Atorus, LLC 3/17/2014 Current Date: hange on Day: |___2.27%| Current Long Exposure @ Cost: Current Short Exposure @ Cost: 4,694,401 (1,067,189) Total Return since 1/1/12: MSCI World Change on 712M Return: Day 0.78% T90 Day Return: No of Positions 730 Day Return: ‘ (+MTM) on Day No of Positions (-MTM) on Day Current No. of al Net Exposure: 3,627,212 Starting Capital: Positions Current NAV: 1,824,933 Current Leverage (Gross Exposures): 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: i. 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 a SS HH HF PF SF PF GP WW wl” ow ALN aN aN APY gh a” PPh he Fs F&F Pe AN w nN ow w ANNs ow” EFTA00293202

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Atorus, LLC 3/17/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _sSecurity | __ Notional _|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 26 Positions 50 Positions | 30.23%] US_TSY CREDIT (16,078) 0.28% XLI US Equity 5,824 0.32% XAG Curncy (20,150) 0.35% UTX US Equity 5,986 0.33% IBOV Index (22,524) 0.39% SMI Index 6,057 0.33% CO1 Comdty (24,622) 0.43% CA_TSY CREDIT 6,123 0.34% MEXBOL Index (26,146) 0.45% QQQ US Equity 6,144 0.34% INDEXCF Index (26,563) 0.46% SX6P Index 6,266 0.35% ZA_TSY CREDIT (33,149) 0.58% DAI GR Equity 6,291 0.35% SHCOMP Index (33,700) 0.59% HON US Equity 6,293 0.35% JP_TSY CREDIT (59,678) 1.04% EDF FP Equity 6,326 0.35% SXDP Index 61,075 1.06% ROG VX Equity 6,373 0.35% SPX Index 62,272 1.08% FTSEMIB Index 6,477 0.36% AU_TSY CREDIT (63,306) 1.10% GS US Equity 6,944 0.38% CH_TSY CREDIT 65,265 1.13% CMCSK US Equity 6,967 0.38% DK_TSY CREDIT 67,396 1.17% ACA FP Equity 7,027 0.39% AT_TSY CREDIT 71,796 1.25% PSI20 Index 7,104 0.39% FR_TSY CREDIT 71,876 1.25% BMY US Equity 7,244 0.40% STBCNZL Index 73,231 1.27% DAX Index 7,513 0.41% BE_TSY CREDIT 73,658 1.28% BEL20 Index 7,567 0.42% NL_TSY CREDIT 74,071 1.29% MDT US Equity 7,744 0.43% FI_TSY CREDIT 74,240 1.29% AMGN US Equity 7,759 0.43% DE_TSY CREDIT 74,397 1.29% MMM US Equity 7,768 0.43% SE_TSY CREDIT 77,434 1.35% HEX Index 7,877 0.43% IE_TSY CREDIT 78,270 1.36% ASE Index 7,997 0.44% MY_TSY CREDIT (92,252) 1.60% IBEX Index 8,010 0.44% SG_TSY CREDIT (95,749) 1.66% PRU LN Equity 8,079 0.45% CA_TSY CREDIT (97,153) 1.69% IT_TSY CREDIT 8,508 0.47% BAYN GR Equity 8,566 0.47% XLY US Equity 8,605 0.47% INAV Impact by Category & Exposure SXAP Index 9,255 0.51% CELG US Equity 9,312 0.51% LUNXK Index 9,491 0.52% Equitycomtong 810% TMO Us Equity 9,583 0.53% fEquityCom short | 0.059% SKOP index 9,947 0.55% Js20Ratestong 0.033 BAC US Equity 10,206 0.56% KFX Index 10,264 0.57% ES_TSY CREDIT 10,817 0.60% SXMP Index 11,408 0.63% MAUS Equity 11,493 0.63% TYC US Equity 11,766 0.65% SXIP Index 11,802 0.65% EFTA00293203

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APAC Long APAC Short EMEA Long AMER Long EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short ‘otal Long otal Short 04 XLV US Equity NDX Index RTY Index SPX Index SXTP Index SXDP Index ISEQ Index GILD US Equity 1E_TSY CREDIT STBCNZL Index 12,617 13,708 14,704 17,245 22,901 23,431 24,897 29,885 31,783 32,687 0.70% 0.76% 0.81% 0.95% 1.26% 1.29% 1.37% 1.65% 1.75% 1.80% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) $(1,000,000) @ APAC Long @ APAC Short @ EMEA Long m EMEA Short m@ AMER Long m AMER Short © EquityCom Long ® EquityCom Short © G20 Rates Long ™ G20 Rates Short EFTA00293204

