Atorus, LLC 3/11/2014 Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: on Day Net Exposure: Starting Capital: Positions: Current NAV: (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, 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. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T r SI FI SKIFF IPP PS MS PEW PW’ HH WY hw re oe” vf se > EFTA00293101

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Atorus, LLC 3/11/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MTM) Percentile MTM Gains % NAV) | Security | Notional [xe of Total Notional | Security _| MTM Gain | % Total NAV | | _ 30.35% 24 Positions | 25.05%] 49 Positions XAG Curncy (20,150) 0.35% UTX US Equity 6,329 0.34% IBOV Index (22,524) 0.39% SXXP Index 6,401 0.34% CO1 Comdty (24,622) 0.43% QQQ US Equity 6,409 0.34% MEXBOL Index (26,146) 0.45% MAERSKB DC Equity 6,460 0.35% INDEXCF Index (26,563) 0.46% HON US Equity 6,506 0.35% ZA_TSY CREDIT (33,149) 0.57% EDF FP Equity 6,564 0.35% SHCOMP Index (33,700) 0.58% CA_TSY CREDIT 6,723 0.36% JP_TSY CREDIT (59,678) 1.03% ROG VX Equity 6,768 0.36% SXDP Index 61,075 1.05% DAI GR Equity 6,955 0.37% CH_TSY CREDIT 61,497 1.06% SMI Index 6,967 0.37% SPX Index 62,272 1.08% CMCSK US Equity 7,263 0.39% DK_TSY CREDIT 67,396 1.16% AMGN US Equity 7,310 0.39% FR_TSY CREDIT 69,707 1.20% ACA FP Equity 7,350 0.40% AT_TSY CREDIT 71,796 1.24% GS US Equity 7,423 0.40% BE_TSY CREDIT 72,869 1.26% BMY US Equity 7,754 0.42% NL_TSY CREDIT 72,937 1.26% PSI20 Index 7,770 0.42% STBCNZL Index 73,231 1.26% MMM US Equity 7,922 0.43% FI_TSY CREDIT 74,240 1.28% DAX Index 7,927 0.43% DE_TSY CREDIT 74,397 1.28% ASE Index 7,997 0.43% IE_TSY CREDIT 78,270 1.35% PRU LN Equity 8,094 0.44% AU_TSY CREDIT (79,133) 1.37% IT_TSY CREDIT 8,142 0.44% MY_TSY CREDIT (92,252) 1.59% MDT US Equity 8,247 0.44% SG_TSY CREDIT (95,749) 1.65% BEL20 Index 8,388 0.45% CA_TSY CREDIT (97,153) 1.68% HEX Index 8,432 0.45% BAYN GR Equity 8,670 0.47% IBEX Index 8,697 0.47% XLY US Equity 8,838 0.48% LUXXX Index 9,656 0.52% SXAP Index 9,823 0.53% TMO US Equity 10,074 0.54% SXOP Index 10,454 0.56% BAC US Equity 10,501 0.56% ES_TSY CREDIT 10,510 0.57% KFX Index 11,418 0.61% SXMP Index 11,431 0.61% TYC US Equity 11,513 0.62% MA US Equity 11,621 0.62% SXIP Index 12,234 0.66% XLV US Equity 12,974 0.70% CELG US Equity 13,003 0.70% EFTA00293102

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NDX Index 14,186 0.76% RTY Index 14,650 0.79% SPX Index 17,621 0.95% SXTP Index 23,587 1.27% SXOP Index 24,549 1.32% ISEQ Index 26,278 1.41% 1E_TSY CREDIT 31,184 1.68% GILD US Equity 32,253 1.73% STBCNZL Index 32,687 1.76% APAC Long APAC Short EMEA Long AMER Long EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short ‘otal Long otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites,G20Gov. Credit) = $2,000,000 @ APAC Long $1,500,000 @ APAC Short m| EMEA Long sacle 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) EFTA00293103

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Atorus, LLC 3/11/2014 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 —Emen oe 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 APA ee EMEA 1,000,000 wr AMER —— EquityCom nn G20 Rates EFTA00293104

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Atorus, LLC 3/11/2014 Current Gross Notional Risk by Category 246,988 591,464 m APAC m EMEA m= AMER = EquityCom = G20 Rates —- MSCIWorld ATORUS rr | VR ne ne nD RD DDD SOS OO OP OP OM OY Oy Sh Ah Ah Wh AP PW WY Wh ~) &® & PP oP A hh T Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% 0.80% 0.00% T T T T T T T T T T Oe re ar y' .Y y ia Y “Y y ia y a Y y y os oe of of of of of os of of se of of WW NM SN WW NW NM QV EFTA00293105

