Atorus, LLC 3/12/2014 Current Date: Total Anum since 1/4/22: co 712M Return: Day -0.40%| 130 Day Return: (+MTM) on Day 157| Current Long Exposure @ Cost: | _ 4,753,493 | | Current Short Exposure @ Cost: ion Day Sern op poston |___asd Starting Capital: Positions: Current NAV: 1,846,430 Current Leverage sas Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 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. T24M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T T re ar rr Gc eC oy oY 8” AS oY Aor oY oY oY oY oY 0” Ao” 0” PrP BP PP PP PP oe oP ot WP od PP PAW’ Wh ye Pr ho) ALR yy EFTA00293117

--=PAGE_BREAK=--

Atorus, LLC 3/12/2014 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 __| MTMGain | % Total NAV | 24 Positions | 24.95%] 45 Positions XAG Curncy (20,150) 0.35% ad US Equity 6,326 0.34% IBOV Index (22,524) 0.39% EDF FP Equity 6,432 0.35% CO1 Comdty (24,622) 0.42% DAI GR Equity 6,604 0.36% MEXBOL Index (26,146) 0.45% ROG VX Equity 6,680 0.36% INDEXCF Index (26,563) 0.46% SMI Index 6,894 0.37% ZA_TSY CREDIT (33,149) 0.57% CA_TSY CREDIT 6,917 0.37% SHCOMP Index (33,700) 0.58% CMCSK US Equity 7,030 0.38% JP_TSY CREDIT (59,678) 1.03% GS US Equity 7,164 0.39% SXDP Index 61,075 1.05% ACA FP Equity 7,221 0.39% SPX Index 62,272 1.07% PSI20 Index 7,332 0.40% CH_TSY CREDIT 62,439 1.07% BMY US Equity 7,431 0.40% DK_TSY CREDIT 67,396 1.16% DAX Index 7,480 0.41% FR_TSY CREDIT 69,707 1.20% AMGN US Equity 7,506 0.41% AT_TSY CREDIT 71,796 1.23% HEX Index 7,766 0.42% BE_TSY CREDIT 72,869 1.25% MMM US Equity 7,810 0.42% NL_TSY CREDIT 72,937 1.25% MDT US Equity 7,990 0.43% STBCNZL Index 73,231 1.26% ASE Index 7,997 0.43% FI_TSY CREDIT 74,240 1.28% BEL20 Index 8,213 0.44% DE_TSY CREDIT 74,397 1.28% IT_TSY CREDIT 8,272 0.45% 1E_TSY CREDIT 78,270 1.35% IBEX Index 8,390 0.45% AU_TSY CREDIT (79,133) 1.36% BAYN GR Equity 8,613 0.47% MyY_TSY CREDIT (92,252) 1.59% PRU LN Equity 8,686 0.47% SG_TSY CREDIT (95,749) 1.65% XLY US Equity 8,794 0.48% CA_TSY CREDIT (97,153) 1.67% SXAP Index 9,296 0.50% LUXXX Index 9,941 0.54% TMO US Equity 10,056 0.54% BAC US Equity 10,327 0.56% SXOP Index 10,344 0.56% ES_TSY CREDIT 10,634 0.58% KFX Index 10,786 0.58% TYC US Equity 11,244 0.61% SXMP Index 11,337 0.61% MA US Equity 11,588 0.63% SXIP Index 12,187 0.66% CELG US Equity 12,809 0.69% XLV US Equity 12,967 0.70% NDX Index 14,443 0.78% RTY Index 14,848 0.80% SPX Index 17,646 0.96% SXTP Index 23,136 1.25% EFTA00293118

--=PAGE_BREAK=--

SXDP Index 23,848 1.29% ISEQ Index 25,563 1.38% 1E_TSY CREDIT 31,595 1.71% GILD US Equity 32,057 1.74% STBCNZL Index 32,687 1.77% : | 30 P21 | 78 | EE | | 169 | PAMER Short] PS -eneycor tong |S | G20 Rates Long PS | | P35 | PS 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) EFTA00293119

--=PAGE_BREAK=--

Atorus, LLC 3/12/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 APAC + 2,000,000 —— EMEA — AMER — EquityCom G20 Rates omen NexEposure RHS: r T + “v Vv Vv > > > Oy » & so NAS SOS Oe FTP PLL gh gh | vom aro Wg AYE PP APY AY YN No (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 1,000,000 S PSP SPP SH HH Hh 8” hh” US PP PAP PPP AP Ph W) EFTA00293120

--=PAGE_BREAK=--

Atorus, LLC 3/12/2014 Current Gross Notional Risk by Category 245,050 590,731 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 — msciwerld 115 ATORUS 0.95 0.75 + T T T T T T T T T T T T T ny Vv a7 > > > > > & HP HH PF SW ME A aM Qh WWD we Fr PP Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% EFTA00293121

