.51% LUXXX Index 9,725 0.52% TMO US Equity 10,015 0.54% SXOP Index 10,534 0.56% BAC US Equity 10,571 0.57% ES_TSY CREDIT 10,629 0.57% KFX Index 11,401 0.61% MA US Equity 11,479 0.61% SXMP Index 11,526 0.62% TYC US Equity 11,914 0.64% SXIP Index 12,141 0.65% CELG US Equity 12,669 0.68% XLV US Equity 13,049 0.70% NDX Index 14,431 0.77% RTY Index 15,270 0.82% SPX Index 18,030 0.97% SXTP Index 23,313 1.25% EFTA00293086

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SXDP Index 24,582 1.32% ISEQ Index 25,784 1.38% 1E_TSY CREDIT 31,140 1.67% GILD US Equity 31,999 1.71% STBCNZL Index 32,687 1.75% PT | P| PEMEAShort | PAMER Short PB -emeycom tong | | G20 Rates Long 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) EFTA00293087

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Atorus, LLC Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 3/10/2014 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 + 2,000,000 r T 1 She AD ND AD b A y Sy y sy’ Sy ha $y Sy sy ) © © S o ) o © ) o ” | (1,000,000) PT oho gh PUP oh oF a8 mbon Xs SA A I A (2,000,000) (1,000,000) (3,000,000) EMEA — AMER —= EquityCom omen NexEposure RHS: APAC G20 Rates 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 Ned “cd » SY &® yoy wv? eS x 2 os Pe oe ee a EFTA00293088

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Atorus, LLC 3/10/2014 Current Gross Notional Risk by Category 246,988 591,464 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 135 — MScIWorld 115 ATORUS 0.95 O75 + T T T T T T T T T T T T 7 FS PF HH PP FF G8 nN ye er wv e wv ALAR WaT MT MN AV aA we a ae > AP a” Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 1.00% otzedVal EFTA00293089

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/10/2014 0.00 + 1 T T T T T ’ AS wos oo” O° 9" 9° 9" 97 9 OO LO LO" 9 LO LO" LO 10.09 PS PE APE aD oPh sO" oh PT Pe OT OY" AP" AO" HB" H" HP" op" ——P/L Vol Days by Position (<7 Vol Days) (>7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ MTM Gains(Losses) % of NAV "Signficant™ 1.77%) 52.31%) EFTA00293090

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Atorus, LLC 3/10/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day) M™ Senitos) Exp. @ Cost {in — 000270 KS Equity (5,144) 51.62 51.32 0.58 1.01% 005380 KS Equity 35 1,799 217.13 221.32 1.49 1.29% ace 005490 KS Equity 220 (3,782) 273.49 257.55 5.89 0.99% 64.74 005930 KS Equity 233 (6,558) 1,285.62 1,239.94 4.02 0.88% 77.21 012330 KS Equity 802 5,282 244.69 281.82 11.93 1.27% (56.36) 1 HK Equity 225 8,073 15.56 15.99 2.90 0.96% (146.57) 1299 HK Equity (46) 3,412 4.82 4.76 1.38 0.97% (47.37) 13 HK Equity 2,758 12,243 11.40 13.97 20.22 1.11% (361.81) 16 HK Equity 526 (9,935) 12.66 11.99 6.98 0.76% 125.42 27 HK Equity (3) 123 9.67 9.47 “1.06 2.04% (3.81) 2914 JP Equity 235 (4,719) 32.47 30.85 3.46 1.44% 38.00 3382 JP Equity 40 3,411 37.70 38.14 0.85 1.38% (14.44) 4063 JP Equity 103 (4,536) 56.40 55.12 1.61 1.41% 55.70 