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/11/2014 0.00 + 1 T T T T T T ’ aS os ro O° 9 9° 9" 97 9 OO LO LO" LO LO LO" LO 10.09 PS PE aE aPh oPh PO" oh PT gp OT "AP" AO" HP" |" 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"™ EFTA00293106

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Atorus, LLC 3/11/2014 Current Portfolio -Listed Equity Portfolio oe in Vol |30P Realized Change on Day) MTM Gain/(Loss) | Exp. @ Cost (in USD) 000270 KS Equity (29) (5,144) 51.62 51.91 0.59 0.94% (58.67) 005380 KS Equity 35 1,799 217.13 221.40 1.70 1.16% 0.65 005490 KS Equity 189 (3,782) 273.49 259.83 5.11 0.98% (35.21) 005930 KS Equity 266 (6,558) 1,285.62 1,233.49 4.67 0.87% 35.52 012330 KS Equity 798 5,282 244.69 281.64 12.36 1.22% (3.88) 1 HK Equity 286 8,073 15.56 16.11 3.70 0.96% 61.75 1299 HK Equity (73) 3,412 4.82 4.72 2.23 0.96% (27.30) 13 HK Equity 2,734 12,243 11.40 13.95 20.71 1.08% (23.80) 16 HK Equity 445 (9,935) 12.66 12.09 6.03 0.74% (89.77) 27 HK Equity (1) 123 9.68 9.59 0.43 2.07% 1.58 2914 JP Equity 185 (4,719) 32.47 31.19 2.80 1.40% (54.36) 3382 JP Equity 30 3,411 37.70 38.04 0.67 1.33% (9.61) 4063 JP Equity 55 (4,536) 56.40 55.72 0.89 1.36% (49.66) 4502 JP Equity 63 2,102 46.69 48.09 4.07 0.74% 19.69 4689 JP Equity 24 1,224 6.07 6.19 1.49 1.31% 1.94 5 HK Equity (41) 1,519 10.60 10.33 -3.38 0.79% (5.49) 5108 JP Equity 55 3,498 36.36 36.93 121 1.30% 11.55 5401 JP Equity 186 (3,709) 2.99 2.84 3.78 1.33% 52.02 6301 JP Equity (163) (3,515) 20.64 21.59 3.57 1.30% 8.81 6752 JP Equity 1,617 4,145 9.01 12.53 16.54 2.36% (11.80) 6902 JP Equity 2,498 9,730 41.48 52.13 21.18 1.21% 51.42 6954 JP Equity 546 6,393 157.65 171.11 5.77 1.48% 72.04 7201 JP Equity 74 (3,743) 8.85 8.67 177 1.11% (1.10) 7203 JP Equity 41 (3,073) 57.44 56.67 1.14 1.18% (18.26) 7267 JP Equity (92) (4,885) 36.43 37.12 “1.54 1.22% (101.80) 762 HK Equity 516 (4,364) 142 1.25 11.13 1.06% 24.41 7751 JP Equity 223 (6,865) 31.44 30.42 2.96 1.10% (7.75) 8031 JP Equity (21) 1,790 15.40 15.22 -1.00 1.19% (11.94) 8058 JP Equity (23) 3,003 19.27 19.13 0.66 1.16% 23.93 8306 JP Equity 22 (2,979) 5.88 5.84 0.58 1.27% (17.05) 8316 JP Equity 61 (2,505) 45.91 44.80 1.63 1.48% (6.28) 8411 JP Equity (13) 302 2.12 2.03 3.84 1.12% 0.06 8604 JP Equity (30) (2,467) 6.76 6.84 -0.90 1.35% 4.48 8801 JP Equity - 437 31.72 31.72 0.00 1.63% 0.87 8802 JP Equity (35) (5,009) 24.84 25.01 -0.46 1.51% (34.18) 9020 JP Equity 73 (3,967) 77.53 76.10 1.66 1.11% (39.84) 941 HK Equity 1,200 (11,351) 10.25 9.17 16.23 0.65% 49.22 9432 JP Equity 475, 6,077 53.19 57.35 5.67 1.38% 105.59 9433 JP Equity 3,821 9,476 42.13 59.13 24.78 1.63% 98.90 9437 JP Equity (220) (5,749) 15.71 16.31 3.83 1.00% (39.74) 9983 JP Equity (13) 3,177 369.07 367.60 0.27 1.48% (2.77) EFTA00293107