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Atorus, LLC 3/17/2014 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 + 2,000,000 st (1,000,000) ‘S) (ser000n\” —<X* (2,000,000) (1,000,000) (3,000,000) APAC —— EMEA —— AMER — EquityCom G20 Rates owe NexEposure RHS: Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 500,000 T T T T T y - » T T T T r T > a Yh A YD Ce xr oe & & & & er w & w w SAN NAN NAN Wo EFTA00293205

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Atorus, LLC 3/17/2014 Current Gross Notional Risk by Category 241,450 573,340 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 338 — MSCIWorld 115 ATORUS 0.95 0.75 + T T T T T YS SS dO Pm So HH IH PG?” 8 PEPE PE AW’ PH PH WW Wh we Rolling 30 Day Realized Volatility - Atorus Ro T T 2 Se gh & s co & 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% —— Rolling30DayRe alizedVol EFTA00293206

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Atorus, LLC 3/17/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 0.00 + 1 T T T T T T 1 AS wos oo” O° 9 9° 9° 97 97 9° 9" 9 97 9° LO LO" LO 10.09 PS APE APE oP oPh Ooh PT Pe OT OT AP" AO" HP" H" oH" oP" MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.73%| MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) 50.56% EFTA00293207

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Atorus, LLC 3/17/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost {in USD) Days Vol {in USD) 000270 KS Equity (87) (5,144) 51.62 52.50 “1.83 0.93% 005380 KS Equity 4 1,799 217.13 217.60 0.18 1.17% 005490 KS Equity 184 (3,782) 273.49 260.18 5.65 0.86% 005930 KS Equity 519 (6,558) 1,285.62 1,183.82 8.56 0.92% 012330 KS Equity 803 5,282 244.69 281.87 15.34 0.99% 1 HK Equity 59 8,073 15.56 15.67 0.79 0.93% 1299 HK Equity (30) 682 4.81 461 5.35 0.83% 13 HK Equity 2,584 12,243 11.40 13.81 21.57 0.98% 16 HK Equity 696 (9,935) 12.66 11.77 9.34 0.75% 27 HK Equity (3) 123 9.68 9.48 “1.07 1.91% 4.96 2914 JP Equity 410 (4,719) 32.47 29.65 7.49 1.16% 22.53 3382 JP Equity (99) 2,729 37.65 36.33 -2.83 1.29% (27.31) 4063 JP Equity 303 (4,536) 56.40 52.63 5.49 1.22% 104.78 4502 JP Equity (8) 2,417 46.86 46.70 0.49 0.72% (24.30) 4689 JP Equity (83) 1,224 6.04 5.66 454 1.50% (29.49) 5 HK Equity 5 (1,942) 9.99 9.96 0.36 0.75% 10.34 5108 JP Equity (152) 3,498 36.29 34.78 -3.30 1.32% (55.56) 5401 JP Equity 370 (4,569) 2.93 2.69 5.77 1.40% 61.03 6301 JP Equity 72 (3,515) 20.64 20.22 145 1.41% 131.20 6752 JP Equity 1,241 4,145 9.01 11.71 12.69 2.36% (122.78) 6902 JP Equity 1,714 9,730 41.48 48.78 14.04 1.25% (284.75) 6954 JP Equity 117 6,393 157.65 160.54 1.24 1.48% (102.51) 7201 JP Equity 210 (3,743) 8.85 8.35 5.34 1.05% 20.20 7203 JP Equity 151 (3,073) 57.44 54.62 4.23 1.16% 26.26 7267 JP Equity 149 (4,885) 36.43 35,32 2.55 1.20% 83.92 762 HK Equity 741 (5,162) 1.38 1.18 13.22 1.09% 5.48 7751 JP Equity 406 (6,865) 31.44 29.58 5.42 1.09% 70.47 8031 JP Equity 0 (509) 14.14 14.14 0.00 1.30% 6.84 8058 JP Equity (92) 1,802 19.23 18.29 4.58 1.12% (20.18) 8306 JP Equity 193 (2,979) 5.88 5.50 5.10 1.27% 36.87 8316 JP Equity 191 (2,505) 45.91 42.42 5.64 1.35% 30.07 8411 JP Equity 2 (1,852) 1.99 199 0.11 0.97% 3.45 8604 JP Equity 133 (2,467) 6.76 6.40 4.02 1.35% 50.35 8801 JP Equity (21) 365 31.33 29.65 “3.52 1.60% (2.96) 8802 JP Equity 274 (5,009) 24.84 23.48 3.64 1.50% 62.80 9020 JP Equity 266 (3,967) 77.53 72.33 5.95 1.13% 105.34 941 HK Equity 1,532 (11,506) 10.23 8.87 21.13 0.63% 120.73 9432 JP Equity 266 6,077 53.19 55.52 3.04 1.44% (261.73) 9433 JP Equity 2,844 9,476 42.13 54.78 19.24 1.56% (238.28) 9437 JP Equity 76 (5,749) 15.71 15.50 1.30 1.02% 100.07 9983 JP Equity (154) 3,177 368.21 351.20 -3.35 1.44% (12.53) EFTA00293208