4502 JP Equity 44 2,102 46.69 47.66 2.76 0.75% (4.50) 4689 JP Equity 22 1,082 6.06 6.18 152 1.35% 7.99 5 HK Equity (71) 3,038 10.61 10.37 -2.88 0.81% (28.95) 5108 JP Equity 43 3,498 36.36 36.81 0.91 1.37% (8.50) 5401 JP Equity 139 (3,709) 2.99 2.88 2.55 1.47% 43.13 6301 JP Equity (173) (3,515) 20.64 21.65 “3.45, 1.43% (13.23) 6752 JP Equity 1,628 4,145 9.01 12.55 15.82 2.48% (27.10) 6902 JP Equity 2,446 9,730 41.48 51.91 19.84 1.27% (103.57) 6954 JP Equity 475 6,393 157.65 169.36 4.82 1.54% (104.40) 7201 JP Equity 75 (3,743) 8.85 8.67 1.64 1.22% 28.02 7203 JP Equity 59 (3,073) 57.44 56.34 1.56 1.22% 48.37 7267 JP Equity coe (4,885) 36.43 36.34 0.19 1.23% 84.89 762 HK Equity 498 (4,155) 1.43 1.26 11.38 1.05% 150.48 7751 JP Equity 230 (6,865) 31.44 30.38 2.85 1.18% 59.42 8031 JP Equity (16) 2,984 15.40 15.32 0.41 1.25% (74.72) 8058 JP Equity (47) 3,003 19.27 18.98 “1.29 1.21% (24.75) 8306 JP Equity 39 (2,979) 5.88 5.81 0.95 1.37% 23.00 8316 JP Equity 67 (2,505) 45.91 44.69 1.67 1.59% 33.54 8411 JP Equity (26) 604 2.12 2.03 3.55 1.21% (5.45) 8604 JP Equity (34) (2,467) 6.76 6.86 -0.96 1.45% 4.60 8801 JP Equity (37) (2,013) 31.09 31.66 “1.06 1.73% 33.96 8802 JP Equity (5) (3,881) 24.81 24.84 0.07 1.60% 72.29 9020 JP Equity ut (3,967) 77.53 75.36 2.42 1.16% 18.45 941 HK Equity 1,161 (11,351) 10.25 9.20 15.17 0.67% 372.54 9432 JP Equity 371 6,077 53.19 56.44 4.23 1.45% (99.00) 9433 JP Equity 3,723 9,476 42.13 58.69 23.22 1.69% (188.37) 9437 JP Equity (177) (5,749) 15.71 16.19 -2.89 1.07% 35.66 9983 JP Equity (10) 3,177 369.07 367.92 -0.20 1.54% (24.75) EFTA00293091

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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 1,367 199 749 630 218 218 66 65 88 7,290 151 811 95 205 1,598 54 184 4,225 2,714 2,037 7,297 642 4,017 82 216 (266) 3,195 4,232 3,758 4,093 8,279 10,571 (342) 969 259 (82) 8,877 (26) 755 571 (32) 1,423 (75) (427) 78 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 467 453 5,408 4,780 9,712 1,193 6,607 9,135 5,434 4,012 6,526 7,550 5,742 22,886 10,655 14,103 4,457 (6,870) (6,360) 10,373 12,676 11,669 12,432 14,361 10,884 4,236 7,333 4,933 (8,047) 11,757 (1,954) (6,743) (7,252) 506 5,790 (6,644) 5,118 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.14 102.03 38.87 19.75 19.75 6.83 94.76 77.48 72.36 63.57 109.60 135.71 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.64 82.74 81.31 71.56 49.80 50.40 49.96 79.84 8.82 4.38 97.30 $2.71 66.82 76.64 8.33 12.96 12.50 64.24 10.12 43.17 17.60 52.08 77.47 531.37 25.29 25.34 $1.51 7.03 7.08 103.01 39.70 19.75 19.75 16.05 97.74 83.95 78.13 65.54 128.76 137.07 50.90 69.97 170.82 170.88 124.61 80.89 369.58 29.17 80.13 84.71 93.61 66.43 66.63 66.40 125.87 17.39 4.06 110.16 55.48 67.50 134.50 8.44 11.51 11.51 60.44 12.60 43.66 16.25 53.18 45.10 2.62 7.92 8.01 3.56 2.09 0.69 1.12 3.12 0.00 0.00 105.36 5.15 13.24 12.63 5.52 20.71 1.34 451 53.33 36.70 37.00 28.24 7.68 