--=PAGE_BREAK=--

Atorus, LLC 3/12/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 0.00 + : r T T T T T 1 aS wos oo” O° 9 9° 9° 9° 9° 9° 9" 9° 9" 9 LO LO" LO 10.09 PS PE APE Ph oPh Ooh PT Pe OT OT AP" AO" HB" H" HP" oP" MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 51.79%) EFTA00293122

--=PAGE_BREAK=--

Atorus, LLC 3/12/2014 Current Portfolio -Listed Equity Portfolio ie in Vol |30P Realized Change on Day’ M™ a" Exp. @ Cost (in USD) 000270 KS Equity (5,144) 51.62 52.42 L723 0.89% (49.88) 005380 KS Equity is 1,799 217.13 220.19 1.20 1.17% (9.98) 005490 KS Equity 184 (3,782) 273.49 260.17 5.18 0.94% (5.16) 005930 KS Equity 360 (6558) 1,285.62 «1,214.95 6.14 0.90% 103.94 012330 KS Equity 769 5,282 244.69 280.30 12.50 1.16% (28.71) 1 HK Equity 172 8,073 15.56 15.89 2.25 0.95% (112.47) 1299 HK Equity (86) 3,412 4.82 4.70 -2.80 0.90% (12.48) 13 HK Equity 2,583 12,243 11.40 13.81 20.60 1.02% (149.65) 16 HK Equity 507 (9,935) 12.66 12.01 6.87 0.74% 68.90 27 HK Equity 2) 123 9.68 9.54 0.78 1.88% (0.70) 2914 JP Equity 2as (4,719) 32.47 30.76 3.71 1.42% 69.55 3382 JP Equity (25) 3,411 37.70 37.42 0.55 1.34% (54.57) 4063 JP Equity 135 (4,536) 56.40 54.72 2.14 1.39% 83.64 4502 JP Equity 53 2,102 46.69 47.86 3.41 0.73% (10.33) 4689 JP Equity (7) 1,224 6.07 6.04 0.43 1.34% (30.13) 5 HK Equity (71) 1519 10.59 10.12 -6.08 0.76% (29.25) 5108 JP Equity 5 3,498 36.36 36.41 0.10 1.35% (49.39) 5401 JP Equity 280 (3,709) 2.99 2.76 5.36 1.41% 105.72 6301 JP Equity (127) (3,515) 20.64 21.38 2.76 1.30% 33.55 6752 JP Equity 1,541 4,145 9.01 12.36 15.77 2.36% (74.26) 6902 JP Equity 2,256 9,730 41.48 51.09 18.20 1.27% (237.22) 6954 JP Equity 391 6,393 157.65 167.31 3.95 1.55% (150.92) 7201 JP Equity 120 (3,743) 8.85 8.56 2.87 1.12% 48.73 7203 JP Equity 80 (3,073) 57.44 55.94 2.19 1.19% 40.88 7267 JP Equity (42) (4,885) 36.43 36.75 0.71 1.23% 48.26 762 HK Equity 641 (4,364) 1.42 1.21 13.27 1.11% 162.54 7751 JP Equity 295 (6,865) 31.44 30.09 3.98 1.08% 771 8031 JP Equity (58) 1,790 15.39 14.90 2.65 1.23% (36.04) 8058 JP Equity (74) 3,003 19.26 18.80 -2.09 1.18% (49.90) 8306 JP Equity 70 (2,979) 5.88 5.74 1.80 1.31% 49.60 8316 JP Equity 97 (2,505) 45.91 44.13 2.53 153% 38.83 8411 JP Equity (14) 302 241 2.02 4.30 1.11% (1.49) 8604 JP Equity 33 (2,467) 6.76 6.67 0.93 1.43% 62.83 8801 JP Equity (10) 912 31.42 31.09 0.64 1.69% (18.15) 8802 JP Equity 70 (5,009) 24.84 24.49 0.90 154% 105.58 9020 JP Equity 14 (3,967) 77.53 75.31 2.55 1.12% 42.73 941 HK Equity 1335 (11,351) 10.25 9.05 18.24 0.64% 168.25 9432 JP Equity 464 6,077 53.19 57.26 5.60 137% (10.88) 9433 JP Equity 3,470 9,476 42.13 57.56 22.58 1.62% (342.29) 9437 JP Equity (152) (5,749) 15.71 16.13 2.66 0.99% 63.28 9983 JP Equity (79) 3,177 368.85 359.86 1.63 153% (65.22) EFTA00293123