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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 1,426 279 762 626 248 204 66 86 102 (2) (2) 7,350 142 807 92 150 1,605 38 165 3,425 2,689 2,023 7,310 726 4,034 209 (193) 3,161 4,295 3,760 4,163 4,180 10,501 (232) 991 252 (132) 8,670 (26) 774 571 1,406 (53) (280) 55 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 (942) (902) 5,408 5,332 10,043 1,193 7,290 9,276 5,434 4,012 5,221 7,550 5,742 22,886 10,655 14,103 4,457 (6,870) (6,360) 10,373 12,676 11,669 12,432 7,180 10,884 2,118 7,333 5,318 (8,047) 11,757 (1,954) (6,743) (7,252) (590) 5,790 (6,644) 2,559 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.14 102.03 38.87 19.79 19.80 6.83 95.04 77.68 72.36 63.70 109.85 135.71 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 4.36 97.30 52.90 66.82 76.64 8.27 12.96 12.46 60.12 10.12 43.17 17.51 52.08 78.97 536.64 25.32 25.33 $1.79 7.05 7.07 103.34 39.84 19.83 19.85 16.12 97.58 83.92 77.93 65.01 128.85 136.68 50.67 70.34 170.39 170.58 124.67 81.49 369.93 29.03 80.22 83.78 93.37 66.68 66.64 66.69 126.33 17.33 3.93 110.45 55.40 67.92 133.15 8.38 11.47 11.48 60.12 12.57 43.52 15.78 52.86 47.19 3.74 8.42 8.22 4.35 2.01 0.74 151 3.74 0.14 0.17 111.46 4.39 13.28 12.52 3.78 21.03 0.97 4.21 58.90 38.04 38.60 29.60 8.78 21.83 1.79 3.02 -3.87 36.93 36.16 34.52 36.04 49.63 105.35 “B45 14.37 5.23 -2.68 73.37 0.76 7.94 5.65 0.00 23.29 “1.31 8.22 1.42 1.80% 0.95% 0.87% 0.87% 1.07% 1.40% 1.30% 0.85% 0.67% 1.42% 1.47% 1.22% 0.61% 0.61% 0.61% 0.54% 0.82% 0.73% 0.98% 1.11% 0.94% 0.91% 1.08% 0.78% 1.31% 0.76% 1.01% 0.78% 0.83% 0.94% 0.93% 0.93% 1.17% 0.92% 1.30% 0.94% 0.91% 0.61% 1.01% 1.71% 1.45% 1.39% 1.12% 1.04% 0.61% 1.33% 1.05% 60.13 80.87 13.16 (4.38) 30.83 (14.59) 4.54 21.83 13.95 (4.04) (4.85) 59.86 (9.20) (4.78) (3.29) (60.58) 7.59 (15.86) (19.03) 45.35 (25.86) (13.57) 13.21 84.11 17.29 (21.63) (7.69) 68.05 (34.61) 63.41 2.50 70.85 40.96 (69.11) (59.02) 22.35 (8.06) (48.56) (204.86) 12.57 23.78 23.85 3.17 (17.30) 21.47 (64.94) (23.01) EFTA00293108

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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 (98) (369) 395 21 213 149 717 7,754 1,708 55 374 526 1,661 85 435 (10) 508 1,167 65 434 580 13,003 (52) 1,413 334 4,572 7,263 1,213 245 1,185 619 (8) (91) 183 7385 155 2,207 20 1,340 761 1,674 (178) 1,642 (3,297) 6,689 6,839 1,066 (1,579) 4,281 1171 (621) 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 8,408 (8,171) 6,846 2,976 2,414 2,976 10,300 8,462 1,267 7,821 15,111 3,973 18,685 7,789 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 7,901 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,885 (8,207) 12,240 17.42 34.22 67.61 245.93 30.49 31.65 274.17 30.20 65.44 98.63 35.71 70.54 61.78 57.47 7.76 117.19 6.18 102.05 30.31 49.15 32.90 87.23 67.92 49.35 36.20 85.54 99.44 58.99 82.29 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.71 63.38 56.89 19.39 21.79 25.07 28.70 63.22 112.39 60.05 17.94 32.43 64.41 337.08 30.09 33.22 308.94 30.20 65.68 112.56 55.97 69.77 80.97 58.20 8.06 124.51 4.93 103.31 34.75 48.95 38.51 97.11 68.44 66.25 38.89 159.14 98.14 63.45 85.82 $1.32 50.20 56.22 36.89 56.19 74.57 66.71 114.39 AN/A N/A 71.22 61.19 25.75 21.70 28.84 26.61 72.95 114.83 68.10 “3.45 5.25 5.16 24.78 0.99 5.83 13.99 0.00 0.55 14.79 48.42 1.26 28.22 1.89 5.98 8.44 13.68 1.50 13.88 0.39 15.68 13.92 1.03 27.29 6.78 71.95 1.34 13.59 7.05 28.28 40.44 16.81 3.22 16.59 11.21 0.17 1.63 22.97 17.19 5.13 32.60 0.51 16.95 10.23 21.95 -3.39 18.91 0.87% 1.05% 0.96% 1.50% 1.32% 0.85% 0.91% 1.06% 0.65% 0.96% 1.17% 0.86% 1.10% 0.67% 0.64% 0.74% 1.49% 0.82% 1.05% 1.04% 1.09% 0.81% 0.74% 1.26% 1.09% 1.20% 0.98% 0.56% 0.61% 0.93% 0.95% 0.56% 0.98% 0.57% 0.91% 0.57% 0.71% 0.33% 0.72% 1.48% 1.01% 0.78% 0.89% 0.71% 0.70% 0.64% 0.71% 30.93 (83.20) (45.60) 7.90 9.43 (9.56) 2.30 1.37 63.63 25.42 64.50 11.33 (60.75) 45.97 3.03 78.98 (16.99) 19.99 (31.63) (21.96) (43.91) 77.40 27.74 (15.74) (18.86) 15.46 60.22 (72.27) 30.56 (43.08) 8.73 (37.69) (10.48) 34.92 (1.11) 41.68 (64.27) (1.59) 23.66 43.23 (90.21) 21.81 (40.36) EFTA00293109