21.03 2.39 2.98 5.35 35.78 35.14 33.81 35.10 49.24 101.98 6.60 13.73 5.49 1.70 76.81 0.72 7.76 5.23 5.63 23.42 1.82 6.58 1.95 1.81% 16.27 0.97% 45.14 0.91% (117.87) 0.90% (122.77) 1.14% 17.27 1.44% 146.87 1.40% 100.67 0.86% (31.91) 0.69% 17.57 1.51% (3.40) 1.55% (3.55) 1.28% (46.28) 0.61% (14.84) 0.63% (12.71) 0.63% (6.61) 0.56% (8.29) 0.84% 114.45 0.75% (7.58) 1.02% (27.25) 1.21% (270.81) 0.98% (147.34) 0.96% (124.00) 113% S242 0.78% (9.21) 1.35% (92.88) 0.77% (53.21) 1.06% (16.46) 0.78% 57.32 0.86% (36.40) 0.95% (89.05) 0.95% (75.82) 0.94% (86.01) 1.17% |) (53834) 0.95% 25.07 1.22% (124.91) 0.96% (80.91) 0.96% 16.62 0.60% 1.89 0.98% (197.87) 1.81% 23.73 1.44% 218.76 1.51% 221.81 1.11% (10.67) 1.05% (0.46) 0.62% (5.18) 1.27% (152.61) 1.08% (49.39) EFTA00293092

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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 (131) (285) (299) 387 15 221 146 (37) (33) 692 7,690 29 1,769 10 371 453 1,672 65 467 16 549 1,090 39 450 599 12,669 (68) 1,278 278 4,645 7,260 1,183 286 1,176 657 3 (126) 183 786 115 2,272 22 1,316 724 1,764 (201) 1,682 (3,003) 6,689 6,060 1,066 (530) 3,723 1171 550 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 7,702 (8,171) 6,846 2,976 3,018 2,724 10,300 7,736 1,267 7,821 15,111 3,973 18,685 7,245 17,408 18,900 12,873 7,311 12,425 6,077 (7,980) 7,901 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,694 (8,207) 12,240 17.35 34.27 68.07 245.93 31.17 31.43 274.17 32.28 65.44 98.63 35.71 70.54 61.78 57.47 7.76 116.56 6.18 102.05 30.31 49.15 32.46 87.23 67.87 49.35 36.20 85.54 99.42 58.99 82.04 40.65 36.26 51.38 35.69 51.30 67.68 66.64 115.69 63.38 56.89 19.39 21.79 25.07 28.70 63.07 112.39 60.05 18.11 32.87 64.86 335.26 30.27 33.29 308.40 30.26 65.18 112.06 55.80 69.99 81.66 57.60 8.06 123.42 4.92 103.01 35.07 49.40 39.00 96.46 68.22 66.87 38.97 157.25 97.76 63.03 85.19 51.49 50.19 56.10 37.09 56.15 75.00 66.62 113.88 AN/A N/A 71.23 60.06 25.93 21.70 28.77 26.71 73.48 115.14 68.30 4.95 4.06 5.23 22.87 2.19 6.78 13.08 6.26 0.56 14.41 42.92 0.89 28.44 0.30 5.78 8.03 13.24 1.13 14.77 0.50 18.45 10.95 0.69 28.68 7.04 65.36 1.74 11.81 6.10 28.81 40.43 15.58 3.95 15.46 11.55 0.05 2.22 22.97 15.80 3.78 31.33 0.52 16.08 9.35 23.43 3.81 19.60 0.89% 33.03 1.05% (237.78) 0.94% (161.61) 1.59% 31.81 1.31% 15.67 0.88% (8.94) 0.95% (10.40) 1.06% (16.64) 0.70% (28.18) 0.95% (118.52) 1.31% 110.39 0.88% 10.94 1.13% (28.60) 0.72% 12.91 0.65% (22.54) 0.73% 73.25 1.55% 89.06 0.84% (26.51) 1.06% 36.46 1.03% (23.75) 1.09% (2.99) 0.97% (60.69) 0.74% (58.26) 1.24% (13.17) 1.09% (73.28) 128% 511.46 0.98% (46.54) 0.58% (10.70) 0.63% 39.38 0.93% (107.78) 0.95% (65.92) 0.59% (9.57) 0.99% (72.09) 0.61% 4.39 0.94% (24.59) 0.60% (5.95) 0.72% 17.50 0.33% 0.78% (7.78) 1.48% (27.35) 1.08% (64.55) 0.83% 16.88 0.92% (45.38) 0.74% (86.63) 0.70% 11.78 0.64% (1.97) 0.70% 22.50 EFTA00293093