--=PAGE_BREAK=--

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 1,366 256 767 613 217 231 66 (10) 82 (22) (19) 7,221 128 676 85 126 1,522 (7) 93 3,318 2,650 1,988 7,506 632 3,949 19 288 (87) 3,039 4,235 3,729 4,106 4,004 10,327 (256) 871 (97) 8,613 (26) 789 571 1,306 88 (307) 40 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 (942) (902) 5,408 5,883 10,373 1,193 7,973 9,417 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) (580) 5,790 (6,644) 2,559 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.11 102.03 38.87 19.79 19.80 6.83 95.25 77.83 72.36 63.79 110.08 135.71 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 4.35 97.30 52.90 66.82 76.64 7.95 12.96 12.45 60.12 10.12 43.17 17.47 52.08 77.45 535.09 25.33 25.29 51.50 7.02 7.04 101.87 39.65 20.25 20.22 15.96 97.33 82.90 77.51 64.80 127.87 135.54 49.80 69.47 169.75 169.81 125.48 80.82 368.19 28.77 79.26 82.42 92.53 66.44 66.50 66.46 124.37 17.19 3.88 108.86 53.49 67.63 132.78 8.06 11.44 11.47 59.53 12.40 42.60 15.60 52.64 43.72 4.28 8.90 8.04 3.97 2.30 0.77 0.17 2.96 1.56 1.38 108.36 3.77 10.23 11.30 2.95 19.37 0.17 2.43 56.38 37.84 38.27 31.16 7.79 21.82 0.54 4.12 1.65 34.79 35.42 34.29 35.20 45.55 108.60 -9.29 12.16 1.15 -2.00 72.46 0.72 8.23 5.75 0.88 20.89 2.06 9.22 1.03 1.86% 0.76% 0.83% 0.88% 1.02% 1.39% 1.24% 0.88% 0.68% 1.47% 1.52% 1.23% 0.58% 0.64% 0.63% 0.54% 0.83% 0.74% 0.96% 1.13% 0.93% 0.90% 1.05% 0.76% 1.28% 0.79% 1.02% 0.83% 0.84% 0.94% 0.93% 0.94% 1.22% 0.87% 1.30% 0.98% 0.97% 0.61% 1.01% 1.82% 1.42% 1.37% 1.12% 1.08% 0.64% 1.30% 1.04% (58.44) (23.39) 4.63 (12.87) (31.41) 28.71 29.26 (95.33) (19.71) (19.30) (16.28) (127.52) (15.37) (133.48) (6.85) (25.85) (83.59) (45.17) (70.49) (106.06) (38.19) (34.68) 196.53 (92.71) (84.93) (41.27) 85.31 101.31 (120.25) (60.01) (31.31) (56.89) (173.53) (172.65) (23.61) (118.58) (185.78) 33.76 (56.58) 74.66 18.98 4.09 5.79 (97.98) 141.69 (26.42) (15.27) EFTA00293124

--=PAGE_BREAK=--

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 (72) (432) (355) 398 29 210 142 9 44 641 7,431 81 1,566 73 332 548 1,744 (17) 344 (59) 486 1,121 6 421 597 12,809 (112) 1,318 360 4,376 7,030 1,343 39 1,354 569 30 (33) 183 773 147 2,125 7 1,286 907 1,607 (239) 1,760 (3,297) 6,689 6,839 1,066 (1,579) 4,840 1171 (595) 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 8,938 (8,171) 6,846 2,976 2,414 2,976 10,300 8,462 1,267 7,821 15,111 3,973 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 7,901 2,442 6,493 2,054 6,734 (4,977) 8,914 (10,449) 10,885 (8,207) 12,240 17.42 34.19 67.59 245.93 30.49 31.82 274.17 30.20 65.44 98.63 35.71 70.54 61.78 57.47 7.76 117.61 6.18 102.05 30.31 49.12 32.90 87.23 67.92 49.35 36.20 85.54 99.37 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.72 63.54 56.89 19.39 21.79 25.07 28.70 63.22 112.39 60.05 17.80 32.11 64.25 337.74 29.93 33.20 307.37 29.73 65.78 111.09 $5.12 68.99 79.38 58.44 8.03 124.82 4.86 101.80 33.81 47.95 38.27 96.72 67.97 65.74 38.97 158.04 96.66 63.15 86.10 50.86 49.75 56.74 35.94 56.89 74.02 66.39 115.24 AN/A N/A 71.10 60.96 25.51 21.76 28.69 26.21 72.56 115.67 68.68 2.65 6.12 5.58 25.67 141 5.09 13.15 1.40 0.85 12.98 46.81 2.60 24.62 2.51 5.21 8.30 14.04 0.28 10.96 2.30 15.12 13.96 0.09 26.51 7.52 72.87 -2.73 12.80 7.11 27.64 39.61 18.33 0.50 18.30 10.34 0.64 -0.60 22.97 17.79 5.06 31.04 0.19 16.92 11.43 22.05 442 19.60 0.82% 24.88 1.05% (62.14) 0.93% (15.78) 1.45% 2.88 1.31% 8.74 0.85% (3.47) 0.92% (6.68) 1.10% 9.26 0.61% 13.80 0.97% (74.48) 1.16% (318.71) 0.84% 42.40 1.16% (138.59) 0.67% 18.30 0.65% (42.11) 0.74% 23.60 1.52% 125.99 0.87% (99.87) 1.05% (89.17) 1.07% (48.25) 1.08% (21.62) 0.78% (45.08) 0.75% (58.42) 1.25% (13.05) 1.01% 17.01 1.16% (192.61) 1.03% (58.36) 0.55% (95.36) 0.61% 28.55 0.91% (194.24) 0.94% (230.39) 0.57% 130.68 1.01% (200.77) 0.60% 171.55 0.91% (49.58) 0.58% 37.96 0.70% 58.10 0.33% 0.67% (12.17) 1.42% (8.44) 1.02% (81.41) 0.76% (12.88) 0.85% (54.04) 0.76% 170.86 0.67% (66.53) 0.66% (58.39) 0.73% 119.12 EFTA00293125