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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 EP 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 1,482 149 497 394 251 248 66 (116) 56 (24) (22) 7,027 212 685 98 19 1,715 (106) 26 2,702 2,686 2,013 7,759 742 4,365 78 283 (65) 2,843 4,079 3,601 3,989 (19) 10,206 798 36 25 8,566 (26) 805 571 (27) 1,192 105 (3) (5) 1,678 7,877 8,326 6,962 5,335 (7,232) (6,923) 6,721 4,097 (565) (541) 5,408 6,435 10,703 1,193 7,973 9,557 7,310 4,012 4,177 7,550 5,742 22,886 10,655 14,103 4,457 (6,870) (6,360) 10,373 12,676 11,669 12,432 (1,945) 10,884 (971) 7,333 5,318 (8,047) 11,757 (1,954) (6,743) (7,252) (3,114) 5,790 (6,644) (1,097) 1,478 42.69 518.25 23.59 23.63 49.49 7.25 7.11 102.00 38.87 19.79 19.80 6.83 95.44 77.97 72.36 63.79 110.31 134.88 48.66 42.47 125.64 126.13 92.78 76.29 287.66 28.64 82.74 81.31 71.56 49.80 50.40 49.96 124.03 8.82 3.86 97.30 52.90 66.82 76.64 7.93 12.96 12.42 59.76 10.12 43.17 15.49 52.08 80.40 528.03 25.00 24.97 51.82 7.00 7.05 100.27 39.40 20.62 20.61 15.71 98.57 82.96 78.30 63.94 130.11 132.95 48.98 69.95 170.35 170.36 124.24 81.60 376.69 29.14 79.33 82.14 91.18 65.83 65.95 65.99 125.28 17.10 3.86 107.89 53.25 66.62 132.47 8.03 11.41 11.44 60.27 12.20 42.49 15.53 51.90 48.42 2.48 6.68 6.34 5.03 2.55 0.77 -2.07 2.13 -2.98 -2.78 101.93 6.16 9.70 12.65 0.45 20.75 1.94 0.71 60.93 39.18 39.57 32.76 9.81 27.40 1.99 4.21 1.25 32.32 31.86 29.88 33.20 0.99 102.92 0.03 10.20 0.74 0.51 70.91 0.75 8.54 5.67 0.77 18.94 2.61 ~0.20 0.34 1.82% 0.76% 0.89% 0.89% 0.94% 1.34% 1.25% 0.83% 0.65% 1.41% 147% 1.27% 0.53% 0.66% 0.65% 0.53% 0.86% 0.75% 0.92% 1.06% 0.91% 0.89% 1.03% 0.71% 1.13% 0.88% 0.98% 0.81% 0.85% 1.01% 1.03% 0.97% 1.01% 0.91% 1.27% 1.07% 0.91% 0.59% 1.03% 1.74% 1.40% 1.39% 1.11% 1.09% 0.60% 1.33% 1.02% 139.98 36.64 118.22 72.21 (51.85) (92.26) (0.80) 23.06 5.48 6.52 164.26 13.89 (30.62) 148.93 35.14 30.20 91.83 167.51 120.65 249.38 147.33 89.66 57.72 (26.41) (19.71) 111.44 178.13 236.82 187.98 (30.43) 217.74 1.01 147.94 (15.90) 5.36 257.71 (4.76) (131.62) (174.44) (48.56) 73.44 (24.23) (5.79) 14.75 EFTA00293209