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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 6,955 (41) 2,669 4,014 331 @) 4411 (26) 4,350 1,885 117 1,436 2,447 150 4,320 2,957 11 206 467 518 6,564 747 4) @) 1,741 142 (33) 1,672 796 348 1,778 160 (126) 1,637 (91) 726 (17) 652 261 2,106 32,253 420 997 82 2,197 546 13,908 3,242 12,432 8,377 8,122 8,073 9,889 1,190 14,097 9,908 5,292 9,735 6,741 547 13,640 10,295 (8,822) 8,507 6,678 8,313 9,189 9,291 792 1,836 7,503 7,309 2,996 5,573 10,799 6,004 9,815 5,260 (3,621) 2,630 1,191 5,338 5,624 5,673 9,941 4,486 13,140 13,861 13,333 3,248 (2,694) 11,376 2,048 62.20 46.61 54.56 63.20 85.65 51.34 31.44 58.57 68.36 83.03 15.77 36.28 28.24 12.22 61.57 69.60 62.34 54.29 104.70 23.45 24.95 65.01 43.97 4.32 23.75 18.76 143.99 62.55 12.27 66.69 72.48 14.82 44.06 33.36 120.94 32.30 33.15 60.51 21.32 22.32 24.02 49.12 49.51 5.40 16.17 28.27 93.31 46.02 66.28 93.49 89.14 #N/A N/A 74.23 30.77 76.64 81.37 84.88 18.10 49.45 35.96 16.09 79.26 69.51 63.85 58.09 111.22 40.19 26.96 64.67 43.90 5.32 24.21 18.56 187.19 67.16 12.98 78.77 74.69 15.33 71.47 30.98 137.39 32.35 33.04 64.48 22.56 25.89 79.93 50.66 64.71 5.23 19.30 35.81 39.48 1.16 26.70 34.02 6.10 0.57 41.69 0.90 53.04 17.03 1.95 17.30 41.02 26.51 26.95 40.95 0.29 3.28 8.20 9.25 77.32 9.96 0.81 0.24 22.20 2.74 1.23 33.43 12.10 6.53 22.35 2.96 -3.78 39.91 6.57 18.27 0.18 0.31 8.56 5.99 18.34 194.96 5.33 21.11 2.13 17.91 22.63 1.27% 111.38 1.09% (28.56) 0.80% (213.64) 1.41% 141.11 0.67% 91.08 0.07% 1.07% (31.41) 2.44% (0.29) 0.58% (88.39) 1.12% (85.12) 1.14% (55.25) 0.85% (8.27) 0.88% (30.26) 1.03% (0.36) 1.18% 201.51 0.70% (1.92) 0.44% 18.70 0.74% (61.77) 0.85% (30.72) 0.67% 114.74 0.92% 101.25 0.81% (24.59) 0.65% (4.15) 0.65% (5.90) 1.05% 31.21 0.71% 23.15 0.89% 1.63 0.90% (58.54) 0.61% 2.04 0.89% 0.24 0.81% 67.14 1.03% (26.47) 0.92% 44.31 1.56% (15.44) 1.17% (7.60) 0.74% (10.12) 0.91% (92.25) 1.01% (99.26) 0.77% (12.55) 0.97% 15.39 0.87% (52.22) 1.19% 256.01 0.59% 61.46 1.46% (42.72) 1.42% 24.92 1.08% (57.57) 1.18% (84.47) EFTA00293110