--=PAGE_BREAK=--

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 6,604 (92) 2,671 3,797 288 (3) 4,436 (48) 4,141 1,819 102 1,333 2,364 144 4,400 2,782 (61) 82 411 467 6,432 788 (14) 16 1,812 35 1,576 771 254 1,733 (116) 1,584 (91) 729 (36) (71) 587 266 2,009 32,057 567 922 141 2,201 480 13,908 3,242 12,432 8,377 8,122 8,073 9,889 1,190 14,097 9,908 5,840 9,735 6,793 547 13,640 10,404 (8,822) 8,507 6,678 8,762 9,189 9,291 792 2,786 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 10,477 4,486 13,140 13,861 13,333 3,248 (2,694) 11,376 2,048 62.20 46.58 54.56 63.20 85.65 51.34 31.40 58.57 68.36 83.18 15.77 36.35 28.24 12.22 61.71 69.60 62.34 54.29 104.98 23.45 24.95 64.99 44.10 4.32 23.75 18.77 143.99 62.55 12.27 66.69 72.48 14.82 44.06 33.36 120.94 32.30 33.14 60.68 21.32 22.32 24.02 49.12 49.51 5.40 16.17 28.27 91.74 45.29 66.29 91.85 88.68 #N/A N/A 74.36 30.18 75.77 80.92 84.63 17.93 49.00 35.67 16.16 78.21 70.08 62.94 57.63 110.57 39.86 27.07 63.88 44.35 5.36 24.06 18.99 184.70 67.01 12.79 78.47 73.58 15.29 70.58 31.00 137.46 32.09 32.73 64.08 22.58 25.73 79.59 51.21 63.56 5.11 19.30 34.89 37.43 -2.51 27.67 31.87 5.30 0.57 42.21 1.62 50.46 16.41 1.54 16.02 38.11 25.12 28.11 36.61 “1.48 1.26 7.06 8.05 73.94 10.43 -2.62 0.86 22.72 1.81 1.28 32.48 11.97 4.53 22.79 1.43 3.48 39.84 6.56 18.89 0.69 1.23 7.28 6.28 18.08 202.28 7.08 18.95 3.55 22.74 18.85 127% (344.68) 1.13% 0.78% 1.42% 0.67% 0.07% 1.06% 2.49% 0.58% 1.12% 1.14% 0.85% 0.91% 1.05% 1.15% 0.73% 0.47% 0.77% 0.87% 0.66% 0.95% 0.81% 0.66% 0.66% 1.06% 0.71% 0.91% 0.87% 0.60% 0.93% 0.77% 1.05% 0.92% 1.51% 1.16% 0.72% 0.93% 1.02% 0.77% 0.95% 0.85% 1.14% 0.60% 1.50% 1.48% 0.85% 1.24% (50.14) 1.98 (212.46) (42.75) 24.99 (21.63) (206.09) (65.06) (17.02) (101.83) (82.43) (5.63) 80.74 (174.30) (72.16) (121.89) (56.38) (53.50) (130.16) 40.57 (9.48) 28.46 72.32 (47.94) 69.50 (95.27) (25.77) (93.01) (44.57) (79.42) 9.53 (52.18) 0.87 3.06 (45.32) (53.15) (68.43) 5.84 (96.65) (195.78) 148.98 (74.15) 64.70 4.08 (64.89) EFTA00293126