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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 (99) (381) (260) 428 15 247 107 (21) 12 630 7,244 82 1,467 63 223 433 1,906 (103) 308 407 1,020 22 426 558 9,312 (131) 1,708 374 4,370 6,967 1,304 6 1,272 532 (56) (130) 183 732 57 1,587 63 1,264 774 1,858 (191) 2,107 (3,730) 6,689 6,839 1,066 (2,643) 6,515 1,171 (3,166) 8,370 5,076 13,669 (3,684) 5,498 5,030 9,797 10,526 (8,171) 6,846 2,976 2,976 11,428 8,462 1,267 7,821 12,089 2,384 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 7,901 2,442 6,934 2,054 5,387 (4,977) 8,914 (10,449) 10,885 (8,207) 12,240 17.47 34.22 67.67 245.93 30.29 32.16 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.60 7.76 118.47 6.18 102.03 30.31 32.90 88.00 67.92 49.35 36.20 85.54 99.15 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.69 63.95 56.89 19.39 21.79 25.07 28.70 63.22 112.39 60.05 17.93 32.37 65.19 344.66 30.11 33.38 299.15 30.12 65.53 110.88 54.63 68.96 78.26 58.33 7.94 123.35 4.74 100.52 33.45 47.60 37.40 95.86 68.10 65.96 38.79 151.42 93.99 64.38 86.24 50.85 49.63 56.58 35.79 56.55 73.60 67.11 113.82 AN/AN/A 70.71 58.46 25.10 21.52 28.63 26.57 74.02 115.01 70.39 3.48 4.91 -3.90 29.20 0.45 477 9.77 ~0.58 0.22 11.80 45.19 3.07 22.58 1.94 3.66 5.72 16.05 1.79 9.89 12.82 12.95 0.33 30.34 7.50 64.98 5.45 17.18 6.90 29.45 42.35 17.56 0.07 16.55 9.22 1.23 2.45 22.97 16.70 1.95 28.32 1.58 18.06 9.36 24.94 3.91 22.99 0.76% 1.16% 0.98% 1.37% 1.26% 0.80% 0.93% 1.14% 0.62% 1.05% 1.17% 0.73% 1.18% 0.65% 0.62% 0.72% 1.45% 0.84% 1.05% 1.03% 1.07% 0.69% 0.79% 1.11% 0.95% 1.19% 1.01% 0.53% 0.65% 0.85% 0.87% 0.58% 0.97% 0.62% 0.95% 0.58% 0.67% 0.33% 0.63% 1.41% 1.04% 0.80% 0.79% 0.79% 0.68% 0.60% 0.75% (27.45) 14.63 84.81 40.71 (25.46) 67.72 6.63 (51.42) 87.29 67.12 232.18 (6.60) 111.31 31.34 (16.76) 40.84 (77.32) 27.66 52.02 30.90 45.68 17.48 7.42 68.83 194.36 12.48 210.93 87.87 127.34 96.05 122.24 21.39 137.08 99.57 (72.01) (6.39) 24.21 4.31 101.44 (29.33) 76.15 (118.01) 165.39 (59.70) 121.61 EFTA00293210

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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 6,291 2,703 3,685 192 (3) 4,317 (37) 3,909 1,854 (2) 1,146 2,364 146 3,939 2,599 (183) 70 380 430 6,326 960 42 2,188 93 (7) 1,664 996 296 1,506 (109) 1,426 (10) 748 (84) (121) 687 228 1,842 29,885 323 780 149 2,043 13,908 12,432 8,377 8,122 8,073 9,889 714 14,097 9,908 5,840 9,735 6,911 547 13,640 10,622 (8,822) 8,507 6,678 9,210 9,189 9,291 4,925 7,503 7,309 2,996 5,573 11,049 6,004 9,815 5,260 (3,621) 2,630 (625) 5,338 5,624 5,673 11,013 4,486 13,140 13,861 13,333 3,248 (3,491) 11,376 62.20 54.56 63.20 85.65 51.34 31.37 58.57 68.36 83.18 15.77 36.51 28.24 12.22 61.97 69.60 62.34 54.29 105.22 23.45 24.95 44.20 4.32 23.75 18.77 143.99 62.67 12.27 66.69 72.48 14.82 44.06 30.98 120.94 32.29 33.13 60.83 21.32 22.32 24.02 49.12 49.51 5.31 16.17 90.34 43.73 66.43 91.01 87.68 #N/AN/A 73.74 29.81 74.81 81.16 83.15 17.63 49.00 35.79 15.75 77.13 71.04 62.85 57.38 110.14 39.59 27.53 63.65 44.58 5.58 24.05 18.72 186.99 68.32 12.87 76.92 72.58 15.26 67.94 31.48 137.88 31.81 32.44 64.62 22.40 25.45 75.83 50.31 61.40 5.08 19.08 34.34 33.17 31.01 31.21 3.42 0.57 41.03 -2.26 44.00 17.67 ~0.04 13.97 45.25 22.00 25.17 33.81 4.81 1.12 6.57 7.05 67.94 13.59 1.31 23.11 1.77 0.24 33.67 16.69 5.08 20.30 0.12 -3.70 45.09 1.32 20.39 1.72 2.26 8.40 5.63 16.01 181.47 3.92 16.54 2.80 21.06 1.36% 1.15% 0.70% 141% 0.69% 0.07% 1.06% 2.30% 0.63% 1.06% 1.03% 0.84% 0.76% 1.22% 1.15% 0.72% 0.43% 0.73% 0.87% 0.66% 1.01% 0.76% 0.68% 0.66% 1.26% 0.72% 0.93% 0.89% 0.54% 0.97% 0.76% 1.13% 0.81% 1.20% 1.24% 0.69% 0.87% 0.94% 0.74% 0.90% 0.88% 1.19% 0.62% 1.45% 1.53% 0.85% 1.27% 11.21 175.52 (8.61) 165.66 (12.05) 67.02 52.15 29.27 (46.32) (30.45) 28.37 77.76 71.30 186.50 178.33 53.07 285.66 72.37 17.99 69.78 133.03 125.59 (73.72) 64.25 (26.97) (7.19) (10.10) 43.44 28.65 28.39 142.48 44.22 145.00 104.50 106.62 21.18 (83.85) 105.27 EFTA00293211