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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 6,844 (16) 2,885 3,874 240 (3) 4,442 (26) 4,438 1,970 168 1,444 2,477 150 4,120 2,959 (7) 268 498 410 6,463 772 1,710 119 (34) 1,731 794 348 1,711 187 (174) 1,652 (168) 736 75 664 245 2,159 31,999 359 1,041 63 2,255 792 13,908 4,052 12,432 8,377 8,122 8,073 9,889 1,190 14,097 9,908 4,745 9,735 6,689 547 13,640 10,185 (8,822) 8,507 6,678 7,865 9,189 9,291 939 939 7,503 7,309 2,996 5,573 10,799 6,004 9,815 5,260 (3,621) 2,630 2,381 5,338 5,098 5,188 9,405 4,486 13,140 13,861 13,333 3,248 (1,635) 11,376 2,560 62.20 46.61 54.56 63.20 85.65 51.34 31.44 58.57 68.36 82.82 15.77 36.20 28.24 12.22 61.42 69.60 62.34 54.29 104.35 23.45 24.95 65.01 44.04 4.32 23.75 18.76 143.99 62.55 12.27 66.69 72.48 14.82 44.06 33.39 120.94 32.29 33.16 60.29 21.32 22.32 24.02 49.12 49.51 5.49 16.17 28.27 92.82 46.44 67.23 92.43 88.19 #N/A N/A 74.40 30.77 77.01 81.96 85.75 18.11 49.61 35.98 15.91 79.27 69.66 64.30 58.34 109.79 39.94 27.02 65.01 44.04 5.30 24.14 18.55 188.71 67.15 12.98 78.32 75.05 15.53 71.73 31.20 137.62 32.89 33.64 64.55 22.48 25.98 79.49 50.44 65.37 5.28 19.38 37.02 38.69 0.35 30.30 32.72 4.60 0.57 40.14 0.88 52.98 17.58 3.00 17.03 40.11 24.99 26.25 40.92 0.19 4.21 8.24 7.83 77.02 9.90 0.00 0.00 21.81 2.30 1.25 32.98 11.57 6.45 21.54 3.43 5.19 37.88 5.90 16.73 2.13 1.49 9.24 5.51 18.86 182.60 4.59 21.88 2.75 18.38 27.86 1.27% 1.08% 0.77% 141% 0.64% 0.07% 1.12% 2.46% 0.59% 1.13% 1.18% 0.87% 0.92% 1.10% 1.15% 0.71% 0.44% 0.75% 0.91% 0.67% 0.91% 0.84% 0.65% 0.65% 1.04% 0.71% 0.92% 0.94% 0.64% 0.90% 0.81% 1.03% 0.93% 1.66% 1.19% 0.82% 0.87% 0.97% 0.76% 0.99% 0.87% 1.26% 0.59% 1.46% 1.40% 1.08% 1.11% (358.46) (96.18) (17.46) (214.38) (60.41) (7.28) (6.90) (62.85) (83.72) 13.00 (158.52) 7.10 (10.84) (223.23) (76.84) 28.35 (83.37) (78.32) (3.17) 94.51 10.77 (8.92) 3.99 (10.93) (2.83) (22.52) (32.51) (31.78) (24.13) 14.43 (81.00) 23.34 104.74 (83.96) (1.75) (67.46) (77.09) (34.22) (10.85) (73.54) 291.28 (69.22) (4.89) 66.20 (206.23) (55.85) EFTA00293094

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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 5,110 7,682 580 911 3,085 606 6,642 1,323 (59) 1,565 (54) 1,641 403 3,665 397 2,945 79 4,176 4,365 1,124 182 635 46 51 145 265 3,700 (9) 709 279 2,699 1,210 11,479 6,385 (23) (30) 206 3,011 8,015 1,539 4,443 1,862 8,068 133 12,428 13,671 5,707 6,555 5,408 13,333 6,110 11,930 7,075 1,217 7,382 (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 2,016 370 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 24.15 48.07 66.67 40.79 61.10 25.27 10.78 5.54 184.74 35.95 23.81 1.92 13.81 13.15 67.84 149.71 34.13 69.31 52.29 106.69 34.96 38.83 84.93 78.04 198.03 0.89 58.84 122.48 203.11 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 1,210.41 173.33 27.78 26.29 56.17 82.09 44.83 95.11 29.99 10.28 6.71 186.73 41.35 24.79 3.17 12.88 12.95 82.10 145.49 48.54 93.27 59.19 109.14 