--=PAGE_BREAK=--

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 4,934 7,164 270 666 797 2,759 599 6,322 1,206 (45) 1,552 (47) 1,591 388 3,550 427 2,901 127 3,670 4,368 893 212 728 81 87 153 173 3,501 673 (2) 130 2,575 1,199 11,588 6,098 (78) (164) 232 2,858 7,990 1,386 4,487 1,862 7,810 (6) 12,428 13,671 5,707 7,644 5,408 13,333 6,110 11,930 7,287 609 7,382 (5,036) 10,924 9,784 5,699 (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 1,244 7,829 6,808 2,297 17,711 14,148 3,466 (4,184) 1,949 13,641 20,811 7,556 8,003 13,445 21,331 6,937 857.75 110.98 26.22 24.48 48.07 66.67 40.79 61.10 25.38 10.74 5.54 184.74 35.95 23.81 1.93 13.81 13.06 67.84 147.96 34.13 69.31 52.29 106.69 34.96 38.83 84.93 78.04 198.03 0.89 58.84 122.48 203.18 48.41 61.33 59.29 47.01 8,212.58 183.34 94.88 162.99 28.68 43.22 44.37 12.38 96.89 36.13 1,198.26 169.13 27.46 26.61 55.15 80.46 44.79 93.47 29.58 10.00 6.70 186.44 41.18 24.75 3.13 12.82 12.86 81.88 143.86 46.80 93.29 57.77 109.54 31.39 38.38 88.17 84.06 202.26 1.34 58.96 163.39 202.90 49.21 84.52 90.23 77.16 11,752.42 179.30 98.59 182.38 34.69 59.82 52.51 19.31 #N/A N/A 132.37 36.09 53.60 64.36 6.23 8.01 13.99 26.38 10.13 83.08 18.58 8.23 35.13 “1.85 15.53 6.27 $1.91 451 1.05 33.40 2.73 35.67 52.99 12.13 3.58 10.90 1.85 4.12 9.39 2.66 50.84 0.22 36.72 0.08 1.72 30.37 56.38 64.91 35.40 -2.39 7.24 14.43 30.14 46.38 17.52 59.03 12.27 59.10 0.12 0.74% (83.27) 0.81% (255.40) 0.76% (70.70) 1.09% (21.25) 1.05% (127.13) 0.78% (178.67) 0.97% (41.81) 0.64% (182.06) 0.89% (100.85) 0.91% (14.04) 0.60% (47.07) 0.50% 17.21 0.94% (61.39) 0.63% 8.68 1.20% (71.51) 1.60% 100.47 1.41% 100.90 0.62% (112.23) 1.01% 42.56 1.04% (218.58) 0.65% (33.57) 0.86% (121.69) 0.75% 31.68 0.94% 71.94 0.63% 63.84 0.93% 14.23 0.82% 6.67 0.80% (69.82) 0.97% (87.85) 0.86% 20.09 0.91% (15.89) 1.75% (3.95) 0.96% (60.15) 1.25% (91.87) 0.93% (24.15) 1.01% (33.04) 1.22% (388.52) 0.94% (45.97) 0.54% (19.42) 0.82% (0.05) 0.70% (179.28) 0.83% (255.07) 1.05% (101.72) 0.95% 0.78 1.13% 0.62% (111.52) 0.77% (136.05) EFTA00293127