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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 4,817 6,944 214 695 937 2,578 562 6,293 1177 1,670 (19) 1,310 370 3,174 500 2,877 134 2,145 4,467 838 313 705 106 28 132 (131) 3,367 682 (9) 186 2,459 1,211 11,493 5,553 (108) (167) 228 2,652 7,744 1,304 4,195 1,862 7,768 52 12,428 13,671 5,707 8,189 5,408 13,333 6,110 11,930 7,287 (1,685) 7,382 (5,036) 10,924 9,784 5,699 (5,909) (6,366) 14,011 (4,597) 5,930 12,630 8,516 7,934 (8,228) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 168 7,829 6,808 2,297 17,711 14,148 3,466 (5,579) 1,995 13,641 20,811 7,556 8,003 13,445 21,331 6,937 857.75 110.98 26.22 24.60 48.07 66.67 40.79 61.10 25.38 9.96 5.54 184.74 35.95 23.81 1.93 13.81 12.90 67.84 147.96 34.13 69.31 52.29 106.69 34.44 38.83 84.93 78.04 197.98 0.89 58.84 122.48 202.79 48.41 61.33 59.29 47.01 8,212.58 183.26 94.88 163.39 28.68 43.22 44.37 12.38 96.89 36.13 1,190.20 167.34 27.20 26.69 56.40 79.56 44.54 93.33 29.47 9.94 6.79 185.45 40.25 24.71 3.00 12.64 12.70 81.76 143.63 46.47 93.83 57.43 110.89 31.49 38.24 85.99 83.23 194.82 1.32 58.91 163.89 192.91 49.56 83.48 90.56 7751 11,436.04 177.73 97.72 182.06 34.26 59.31 52.02 18.86 #N/AN/A 132.18 36.40 63.15 59.59 5.21 7.36 16.46 25.29 10.04 84.19 17.75 0.19 35.21 0.66 13.75 5.90 45.60 5.29 1.04 30.03 2.93 34.42 57.69 11.56 5.61 10.42 2.73 1.32 8.15 -2.06 49.29 0.13 39.66 -3.02 2.51 28.70 58.75 76.19 31.42 417 5.70 14.00 30.27 47.01 17.41 55.89 12.27 57.23 1.16 0.61% 0.85% 0.72% 1.15% 1.05% 0.76% 0.92% 0.63% 0.91% 0.86% 0.64% 0.59% 0.87% 0.64% 1.22% 1.60% 1.42% 0.68% 1.00% 1.05% 0.61% 0.85% 0.70% 0.82% 0.56% 0.94% 0.82% 0.79% 0.97% 0.82% 0.85% 1.69% 0.94% 1.26% 0.90% 0.85% 1.25% 0.75% 0.52% 0.82% 0.64% 0.79% 0.99% 0.94% 1.13% 0.64% 0.65% 159.79 187.40 7.67 177.88 138.91 26.46 91.39 178.96 105.69 5.50 118.15 (64.66) 11.01 78.31 (52.26) (116.21) (127.14) 193.98 (68.06) 118.79 158.17 79.18 108.13 28.53 (11.27) (17.99) (7.20) (157.29) 124.06 5.96 11.40 (3.25) 49.08 184.30 49.59 333.68 115.99 34.50 (11.44) 8.98 (101.85) 85.33 47.60 90.29 416.56 11.94 EFTA00293212