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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 5,017 7,423 342 686 926 2,939 641 6,506 1,307 (31) 1,599 (64) 1,653 379 3,622 338 3,014 87 3,892 4,402 1,016 180 669 18 72 146 243 3,590 (14) 689 190 2,668 1,223 11,621 6,460 (32) (191) 232 3,039 8,247 1,489 4,487 1,862 7,922 132 12,428 13,671 5,707 7,100 5,408 13,333 6,110 11,930 7,181 609 7,382 (5,036) 10,924 9,784 5,676 (5,909) (6,366) 14,011 (4,597) 9,883 12,630 8,516 7,934 (7,123) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 838 7,829 6,808 2,297 17,711 14,148 3,466 (5,579) 1,949 13,641 20,811 7,556 8,003 13,445 21,331 6,937 857.75 110.98 26.22 24.33 48.07 66.67 40.79 61.10 25.32 10.77 5.54 184.74 35.95 23.81 1.93 13.81 13.26 67.84 147.96 34.13 69.31 52.29 106.69 34.96 38.83 84.93 78.04 198.03 0.89 58.84 122.48 203.32 48.41 61.33 59.29 47.01 8,212.58 183.42 94.88 162.99 28.68 43.22 44.37 12.38 96.89 36.13 1,204.04 171.23 27.79 26.68 56.31 81.37 45.07 94.42 29.93 10.25 6.74 187.09 41.38 24.73 3.16 13.02 13.07 82.43 145.16 47.56 93.47 58.52 109.11 31.68 38.73 87.64 83.80 203.99 1.35 58.55 164.36 203.55 49.58 85.36 90.85 77.85 11,962.48 181.77 98.12 182.39 35.07 60.35 53.11 19.31 #N/A N/A 132.88 36.81 $2.21 69.53 7.82 8.86 17.10 28.80 10.96 88.75 21.07 5.90 36.92 2.46 15.72 6.07 53.09 3.62 1.06 35.60 1.89 39.35 53.47 14.10 3.00 10.16 0.43 3.51 8.66 3.71 53.55 0.60 37.36 0.06 2.43 31.44 55.15 60.04 38.72 -1.00 6.47 14.09 33.42 49.57 18.78 57.63 12.27 61.11 2.64 0.77% (91.83) 0.78% (255.99) 0.77% 1.59 1.09% 115.58 1.00% 15.24 0.77% (143.85) 0.96% 35.58 0.61% (135.12) 0.86% (16.27) 0.86% (1.56) 0.59% 33.85 0.52% (9.59) 0.96% 11.74 0.64% (23.57) 1.20% (42.82) 1.58% (67.06) 1.39% (57.71) 0.60% 69.10 1.00% 10.64 1.00% (278.43) 0.65% 36.59 0.85% (107.47) 0.76% (2.15) 0.92% 39.83 0.60% (28.19) 0.91% 21.52 0.85% 1.00 0.81% (21.71) 0.95% (108.82) 0.84% (5.09) 0.92% (19.01) 1.76% 1.83 1.00% (87.97) 1.25% (31.59) 0.97% 13.46 1.09% 143.57 1.18% 75.22 0.91% (8.44) 0.53% (160.71) 0.84% 25.86 0.67% 27.96 0.80% 233.50 1.05% (49.85) 0.97% 44.13 1.13% 0.61% (145.89) 0.72% (1.19) EFTA00293111

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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 715 1,548 257 656 565 20 3,729 2,251 798 2,022 1,008 4,418 131 5,533 1,417 1,752 4,276 5,052 (19) 756 1,231 112 572 565 1,193 3,009 42 418 474 5,293 102 851 688 817 8,094 539 1,326 2,611 1,886 6,409 205 (24) 144 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) 2,603 4,848 7,533 5,721 (2,814) (2,795) 3,043 13,710 3,718 (2,923) (3,123) 21,828 4,762 5,757 (10,166) 7,645 (849) (857) 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 10.25 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 4.28 167.88 12.69 33.38 94.72 13.30 13.87 956.05 212.47 81.70 6.17 6.53 26.10 77.33 30.43 85.47 75.28 34.30 34.31 12.76 158.54 64.65 113.30 66.83 68.46 52.22 73.28 75.80 112.38 48.93 56.85 31.87 38.00 212.32 31.22 10.25 91.10 24.31 75.30 13.80 79.06 7.86 78.10 83.10 46.40 95.20 83.01 0.11 166.68 14.67 38.84 96.58 10.60 11.07 1,330.91 259.10 82.62 5.29 5.54 32.43 78.99 34.93 79.68 83.32 34.30 34.31 22.58 167.61 78.87 131.67 76.87 90.48 53.81 72.87 77.90 8.26 16.59 15.84 11.84 11.53 0.34 0.00 35.54 16.93 11.01 25.19 19.56 75.87 3.34 37.84 11.53 21.02 37.34 24.90 0.72 11.56 22.58 2.74 14.04 13.05 31.60 24.91 1.56 9.97 10.59 31.28 3.22 15.40 8.07 13.21 0.00 0.00 71.03 8.54 21.51 24.13 19.12 57.28 2.61 0.77 3.74 0.73% (113.05) 0.89% . 0.85% (88.47) 0.99% (10.83) 0.77% 35.63 0.64% 12.09 0.79% 1.84 1.98% (5.01) 0.72% (14.83) 1.80% (20.60) 0.74% (31.47) 0.66% 80.68 1.00% 17.52 1.29% (68.69) 0.84% (39.85) 0.80% 45.81 1.30% (95.47) 0.87% 117.81 0.74% 56.65 1.00% (7.06) 1.35% (6.60) 0.72% 4.27 0.71% (29.77) 1.45% 15.39 1.55% (3.77) 1.24% (29.33) 0.88% (67.29) 0.73% 45.34 1.43% 17.59 1.43% 791 0.78% 18.58 0.67% 36.79 0.96% 26.23 0.84% 85.06 0.81% (51.26) 0.90% 10.36 0.93% 10.54 1.08% (23.05) 0.67% 55.33 1.02% 29.92 0.67% 65.34 0.79% (0.79) 0.56% 23.15 1.16% (64.36) 0.72% (7.37) 0.74% (4.34) EFTA00293112