--=PAGE_BREAK=--

MON US Equity MRK 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 683 1,513 1,548 227 696 553 (42) 3,839 2,124 742 2,052 983 4,236 73 5,481 1,349 1,839 4,196 5,052 (49) 737 1,143 86 549 532 1,187 2,967 19 418 474 5,122 111 786 764 806 8,686 476 1,413 2,622 1,874 6,326 174 (54) 104 11,917 11,018 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 5,141 7,533 6,266 (2,814) (2,795) 3,043 13,710 4,644 (2,923) (3,123) 21,828 4,762 5,757 (10,166) 7,645 (829) (836) 10,521 9,413 6,030 16,099 12,547 19,920 6,737 4,217 5,192 106.02 42.53 49.71 27.57 34.82 197.70 31.14 10.53 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 4.09 167.83 12.79 33.38 94.85 13.30 13.87 956.05 212.47 81.78 6.25 6.65 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 $2.22 73.27 75.80 112.09 48.37 56.69 31.36 38.20 212.00 30.97 10.53 91.65 24.91 74.90 13.83 78.74 7.70 77.15 82.92 46.11 95.93 82.68 0.10 164.74 14.62 38.45 96.14 10.71 11.23 1,329.00 258.45 82.11 5.36 5.64 32.23 79.14 34.58 79.05 83.22 34.13 34.08 23.30 166.56 79.80 131.75 76.81 90.20 53.57 72.34 77.31 7.83 16.65 13.57 17.84 15.20 8.86 0.70 0.00 39.21 15.33 10.01 25.37 19.40 70.00 1.80 37.93 10.90 22.40 36.81 25.36 1.86 10.68 20.39 1.96 13.28 12.10 31.61 24.71 0.55 10.03 10.34 32.12 3.52 14.54 8.84 13.15 0.53 0.73 70.09 7.73 22.32 24.71 20.29 57.36 2.19 “1.74 2.61 0.73% (32.03) 0.82% (145.32) 1.04% (35.34) 0.77% (29.92) 0.64% 40.38 0.82% (12.27) 0.79% (61.31) 1.98% 9.57 0.67% 110.56 1.87% (236.07) 0.76% (55.74) 0.67% 30.29 0.99% (24.98) 1.35% (178.64) 0.87% (57.63) 0.79% (51.77) 1.31% (68.01) 0.86% 86.77 0.74% (78.75) 1.01% (29.76) 1.34% (20.11) 0.74% (86.51) 0.70% (28.44) 1.47% (34.36) 1.57% (48.88) 1.23% (6.09) 0.88% (42.38) 0.74% (28.74) 1.42% (43.50) 1.47% (65.17) 0.73% (169.60) 0.66% 8.99 0.94% (64.78) 0.85% 87.39 0.80% (10.95) 0.92% 4.06 0.94% 5.78 0.65% (61.96) 1.05% 87.79 0.66% 11.30 0.74% (11.20) 0.55% (82.64) 1.18% (30.59) 0.74% (30.12) 0.76% (39.93) EFTA00293128

--=PAGE_BREAK=--

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 195 (47) 159 657 (198) (243) (123) 6,680 (13) (13) 131 582 4g4 (236) (268) 2,518 931 938 903 454 (20) 55 1,893 537 447 9 (61) 198 (73) 888 (291) 485 206 (8) (2) 442 3,069 (39) (18) 295 10,056 493 (89) (9) 563 797 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 4,545 660 7,836 9,007 8,908 6,528 (7,260) (3,667) 4,487 10,006 (5,283) 7,901 (913) 4,576 6,518 4,606 5,950 (8,069) (8,928) 7,539 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 36.62 37.36 302.78 59.61 54.63 54.01 212.78 65.13 47.47 103.67 8.35 8.28 81.29 81.32 75.18 44.08 114.69 114.81 79.94 644.51 42.15 160.18 80.46 22.30 25.74 66.88 33.28 84.31 33.29 24.71 359.52 34.20 45.27 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 36.16 36.21 38.66 334.64 54.89 52.41 52.70 296.22 64.95 47.38 101.47 9.02 9.05 76.96 76.79 75.18 58.25 126.55 126.90 90.99 604.20 42.38 162.15 95.68 20.03 27.20 66.19 32.84 86.88 32.76 28.40 372.49 32.34 46.51 15.66 15.60 60.95 61.29 4.56 7.59 111.13 126.17 64.06 44.31 83.43 5.22 138.52 6.84 “171 4.52 5.96 8.25 “3.35 “1.73 48.29 0.45 0.22 2.44 8.94 9.07 7.11 7.09 0.00 26.26 10.22 11.10 16.21 6.51 -1.10 1.66 24.38 8.33 6.22 0.96 2.18 3.08 -2.59 17.45 -3.78 7.61 4.78 0.28 0.06 4.14 42.24 0.98 0.46 6.60 124.46 10.34 “1.74 0.31 7.86 17.53 0.70% (35.12) 0.67% (28.26) 0.77% (28.77) 1.76% 52.81 1.04% (15.57) 1.26% (22.38) 1.43% 38.50 0.81% (87.73) 0.60% (8.88) 0.90% (108.32) 0.87% 103.21 0.90% (79.25) 1.02% (51.80) 0.79% (35.11) 0.83% (47.34) 1.07% 1.72 1.22% (108.37) 1.01% (193.31) 0.95% (149.30) 0.85% (120.29) 0.96% 178.78 0.49% (29.41) 0.74% 3.34 0.78% = 347.74 1.22% 182.76 0.91% (56.15) 1.07% 13.13 0.61% (14.15) 0.99% (173.87) 0.61% (23.40) 0.86% (20.82) 0.95% 57.95 0.71% (22.88) 0.57% 13.40 0.78% (25.94) 0.89% (25.60) 1.00% 46.60 0.77% (128.83) 0.61% (2.15) 0.87% (6.27) 0.87% 82.32 0.79% (17.92) 0.82% (26.43) 0.74% (24.46) 0.59% (14.74) 0.97% 70.40 0.87% (51.11) EFTA00293129