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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 903 1,418 234 685 303 (4) 4,476 1,899 576 1,943 995 4,164 (106) 5,223 1,280 1,820 4,082 5,052 516 1,093 132 631 620 1,072 2,715 418 474 4,422 146 612 886 (6) 8,079 591 1,373 2,735 1,893 6,144 211 (80) 11,917 11,018 1,649 7,177 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 3,738 18,291 9,444 9,590 15,510 (5,180) 5,434 7,533 7,355 (2,814) (2,795) 3,043 13,710 4,644 (2,923) (3,123) 21,828 4,762 (10,166) 8,425 (1,983) (669) 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 72.62 34.95 69.64 11.82 66.10 3.96 75.90 63.81 40.35 80.49 65.07 4.18 12.87 33.38 95.04 13.30 13.87 956.05 212.47 81.78 6.01 6.38 26.10 77.33 85.47 75.96 34.20 34.31 12.76 158.54 64.65 113.30 66.83 68.46 52.22 73.25 75.80 114.05 48.10 56.26 31.48 38.14 207.48 31.12 11.19 94.81 25.97 73.72 13.72 78.89 7.63 73.80 82.02 45.82 95.77 82.20 0.10 162.81 14.09 38.23 96.74 10.32 10.79 1,292.83 254.55 81.80 5.16 5.41 31.39 79.71 33.75 80.32 83.95 34.30 34.29 22.56 168.50 79.37 132.54 76.91 89.57 53.86 71.89 76.44 10.22 16.14 13.22 13.72 7.23 0.06 45.76 15.92 8.49 24.66 21.77 69.14 3.05 35.98 11.87 23.76 36.09 27.30 6.44 18.85 2.59 15.11 14.39 27.54 22.81 0.05 9.82 10.07 26.74 4.96 7.70 14.44 0.36 0.09 69.17 10.15 21.43 31.42 19.79 56.67 2.53 2.85 1.26 0.74% 0.82% 0.80% 1.07% 0.70% 0.68% 0.87% 1.98% 0.67% 1.61% 0.69% 0.65% 0.89% 1.34% 0.93% 0.79% 1.14% 0.80% 0.73% 3.57% 0.99% 1.48% 0.77% 0.69% 1.49% 1.54% 1.28% 0.87% 0.68% 1.46% 1.51% 0.76% 0.62% 1.02% 0.78% 0.73% 0.81% 0.84% 1.11% 0.62% 1.06% 0.54% 0.76% 0.54% 1.24% 0.66% 0.67% 80.44 (3.29) (13.68) 12.41 32.68 105.79 (41.27) 90.04 95.95 147.31 133.55 (191.36) 56.79 116.85 41.99 15.53 35.55 39.97 51.96 25.03 5.50 34.38 124.18 44.95 (28.76) 109.71 (22.58) (6.66) 24.72 44.85 65.65 167.83 (99.81) 33.87 17.62 EFTA00293213

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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 168 (75) 107 580 (1) (184) (91) 6,373 (41) (102) 193 519 455 (109) (123) (11) 2,440 611 7 785 537 70 1,453 578 645 13 (31) 252 (51) 892 (189) 375 210 (59) (46) 648 3,185 (44) (34) 317 9,583 561 (200) (8) 881 795 4,065 4,084 4,580 6,240 (1,052) 5,748 4,934 17,035 4,764 6,565 (6,174) 7,256 5,315 2,695 2,918 2,835 7,836 4,504 5,345 6,528 (7,260) 4,487 10,006 (5,283) 8,306 (2,827) 1,830 6,518 2,948 6,088 (8,069) (8,928) 8,245 3,631 3,406 (10,717) 9,492 6,561 3,542 (6,829) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.62 37.36 302.78 55.76 54.67 54.02 212.78 65.12 47.46 103.67 8.35 8.28 80.43 80.44 74.72 44.08 114.69 114.81 79.94 644.51 160.18 80.46 22.30 25.81 65.84 33.27 84.31 33.28 24.78 359.52 34.20 45.38 15.62 15.55 63.57 46.31 4.59 7.59 115.81 63.59 59.06 43.75 83.58 5.65 120.22 35.94 35.96 38.24 330.90 55.83 52.98 53.05 292.39 64.57 46.74 100.43 8.94 8.99 77.29 77.20 74.44 57.81 130.24 130.09 89.56 596.83 43.52 162.67 92.14 19.86 27.82 65.55 32.73 87.57 32.72 28.41 367.94 32.76 46.54 15.37 15.34 59.73 61.85 455 7.52 110.43 123.22 64.75 45.01 83.43 4.98 138.47 7.08 3.14 3.79 5.58 0.11 2.32 1.24 49.98 1.46 1.94 3.36 7.65 8.05 4.59 4.72 -0.38 24.51 13.36 13.49 15.13 7.52 241 16.87 10.18 8.55 0.42 2.72 3.61 2.74 15.51 -2.65 6.65 4.38 1.91 1.46 6.10 46.26 1.04 “1.11 5.19 118.19 12.56 4.19 0.30 11.07 17.82 0.58% 0.58% 0.62% 1.66% 1.20% 1.38% 1.48% 0.75% 0.59% 0.80% 0.93% 0.93% 1.06% 0.88% 0.89% 0.99% 1.27% 1.01% 0.99% 0.79% 0.98% 0.53% 0.65% 0.86% 1.07% 0.91% 1.07% 0.61% 1.07% 0.63% 0.95% 0.88% 0.63% 0.58% 0.85% 0.93% 0.99% 0.73% 0.65% 0.87% 0.90% 0.79% 0.77% 0.69% 0.58% 1.08% 0.85% 31.23 33.98 13.30 27.61 (3.15) 95.80 78.44 17.95 25.48 36.06 (71.12) 107.24 94.83 67.29 64.93 1.64 174.25 188.44 251.01 8.41 (41.25) 33.95 73.21 (12.19) 117.55 (33.76) 4.34 217.05 3.80 172.95 (33.27) (99.71) 69.83 39.33 45.28 (26.66) 83.35 29.03 70.91 (107.10) 107.33 81.22 (72.21) 47.08 62.37 19.49 EFTA00293214