31.84 38.58 86.85 83.76 204.52 1.36 58.65 165.52 203.11 50.13 85.64 90.51 77.47 11,918.97 182.21 95.28 180.25 35.01 59.87 53.41 19.25 #N/A N/A 133.54 36.82 48.28 70.50 7.57 8.30 16.64 30.39 10.54 89.26 21.49 “5.57 36.67 “1.95 14.69 6.34 50.52 4.19 1.02 32.59 2.80 42.31 50.78 15.99 2.95 9.78 1.10 2.35 8.05 3.96 52.82 0.39 38.33 0.00 3.66 31.06 52.19 52.88 38.54 0.74 0.93 12.78 32.68 48.41 18.62 53.48 12.27 59.35 2.55 0.85% 0.80% 0.79% 1.07% 1.01% 0.76% 0.94% 0.62% 0.87% 0.87% 0.58% 0.55% 1.02% 0.65% 1.28% 1.61% 1.46% 0.65% 1.00% 1.00% 0.68% 0.83% 0.78% 0.91% 0.60% 0.96% 0.91% 0.83% 0.99% 0.84% 0.92% 1.90% 0.97% 1.28% 1.01% 1.23% 1.17% 0.90% 0.45% 0.83% 0.68% 0.80% 1.09% 1.04% 1.13% 0.64% 0.75% (86.81) (107.61) 12.54 33.68 (10.69) (66.71) (0.33) (91.36) (79.63) (13.14) 8.94 31.45 (57.26) 36.50 (68.27) 196.76 181.36 (117.30) 49.15 (99.41) 19.48 (36.12) 25.41 57.96 (15.55) (15.12) (23.18) (37.48) (33.12) 6.57 (21.02) (6.94) (25.64) (161.92) (9.46) (157.65) (210.45) (9.66) (0.16) (26.45) 27.44 51.66 34.64 (12.73) (146.94) 16.05 EFTA00293095

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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 829 1,637 268 621 553 18 3,744 2,262 830 1,942 991 4,487 171 5,487 1,514 1,636 4,219 5,052 (14) 762 1,227 139 562 567 1,223 3,077 418 474 5,274 66 1,032 613 868 (176) (181) 8,117 484 1,296 2,546 1,886 6,386 269 (16) 148 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 5,176 (2,814) (2,795) 3,043 13,710 2,792 (2,923) (3,123) 21,828 4,762 7,196 (10,166) 7,645 (2,658) (2,843) 10,521 9,413 6,030 16,099 12,547 19,920 6,737 4,217 5,192 106.02 49.85 27.57 34.82 197.70 31.14 10.40 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 441 167.88 12.58 33.38 94.53 13.30 13.87 956.05 212.47 81.39 6.21 6.54 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 52.22 73.28 75.80 113.39 49.63 57.26 32.05 37.83 212.00 31.21 10.40 91.18 24.25 75.52 13.72 78.84 7.92 78.75 82.95 46.81 94.22 82.77 0.11 167.14 14.69 38.82 97.07 10.65 11.06 1,340.19 260.15 81.64 5.32 5.55 32.41 78.40 34.79 80.31 83.83 34.72 34.74 22.61 166.68 78.55 131.21 76.88 90.40 54.31 73.00 77.96 9.88 16.12 15.98 10.53 10.98 0.30 0.00 34.59 16.38 11.52 23.82 19.33 78.16 4.26 37.75 12.48 20.20 35.26 24.01 0.44 12.13 20.88 3.70 13.71 13.10 30.76 25.26 0.43 9.42 9.89 29.16 1.95 14.21 7.13 14.05 7.64 -7.10 68.26 7.88 21.28 22.43 17.94 52.81 3.50 0.51 3.70 0.70% 0.89% 0.92% 1.02% 0.82% 0.66% 0.82% 1.98% 0.74% 1.87% 0.73% 0.67% 1.00% 1.28% 0.86% 0.79% 1.28% 0.84% 0.77% 4.06% 1.00% 1.38% 0.78% 0.73% 1.46% 1.55% 1.31% 0.89% 0.69% 1.52% 1.54% 0.83% 0.71% 1.01% 0.85% 0.81% 0.87% 0.90% 1.13% 0.65% 1.01% 0.71% 0.84% 0.61% 1.14% 0.75% 0.77% (72.87) (32.17) (16.29) (9.68) (86.43) (70.46) (18.11) (13.91) 30.87 (60.66) (74.70) (50.86) (50.11) (1.47) (232.52) (139.05) (22.97) (96.42) (259.17) (10.15) 151.29 (28.41) 13.13 94.84 108.20 (67.92) (199.32) 11.33 86.27 101.25 54.47 3.56 (126.26) (30.08) (14.64) (0.23) (0.50) (332.94) (54.68) 54.45 36.39 17.69 (32.49) 138.06 15.27 11.97 EFTA00293096