--=PAGE_BREAK=--

TWX US Equity 93 7,395 66.41 67.24 1.44 0.87% (88.84) TXN US Equity 3,957 12,205 34.93 46.25 46.06 0.70% 161.71 TYC US Equity 11,244 24,080 29.17 42.79 69.18 0.67% (266.95) UBS US Equity 431 5,489 19.43 20.96 7.50 1.05% (22.79) UBSN VX Equity 403 5,158 19.51 21.03 8.27 0.94% (18.37) UCG IM Equity 3,250 5,391 5.58 8.95 37.04 1.63% 289.53 ULVR LN Equity 15 (3,892) 39.50 39.35 0.44 0.87% 37.59 UNA NA Equity (55) (6,295) 38.14 38.47 “1.10 0.80% 50.67 UNH US Equity 2,103 10,037 64.08 77.51 26.26 0.80% (58.91) UNP US Equity 1,536 10,766 163.08 186.34 18.11 0.79% 32.40 UPS US Equity 3,415 14,806 79.87 98.29 46.20 0.50% (38.44) USB US Equity 2,997 14,238 34.71 42.02 33.62 0.63% 291 UTX US Equity 6,167 15,190 82.05 115.36 56.64 0.72% (160.66) V US Equity 4,000 3,914 111.85 226.16 147.05 0.69% (26.90) VALE US Equity 605 (3,908) 15.08 12.74 10.64 1.46% (28.80) VALE3 BZ Equity 276 (4,586) 13.53 12.72 3.87 1.55% (36.05) VIAB US Equity 4,190 7,376 55.90 87.65 59.99 0.95% (98.35) VIV EP Equity 185 2,668 26.19 28.00 7.18 0.97% 1.29 VMW US Equity 927 4,379 87.66 106.22 17.19 1.23% 84.15 VOD LN Equity 148 (1,831) 4.13 3.80 511 1.58% (9.21) VOD US Equity 140 (1,762) 41.24 37.95 4.73 1.69% (12.97) VOW3 GR Equity 246 2,730 228.75 249.35 6.51 1.38% (23.90) VRX CN Equity 827 1,611 92.95 140.69 41.70 1.23% 8.24 VRX US Equity 951 1,880 93.20 140.34 44.56 1.14% (0.18) VTIUS Equity 630 5,134 86.91 97.58 23.07 0.53% (20.22) VWO US Equity 377 (7,247) 40.33 38.24 5.46 0.95% 51.27 VZ US Equity 225 (6,121) 48.12 46.35 4.52 0.81% 32.07 WBC AU Equity 74 5,265 29.97 30.39 1.54 0.92% (54.58) WES AU Equity (13) 8,616 38.65 38.59 0.18 0.80% (102.28) WEC US Equity 2,777 10,300 37.74 47.92 42.89 0.63% (0.74) WLP US Equity 2,692 10,369 74.31 93.60 27.34 0.95% 78.26 WMT US Equity 45 4,005 74.59 75.42 1.73 0.65% 42.81 WOW AU Equity (305) (6,932) 31.30 32.68 6.14 0.72% 37.65 XOM US Equity 419 10,902 90.48 93.96 4.74 0.81% (33.52) XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 276 1,282 30.64 37.23 16.94 1.27% (22.96) YUM US Equity 303 6,564 73.67 77.07 5.19 0.89% (30.10) ZURN VX Equity 297 6,394 291.95 305.51 6.29 0.74% (27.80) Current Portfolio - Global Macro Portfolio P/Lin Vol Security MTM Gain/(Loss) | Exp. @ Cost Days SPX Index 17,646 62,272 1,455.70 1,868.20 49.59 0.57% 24.39 NDX Index 14,443 46,686 2,831.19 3,707.06 45.96 0.67% 257.70 RTY Index 14,848 39,938 868.48 1,191.37 44.81 0.83% 199.36 EFTA00293130