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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 (18) 188 (183) (221) (161) 6,768 (4) 97 31 662 546 (200) (220) 2,627 1,129 1,089 1,025 293 12 52 1,555 384 501 (4) (47) 377 (50) (354) 506 193 18 24 399 3,199 (37) (11) 221 10,074 520 (64) 502 848 4,065 4,084 4,580 6,240 2,312 5,748 4,934 17,035 4,764 6,565 (6,174) 7,256 5,315 4,193 4,545 7,836 9,007 8,908 6,528 (7,260) (4,584) 4,487 10,006 (5,283) 7,496 (913) 4,576 6,518 4,606 5,950 (8,069) (8,928) 6,833 3,631 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 59.67 54.64 53.99 212.78 65.13 47.47 103.67 8.35 8.28 81.36 81.41 44.08 114.69 114.81 79.94 644.51 42.15 160.18 80.46 22.30 25.67 66.88 33.28 84.31 33.29 24.71 359.52 34.20 45.15 15.69 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 36.47 38.90 332.10 55.30 52.62 52.28 297.32 65.07 48.18 103.15 9.11 9.13 77.65 77.65 74.98 58.86 129.06 128.85 92.49 618.54 42.04 162.03 92.97 20.68 27.38 67.14 32.94 89.19 32.93 28.48 375.29 32.26 46.43 15.77 15.72 61.20 61.92 4.56 7.60 112.83 126.28 64.33 44.16 83.69 5.27 139.71 8.39 0.68 5.44 5.35 -7.32 3.00 2.19 49.26 0.14 1.67 0.58 10.48 9.76 6.17 5.87 27.56 12.73 12.36 19.51 4.55 0.57 1.56 22.08 6.32 7.32 0.38 1.70 6.33 -1.80 17.32 4.65 7.93 4.92 0.66 0.81 3.72 44.52 0.88 0.29 5.08 117.36 10.82 1.22 0.21 7.22 18.85 0.67% 0.65% 0.75% 1.81% 1.08% 1.28% 1.49% 0.81% 0.60% 0.88% 0.86% 0.87% 1.05% 0.77% 0.82% 1.05% 1.22% 0.98% 0.99% 0.80% 0.88% 0.47% 0.74% 0.70% 1.15% 0.91% 1.03% 0.60% 0.91% 0.60% 0.88% 0.94% 0.71% 0.58% 0.76% 0.88% 1.00% 0.76% 0.64% 0.88% 0.84% 0.84% 0.82% 0.76% 0.61% 0.94% 0.86% (0.11) 1.74 (2.87) 73.16 (20.94) 31.82 21.68 148.77 34.48 (68.25) 91.24 (40.90) (22.39) 9.35 20.46 (79.58) 103.76 67.55 (10.85) 31.30 11.72 31.51 42.19 37.92 68.36 13.28 (28.94) (41.36) (27.54) 51.76 10.48 38.44 94.61 (7.94) (15.15) (36.88) (23.24) 11.18 (9.57) 21.34 58.65 (3.09) 19.15 0.56 102.25 (8.14) EFTA00293113