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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 (20) 191 532 (323) (252) (182) 6,620 (38) 160 (61) 703 569 (262) (301) (36) 2,707 1,282 1,022 1,036 264 21 1,514 351 437 (6) (17) 419 (22) 858 (365) 471 109 25 39 433 3,223 (48) (2) 201 10,015 523 (84) 412 856 4,065 4,084 4,580 6,240 4,623 5,748 4,934 17,035 4,764 5,956 (6,174) 7,256 5,315 5,241 5,681 (1,252) 7,836 11,259 8,908 6,528 (7,260) (4,584) 4,487 9,857 (5,283) 7,091 (224) 4,576 6,518 4,606 5,950 (8,069) (8,928) 6,127 2,905 3,406 (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 59.76 54.62 53.97 212.78 65.12 47.40 103.67 8.35 8.28 81.34 81.38 71.25 44.08 114.69 114.81 79.94 644.51 42.15 160.18 80.30 22.30 25.58 66.43 33.28 84.31 33.29 24.71 359.52 34.20 45.01 15.67 15.61 63.57 46.31 4.59 7.62 117.86 63.59 59.06 43.75 83.58 5.65 120.22 36.47 36.45 38.92 328.59 55.85 $2.32 52.05 295.47 64.61 48.67 104.69 9.16 9.16 77.47 77.29 73.30 59.31 127.75 127.99 92.62 621.11 42.15 160.91 92.63 20.82 27.15 68.14 33.16 89.73 33.13 28.27 375.80 32.39 45.81 15.80 15.79 61.00 62.03 4.55 7.62 113.28 125.91 64.36 44.28 83.68 5.34 139.89 7.99 0.72 5.31 451 -6.50 -3.32 2.46 49.17 1.26 3.03 1.22 11.03 9.82 6.15 6.46 2.75 28.30 11.85 11.50 19.42 4.14 0.03 0.61 21.94 5.78 6.70 2.51 0.58 7.13 0.74 15.06 4.76 7.26 3.13 1.11 1.28 3.96 44.81 1.15 0.04 451 115.60 10.29 1.58 0.19 5.93 18.63 0.71% 0.68% 0.78% 1.89% 1.07% 1.32% 1.50% 0.79% 0.64% 0.88% 0.81% 0.88% 1.09% 0.81% 0.82% 1.05% 1.22% 0.96% 1.00% 0.82% 0.88% 0.48% 0.76% 0.70% 1.15% 0.92% 1.03% 0.65% 0.90% 0.64% 0.96% 0.95% 0.73% 0.57% 0.76% 0.90% 1.02% 0.76% 0.64% 0.92% 0.86% 0.85% 0.87% 0.77% 0.62% 0.94% 0.88% 11.28 5.46 5.48 156.83 (231.54) (184.56) (123.18) (118.72) (10.93) (3.10) (17.54) (24.70) (3.79) (67.94) (58.54) (8.88) 24.23 (181.02) (176.77) (18.22) 83.12 (27.17) (9.26) (44.86) 92.26 25.73 0.53 (22.41) 14.71 (26.48) (19.57) 91.37 22.23 47.45 12.10 33.30 (44.23) 83.39 (53.36) (10.78) 42.29 (65.06) (7.59) 29.85 (25.91) 111.47 (32.24) EFTA00293097

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TWX US Equity 193 6,121 66.15 68.24 3.74 0.84% (32.08) TXN US Equity 3,792 12,205 34.93 45.78 43.15 0.72% (15.01) TYC US Equity 11,914 24,080 29.17 43.60 77.12 0.64% (234.66) UBS US Equity 461 5,489 19.43 21.07 755 1.11% (64.42) UBSN VX Equity 435 5,158 19.51 21.15 8.78 0.96% (68.24) UCG IM Equity 2,675 5,391 5.58 8.35 33.60 1.48% 129.92 ULVR LN Equity (82) (3,892) 39.50 40.33 2.51 0.84% 30.54 UNA NA Equity (172) (6,295) 38.14 39.18 3.38 0.81% 33.74 UNH US Equity 2,118 10,037 64.08 77.60 26.90 0.78% 38.96 UNP US Equity 1,521 10,766 163.08 186.12 17.38 0.81% (101.49) UPS US Equity 3,455 14,806 79.87 98.51 43.96 0.53% 54.76 USB US Equity 3,112 14,238 34.71 42.30 33.50 0.65% 48.20 UTX US Equity 6,580 15,190 82.05 117.59 62.42 