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TWX US Equity 38 7,395 66.41 66.75 0.67 0.77% (1.00) TXN US Equity 3,599 12,205 34.93 45.23 36.48 0.81% 218.51 TYC US Equity 11,766 24,080 29.17 43.42 73.22 0.67% 486.69 UBS US Equity 267 5,489 19.43 20.38 454 1.07% 1.95 UBSN Vx Equity 215 5,158 19.51 20.32 4.36 0.96% (57.41) UCG IM Equity 3,160 5,391 5.58 8.85 33.88 1.73% 294.69 ULVR LN Equity 1 (3,892) 39.50 39.38 0.40 0.73% (3.31) UNA NA Equity (67) (6,295) 38.14 38.55 “1.55 0.69% (5.79) UNH US Equity 1,981 10,037 64.08 76.73 24.15 0.82% 102.65 UNP US Equity 1,588 10,766 163.08 187.13 19.63 0.75% 131.25 UPS US Equity 3,187 14,806 79.87 97.06 40.46 0.53% 106.19 USB US Equity 2,960 14,238 34.71 41.93 33.84 0.61% 94.94 UTX US Equity 5,986 15,190 82.05 114.38 52.74 0.75% 212.46 VUS Equity 3,896 3,914 111.85 223.17 150.48 0.66% 85.88 VALE US Equity 640 (3,908) 15.08 12.61 11.14 1.47% (56.50) VALE3 BZ Equity 276 (4,586) 13.41 12.60 4.05 1.48% (70.28) VIAB US Equity 4,267 7,376 55.90 88.24 72.32 0.80% 121.97 VIV EP Equity 171 2,668 26.19 27.87 6.61 0.97% 26.24 VMW US Equity 1,054 4,379 87.66 108.77 19.10 1.26% 191.66 VOD LN Equity 170 (2,766) 4.00 3.75 3.78 1.63% (40.47) VOD US Equity 160 (1,988) 40.77 37.49 4.46 1.80% (33.89) VOW3 GR Equity 98 1,092 228.75 249.35 6.07 1.48% 15.46 VRX CN Equity 840 1611 92.95 141.41 42.17 1.24% 45.42 VRX US Equity 972 1,880 93.20 141.42 46.90 1.10% 39.82 VTIUS Equity 619 5,134 86.91 97.39 23.20 0.52% 38.56 VWO US Equity 348 (7,247) 40.33 38.39 5.7 0.93% (73.72) VZ US Equity 227 (6,121) 48.12 46.33 4.61 0.81% (39.01) WBC AU Equity o4 5,265 29.97 30.50 1.84 0.97% 8.97 WES AU Equity (151) 8,616 38.64 37.97 2.09 0.84% 35.39 WEC US Equity 2,791 10,766 38.10 47.97 42.28 0.61% 120.21 WLP US Equity 2,876 10,369 74.31 94.92 34.40 0.81% 210.11 WMT US Equity (2) 4,005 74.59 74.56 0.07 0.66% 1.62 WOW AU Equity (218) (6,932) 31.30 32.28 3.66 0.86% 109.87 XOM US Equity 444 10,902 90.48 94.16 5.63 0.72% 59.48 XTA LN Equity (36) (2,238) HN/AN/A 0.72 2.21% YHOO US Equity 350 1,282 30.64 39.00 22.39 1.22% 70.00 YUM US Equity 146 6,899 73.80 75.36 2.48 0.85% (0.39) ZURN VX Equity 191 6,394 291.95 300.66 4.18 0.71% 2.18 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 17,245 62,272 1,455.70 1,858.83 49.56 0.56% NDX Index 13,708 46,686 2,831.19 3,662.51 43.92 0.67% RTY Index 14,704 39,938 868.48 1,188.23 47.09 0.78% 315.20 EFTA00293215