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TWX US Equity 175 6,758 66.33 68.05 3.11 0.83% (19.95) TXN US Equity 3,797 12,205 34.93 45.79 45.26 0.69% 5.07 TYC US Equity 11513 24,080 29.17 43.11 71.57 0.67% | (396.85) UBS US Equity asa 5,489 19.43 21.04 755 1.10% (7.14) UBSN VX Equity 42 5,158 19.51 21.10 8.71 0.94% (13.74) UCG IM Equity 2,970 5,391 5.58 8.66 36.14 152% ULVR LN Equity (23) (3,892) 39.50 39.73 068 0.86% 58.00 UNA NA Equity (107) (6,295) 38.14 38.79 213° 0.80% 61.64 UNH US Equity 2,162 «10,037 64.08 77.89 27.28 = 0.79% 44.16 UNP US Equity 1504 10,766 163.08 195.85 17.42 0.80% (17.63) UPS US Equity 3,453 14,806 79.87 98.50 46.89 0.50% (2.06) USB US Equity 2,994 14,238 34.71 42.01 32.04 0.66% +~——(117.04) UTX US Equity 6329 15,190 82.05 116.24 59.49 0.70% (248.78) VUS Equity 4,027 3,914 111.85 226.93 140.67 0.73% 50.72 VALE US Equity 626 (3,908) 15.08 12.66 10.77 1.49% 23.37 VALE3 BZ Equity 276 (4,586) 13.43 12.62 3.87 1.55% 35.56 VIAB US Equity 4,289 7,376 55.90 88.40 62.10 0.94% 34.97 VIV FP Equity 183 2,668 26.19 27.99 7.05 0.98% (41.72) VMW US Equity Bas 4,379 87.66 104.57 16.02 1.20% 127.16 VOD LN Equity 156 (1,831) 413 3.78 5.34 1.59% 44.95 VOD US Equity 151 (1,762) 41.24 37.69 5.11 1.68% 27.80 VOWS GR Equity 270 2,730 228.75 251.37 7.05 1.40% 17.33 VRX CN Equity 819 1611 92.95 140.22 40.32 1.26% (2.36) VRX US Equity 951 1,880 93.20 140.35 43.08 1.17% 22 VTIUS Equity 651 5,134 86.91 97.92 23.79 0.53% (9.46) VWO US Equity 330 (7,247) 40.33 38.49 478 0.95% 21.80 V2 US Equity 195 (6,121) 48.12 46.59 3.84 = 0.83% 30.08 WAC AU Equity 125 4,815 29.93 30.70 291 0.89% 42.06 WES AU Equity 91 8,616 38.65 39.06 132 0.80% (47.47) WC US Equity 2,778 10,067 37.56 47.92 4185 0.66% (32.11) WLP US Equity 2,614 10,369 74.31 93.04 26.99 0.93% 164.33 WMT US Equity 2 4,005 74.59 74.63 0.09 0.64% 20.62 WOW AU Equity (346) (6,932) 31.30 32.86 697 0.72% 16.19 XOM US Equity 453 10,902 90.48 94.24 511 0.81% (109.07) XTA LN Equity (36) (2,238) HN/A N/A 0.72 2.21% YHOO US Equity 299 1,282 30.64 37.78 18.95 1.23% (14.87) YUM US Equity 332 6,228 73.50 741 6.01 0.89% 37.76 ZURN VX Equity 325 6,394 291.95 306.78 6.96 0.73% 11.78 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 17,621 62,272 1,455.70 1,867.63 47.89 0.59% NDX Index 14,186 46,686 2,831.19 3,691.50 45.88 0.66% (243.76) RTY Index 14,650 39,938 868.48 1,187.05 43.23 0.85% EFTA00293114