--=PAGE_BREAK=--

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 186 1,910 1,938 (229) 2,757 7,480 1,288 8,390 6,894 6,310 7,332 25,563 5,064 5,225 8,213 9,941 10,786 7,766 2,417 1,369 7,997 1,968 3,154 95 501 (357) 1,910 (147) (15) 32,687 281 5,154 (20) 5,783 354 2,313 5,955 247 8,794 152 3,841 12,967 6,008 9,296 5,620 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 36,953 42,240 44,003 39,715 38,048 40,933 23,118 22,481 17,693 22,138 (26,563) 25,595 5,386 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 6,103 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 21,217.04 755.50 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.62 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,213.33 1,302.07 84.29 39.61 3,920.67 357.90 139.54 2,901.09 344.53 1.82 4,842.07 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.38 46.72 85.06 37.57 38.87 400.51 520.28 366.14 12,886.07 2,913.15 19,391.89 725.43 10,997.98 12,775.04 5,986.99 14,000.88 9,505.16 28,892.47 10,449.83 6,953.28 7.53 544.18 4,284.65 2,069.86 129.40 10,129.18 211.42 3,409.03 1,890.54 91.78 34.90 3,935.26 358.20 144.46 2,820.24 325.01 1.81 4,837.16 #N/A N/A 38.89 68.31 250.50 41.11 22.19 40.28 36.34 52.29 42.77 66.72 87.17 47.24 59.57 455.95 689.84 409.89 1.91 7.61 6.38 -2.40 9.78 21.78 8.27 24.72 25.65 26.37 24.36 65.12 25.72 16.33 25.18 33.73 26.15 20.21 11.15 5.58 37.78 11.98 7.24 0.40 0.11 2.88 -3.36 6.46 “1.14 0.16 98.40 4.62 1.96 51.68 1.81 58.32 7.22 33.14 53.44 6.11 58.40 3.38 38.73 75.17 19.24 27.63 14.27 0.50% 53.51 0.96% 69.48 1.35% (20.42) 1.73% (44.93) 0.71% 0.94% 0.78% (153.72) 0.86% (305.18) 0.61% (73.65) 0.95% 9.09 1.24% 0.98% 0.53% (174.01) 0.76% (214.15) 0.74% (174.46) 0.74% 286.43 1.08% 0.94% 0.94% (232.51) 1.09% (291.77) 1.20% 61.66 0.74% 1.64% 0.94% (213.15) 0.78% 11.39 0.85% (205.63) 0.88% 104.46 0.79% (294.59) 0.65% (77.54) 0.45% 0.99% (13.19) 0.48% 9.36 0.70% 21.73 0.20% 1.30 0.73% (34.90) 0.58% 110.10 0.54% 25.09 0.69% (42.19) 0.55% 15.98 0.73% (43.90) 0.73% 0.72 0.66% (7.94) 0.71% (6.26) 0.72% 1.18% 0.84% 71.22 EFTA00293131

--=PAGE_BREAK=--

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 6,079 941 12,187 4,580 156 23,848 2,749 2,515 10,344 (186) 412 11,337 23,136 6,117 5,982 (73) 1,305 199 (354) 3,184 (2,541) 2,730 (39) 6,917 (66) 1,276 1,075 1,073 853 3,663 4,565 3,617 3,929 3,124 31,595 8,272 3,531 10,634 3,328 98 940 1,542 416 4,066 607 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 27,148 22,143 (33,149) 56,667 62,439 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.92 434.81 261.12 172.05 159.85 3,709.25 4,966.41 22.78 108.90 99.17 3.77 197.77 220.12 757.82 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 1,322.90 392.28 729.23 341.47 420.32 83.13 470.02 1,001.95 1,489.15 415.37 455.81 315.97 560.58 667.87 847.01 1,014.93 391.61 477.36 789.69 440.92 343.89 273.47 211.62 4,261.91 4,910.63 21.30 108.02 97.99 4.49 102.83 231.37 759.30 1,178.97 210.03 1,434.11 807.29 165.48 217.16 374.34 504.89 364.39 1,763.19 1,293.06 472.93 1,859.27 1,386.95 475.40 765.24 342.71 438.15 79.26 473.47 1,067.19 1,505.06 24.16 4.94 52.28 19.07 1.28 53.66 11.59 17.60 25.39 1.13 1.95 42.50 76.09 28.52 19.17 -2.13 6.35 1.24 1.39 4.72 24.29 51.03 -1.50 18.95 1.33 4.01 5.67 3.89 4.22 17.10 22.06 16.64 19.12 14.30 141.56 41.55 16.50 57.11 16.13 0.89 8.69 5.55 2.61 21.03 3.29 0.73% 141.85 0.65% (194.70) 0.81% (46.97) 0.67% (175.89) 0.73% 0.92% (241.49) 0.80% (214.51) 1.01% (109.69) osi% (341.55) 0.72% (177.41) 0.75% (93.66) 0.77% 1.14% (153.33) 0.78% (275.46) 0.53% (43.21) 1.02% 0.65% 121.19 0.87% 4.06% 3.80% 6.26 0.10% (36.47) 0.13% (30.96) 0.38% 223.73 0.36% 33.14 0.40% 398.13 0.32% (257.71) 0.30% 219.43 0.21% 13.34 0.30% 0.28% 0.29% 0.29% 0.29% 0.29% 0.37% 131.13 0.29% 365.07, 0.37% 124.35 031% 394.05 0.41% 45.39 0.49% 42.75 0.84% 204.50 0.28% 249.45 031% 381.93, 0.32% 27.50 EFTA00293132