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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 169 2,254 1,938 (228) 2,487 7,513 1,152 8,010 6,057 6,477 7,104 24,897 4,475 4,755 7,567 9,491 10,264 7,877 2,547 308 7,997 1,916 2,834 (21) 1,673 (120) (19) 32,687 284 5,148 (30) 5,643 545 2,192 5,824 257 8,605 128 3,857 12,617 5,766 9,255 4,923 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 5,620 17,693 22,138 (26,563) 25,595 11,876 8,528 (33,700) 16,521 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 21,039.20 757.28 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 1,309.19 84.29 39.61 3,920.67 139.54 344.53 1.82 4,842.06 455.15 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 12,874.88 #N/AN/A 19,229.34 727.14 10,928.42 12,784.39 5,948.70 13,890.19 9,349.12 29,045.93 10,374.49 6,882.72 7.42 538.79 4,231.65 2,051.09 128.02 10,152.27 212.50 3,389.44 1,900.89 91.58 35.38 3,930.83 #N/AN/A 140.49 2,765.02 327.43 1.80 4,835.79 658.31 38.87 68.22 250.42 41.03 22.03 41.16 36.05 51.98 42.83 66.29 86.84 47.28 59.01 453.72 689.08 404.47 1.74 8.95 6.14 -2.51 9.13 20.54 6.98 22.16 20.85 25.67 23.02 61.02 22.94 14.20 21.48 30.74 24.72 21.00 11.26 4.88 35.32 11.35 6.01 0.28 0.21 0.55 5.49 1.06 0.18 104.96 451 1.88 53.59 -2.80 59.51 11.29 29.75 51.09 6.90 65.19 2.92 38.91 75.70 17.87 26.94 11.48 0.90% 0.69% 0.73% 0.43% 1.03% 0.43% 0.67% 0.20% 0.70% 0.57% 0.57% 0.71% 0.51% 0.64% 0.72% 0.66% (171.89) 114.85 78.16 (78.36) 6.86 136.64 5.19 203.13 59.10 177.44 269.56 44.54 194.73 33. 152.22 360.52 EFTA00293216

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SX5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT 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 6,266 842 11,802 4,734 (33) 23,431 2,599 2,483 9,947 (266) (52) 11,408 22,901 5,782 5,810 39 1,406 601 (327) 3,386 199 2,718 (52) 6,123 (77) (138) 457 798 372 3,955 4,996 3,865 4,268 3,388 31,783 8,508 3,814 10,817 3,885 174 1,000 1,116 656 4,277 1,085 34,237 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 26,331 17,603 35,766 39,247 18,886 40,148 (7,079) (20,150) (24,622) 29,347 16,608 17,978 53,418 (16,078) (97,153) (5,499) (63,306) (59,678) (92,252) (95,749) 71,796 73,658 74,240 71,876 74,397 78,270 54,111 74,071 50,187 67,396 27,148 22,143 (33,149) 77,434 65,265 56,841 352.74 441.65 222.31 482.69 662.19 609.16 917.36 343.07 380.28 793.63 434.81 261.12 172.05 159.85 3,709.25 4,909.25 22.78 108.90 99.17 3.77 101.78 220.12 757.82 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.45 347.46 1,672.04 1,240.95 336.92 1,612.72 1,323.91 392.28 729.23 341.47 420.32 83.13 471.16 1,004.77 1,489.15 417.29 454.33 313.02 563.20 661.01 842.85 1,009.62 390.99 473.63 785.70 433.53 344.41 272.44 208.78 4,246.00 4,882.03 21.19 106.24 98.08 4.54 102.91 231.32 760.27 1,189.35 211.97 1,460.79 815.81 165.98 218.26 375.79 507.70 365.55 1,771.33 1,297.46 473.74 1,866.28 1,392.07 476.83 771.26 343.66 439.30 80.33 475.15 1,070.62 1,517.57 23.50 457 48.35 19.19 -0.30 50.48 10.17 16.38 24.27 1.33 -0.39 40.96 72.02 26.00 17.81 0.99 6.64 3.43 1.34 5.28 0.30 48.63 2.61 17.76 4.11 0.55 2.34 2.95 2.17 18.64 24.14 17.98 20.27 15.50 151.29 44.17 17.77 60.28 17.99 1.71 10.70 4.04 2.86 20.65 5.84 (130.96) 16.04 EFTA00293217