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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 132 1,850 1,938 (229) 3,192 7,927 1,443 8,697 6,967 6,301 7,770 26,278 5,237 5,440 8,388 9,656 11,418 8,432 2,651 1,665 7,997 2,333 2,511 310 842 (148) 1,816 153 63 32,687 293 5,132 (21) 5,818 245 2,288 5,998 231 8,838 151 3,849 12,974 6,401 9,823 5,549 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 36,568 42,240 44,003 39,715 38,048 40,933 23,118 22,481 17,693 22,138 (26,563) 25,595 3,203 14,214 12,459 (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 5,472 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 21,199.35 761.96 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.61 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,213.33 1,298.95 84.29 39.61 3,920.67 357.44 139.54 2,903.07 344.53 1.82 4,842.07 456.94 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.38 46.72 84.82 37.57 38.87 400.51 520.28 366.14 12,851.04 2,920.39 19,375.71 731.63 11,110.00 12,904.32 6,030.45 14,090.40 9,518.91 28,884.15 10,594.56 7,028.91 7.56 546.64 4,299.02 2,057.99 131.07 10,267.66 213.37 3,451.25 1,886.02 93.17 35.86 3,968.18 357.44 147.81 2,868.98 325.96 1.84 4,863.25 660.89 38.81 68.16 250.22 41.10 22.23 39.78 36.28 52.39 42.68 66.82 87.16 47.26 59.58 459.58 699.44 409.33 1.36 7.26 6.25 2.39 11.64 23.28 9.28 26.12 25.91 25.82 26.61 69.45 26.37 16.77 25.23 32.64 28.13 22.81 12.15 6.68 35.96 14.00 5.93 1.25 0.00 4.68 1.49 6.10 1.23 0.67 98.40 4.75 1.42 49.32 “1.77 55.72 5.27 31.92 51.93 5.52 57.27 3.63 37.80 70.79 20.70 29.36 14.09 0.50% (52.96) 0.97% 34.35 1.38% 50.11 1.73% (36.01) 0.69% (92.73) 0.93% 171.28 0.78% (119.23) 0.84% (183.16) 0.61% (60.66) 0.97% 99.69 1.20% 0.94% 0.54% (85.87) 0.77% 73.42 0.76% 132.47 0.74% (69.24) 1.07% 16.72 0.90% (25.26) 0.94% 20.56 1.11% (208.19) 0.75% 108.23 1.60% 0.97% (24.79) 0.78% (17.79) 1.26% 132.96 0.80% 1.32 0.88% (34.86) 0.75% 61.55 0.65% (48.59) 0.45% (278.13) 1.01% 71.87 0.51% 23.17 0.73% (107.95) 0.22% 2.60 0.77% (130.22) 0.55% (23.86) 0.56% (33.33) 0.72% (159.46) 0.57% (3.54) 0.75% (170.46) 0.76% (63.78) 0.68% (192.71) 0.75% (75.01) 0.71% (22.39) 117% 28094 0.84% (68.14) EFTA00293115

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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 5,938 1,137 12,234 4,966 333 24,549 2,992 2,732 10,454 161 591 11,431 23,587 6,271 6,259 (30) 1,709 79 250 3,690 (2,547) 2,766 (8) 6,723 (100) 896 1,323 858 3,298 4,200 3,256 3,594 2,740 31,184 8,142 3,168 10,510 2,936 63 897 1,355 198 3,740 580 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 6,429 (20,150) (24,622) 29,347 16,608 2,752 53,418 (20,097) (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 71,796 72,869 74,240 69,707 74,397 78,270 54,111 72,937 50,187 67,396 21,435 22,143 (33,149) 49,744 61,497 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 4,966.95 22.78 108.90 99.19 3.77 192.30 220.12 757.82 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.13 347.46 1,669.12 1,240.95 336.92 1,612.72 1,322.90 392.28 729.23 341.14 420.32 83.13 469.54 1,001.01 1,489.15 413.91 458.76 316.33 567.15 674.34 854.01 1,023.58 395.79 478.39 803.31 443.56 344.58 275.45 212.92 4,287.51 4,944.24 20.85 108.55 100.03 4.61 99.87 231.52 758.13 1,181.51 210.54 1,441.12 803.88 165.87 217.19 372.53 502.51 362.70 1,755.18 1,286.66 471.16 1,855.37 1,380.36 474.43 761.00 342.14 437.34 79.73 471.41 1,061.89 1,504.34 23.15 5.96 50.39 20.79 2.81 55.74 12.89 19.83 25.49 1.00 2.86 42.59 77.21 29.58 19.78 0.87 8.10 0.50 1.06 5.14 24.81 51.56 0.32 18.09 2.00 2.84 6.79 3.19 4.00 15.90 21.21 15.44 18.18 12.88 140.59 40.88 15.26 55.89 14.82 0.71 7.66 4.91 1.49 20.43 3.14 0.75% 218.63, 0.65% (19.21) 0.84% 93.27 0.84% 24.09 0.65% (75.85) 0.72% (32.55) 0.90% (102.89) 0.77% (3.29) 1.01% (79.52) 0.80% 17.09 0.70% (129.62) 0.75% (94.67) 0.78% 275.53 1.12% (55.73) 0.79% (37.05) 0.53% (9.25) 1.05% (30.87) 0.64% (107.42) 0.80% (318.04) 4.33% (200.76) 3.73% 0.02 0.10% 5.80 0.13% (16.18) 0.38% (282.98) 0.36% (26.63) 0.40% (100.64) 0.33% (3.79) 0.29% (106.78) 0.22% 4.45 0.29% (152.89) 0.27% (156.12) 0.28% (130.12) 0.28% (189.11) 0.29% (170.48) 0.28% 44.16 0.37% (125.23) 0.28% (164.49) 0.37% (118.75) 0.29% (168.73) 0.41% 105.45 0.53% (81.37) 0.83% 210.76 0.27% 132.78 0.30% (21.50) 0.33% 60.37 EFTA00293116