0.69% (88.74) V US Equity 3,977 3,914 111.85 225.49 125.73 0.81% 12.53 VALE US Equity 609 (3,908) 15.08 12.73 10.58 1.47% 154.81 VALE3 BZ Equity 276 (4,586) 13.53 12.72 3.86 1.55% 164.85 VIAB US Equity 4,254 7,376 55.90 88.14 60.88 0.95% (42.02) VIV EP Equity 226 2,668 26.19 28.41 9.07 0.93% 2.60 VMW US Equity 720 4,379 87.66 102.08 13.71 1.20% 32.28 VOD LN Equity 17 (1,831) 4.13 3.87 4it 1.55% 84.33 VOD US Equity 128 (1,762) 41.24 38.25 4.12 1.76% 83.01 VOW3 GR Equity 506 5,461 228.75 249.92 6.48 1.43% (150.84) VRX CN Equity 822 1,611 92.95 140.35 39.77 1.28% 30.05 VRX US Equity 948 1,880 93.20 140.22 42.39 1.19% 29.91 VTIUS Equity 660 5,134 86.91 98.08 22.96 0.56% (15.57) VWO US Equity 310 (7,247) 40.33 38.61 4.37 0.98% 75.75 VZUS Equity 167 (6,121) 48.12 46.81 3.34 0.82% 38.73 WBC AU Equity 87 4,366 29.85 30.45 2.26 0.88% (50.81) WES AU Equity 139 8,616 38.65 39.27 2.03 0.79% 4.28 WFC US Equity 2,810 10,067 37.56 48.04 42.09 0.66% 24.06 WLP US Equity 2,451 10,369 7431 91.88 26.36 0.90% 30.08 WMT US Equity (18) 4,005 74.59 74.25 0.71 0.64% (17.84) WOW AU Equity (291) (5,546) 31.30 32.94 7.19 0.73% (16.78) XOM US Equity 563 10,902 90.48 95.15 6.51 0.79% 53.84 XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 314 1,282 30.64 38.14 18.88 1.30% (28.54) YUM US Equity 296 5,892 73.28 76.97 5.42 0.93% (4.31) ZURN VX Equity 313 6,394 291.95 306.25 6.58 0.74% (13.52) Current Portfolio - Global Macro Portfolio P/Lin Vol Security MTM Gain/(Loss) | Exp. @ Cost Days SPX Index 18,030 62,272 1,455.70 1,877.17 49.06 0.59% (37.20) NDX Index 14,431 46,686 2,831.19 3,706.34 45.49 0.68% 48.50 RTY Index 15,270 39,938 868.48 1,200.54 44.51 0.86% (127.56) EFTA00293098

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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 185 1,820 1,938 (229) 3,285 7,757 1,563 8,881 7,028 6,201 7,483 25,784 5,323 5,367 8,255 9,725 11,401 8,457 2,631 2,343 7,997 2,225 1,963 335 (1,132) 710 (187) 1,848 91 112 32,687 226 5,241 (24) 5,949 269 2,321 6,158 234 9,009 208 4,044 13,049 6,424 9,544 5,617 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 36,184 42,240 44,003 39,715 38,048 40,933 23,118 28,102 17,693 22,138 (22,387) 25,595 (12,978) 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 4,841 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 21,242.87 767.17 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 1,279.16 84.29 3,920.67 330.60 139.54 2,903.06 344.53 1.82 4,842.07 458.14 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.38 46.72 84.53 37.57 38.87 400.51 520.28 366.14 12,885.90 2,923.97 19,415.49 736.64 11,133.92 12,854.96 6,064.10 14,143.99 9,530.24 28,793.21 10,499.83 6,976.61 7.58 545.80 4,288.18 2,060.88 131.03 10,272.92 213.20 3,481.26 1,857.28 92.76 #N/A N/A 3,971.98 359.44 146.51 2,868.67 325.64 1.83 4,879.57 662.63 39.25 67.79 251.62 41.08 22.38 39.89 36.36 52.77 42.70 67.21 88.16 47.75 59.70 459.78 694.35 409.87 1.80 7.12 6.08 2.23 11.96 22.68 9.92 25.91 25.87 25.01 25.19 66.10 27.32 16.48 24.34 31.05 27.68 22.26 12.04 7.39 35.44 13.45 5.60 1.32 10.90 3.97 1.38 5.75 0.70 1.15 94.90 3.77 0.34 49.49 -1.99 57.12 5.80 31.05 54.91 5.49 58.87 5.86 40.95 69.34 20.28 28.12 14.14 0.53% (10.06) 0.98% 261.36 1.42% 380.13 1.86% (81.31) 0.69% 0.93% 0.79% 20.31 0.86% 141.62 0.62% (84.72) 0.98% 179.42 1.22% 392.63 0.97% (304.82) 0.54% (31.59) 0.77% (349.39) 0.77% 66.83 0.79% (145.13) 1.08% 0.93% 0.95% 48.76 113% (399.38) 1.28% (50.88) 0.75% (84.32) 157% 0.99% (383.19) 0.80% (48.63) 1.26% (133.22) 0.87% (270.36) 0.95% 0.79% (200.53) 0.67% (221.57) 0.47% 0.98% 43.35 0.51% (15.51) 0.74% (106.42) 0.22% (2.59) 0.77% 8.74 0.55% (21.69) 0.58% (25.01) 0.69% (96.79) 0.58% 7.09 0.75% (78.92) 0.73% 8.03 0.66% (15.88) 0.77% 157.25 0.73% (251.93) 1.19% 0.84% EFTA00293099

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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 MY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 5,720 1,156 12,141 4,942 409 24,582 3,095 2,735 10,534 144 721 11,526 23,313 6,327 6,296 (41) 1,735 185 572 3,893 (a) 2,760 (98) 6,968 (73) 994 1,326 963 836 3,451 4,356 3,386 3,784 2,907 31,140 8,267 3,333 10,629 3,099 978 1,160 56 3,761 519 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 7,951 53,418 19,942 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 71,796 72,869 74,240 69,707 71,310 78,270 54,111 72,937 50,187 63,203 5,486 22,143 (33,149) 24,362 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 4,967.00 22.78 108.90 99.19 3.77 99.87 220.12 761.25 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.13 347.46 1,669.12 1,238.99 336.92 1,612.72 1,322.90 392.28 727.18 340.47 420.32 83.13 469.09 1,000.12 1,489.15 411.67 459.05 315.62 566.74 677.12 854.33 1,027.24 395.85 479.14 802.64 445.49 345.27 274.25 213.40 4,290.94 4,951.40 20.82 108.08 101.12 4.65 99.86 231.50 757.52 1,178.30 210.13 1,439.31 803.83 165.68 217.20 373.29 503.53 363.31 1,759.72 1,289.51 470.97 1,859.11 1,383.35 475.36 762.83 340.47 438.89 80.22 470.16 1,062.24 1,502.76 22.66 6.04 47.10 19.79 3.45 55.25 13.20 19.75 24.68 0.89 3.55 41.80 74.37 28.65 19.41 0.57 8.03 1.18 2.37 5.30 0.02 50.42 -3.61 17.16 1.28 3.14 6.17 4.02 3.93 16.86 21.92 16.36 19.45 14.41 130.08 42.34 16.32 57.08 16.71 0.00 747 3.91 0.82 19.00 3.02 0.74% 6.55 0.65% (8.65) 0.89% (232.70) 0.88% (252.58) 0.65% (34.78) 0.73% (157.51) 0.91% (161.81) 0.78% (76.68) 1.05% 284.72 0.80% (88.18) 0.69% (196.54) 0.77% 0.80% 1.17% 146.57 0.81% (41.15) 0.55% (113.69) 1.07% 133.02 0.64% 209.39 0.82% (425.84) 4.42% 146.50 0.65% (61.62) 0.10% (39.50) 0.14% 7.08 0.42% 160.58 0.41% 7.15 0.40% 592.92 0.36% (60.01) 0.26% 0.22% 190.83 0.29% 163.63 0.27% 96.74 0.28% 177.75 0.28% 122.99 0.28% 168.44 0.31% 174.51 0.36% 235.75 0.28% 163.55 0.37% 264.69 0.29% 157.69 0.46% (13.82) 0.59% (14.22) 0.89% 102.34 0.28% 75.01 0.33% 146.25 0.30% (327.15) EFTA00293100