Atorus, LLC 3/18/2014 Current Date: Change on Day: | 1.279%] Total Return since 1/1/12: . msc World Change on 712M Return: \. T90 Day Return: . No, of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: : eb Current Short Exposure @ Cost: on Day Sarg Cpt esters | Starting Capital: Positions: Current NAV: (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: |X 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: 1.2 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T ™T XX SX FS SF PF PF SF? PF PP PS Pgh sp ah Nh HN" EFTA00293218

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Atorus, LLC 3/18/2014 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 | 30.59%] US_TSY CREDIT (12,862) 0.22% SX7E Index 6,141 0.33% XAG Curncy (20,150) 0.35% SXSE Index 6,170 0.34% IBOV Index (22,524) 0.39% CA_TSY CREDIT 6,332 0.35% CO1 Comdty (24,622) 0.43% QQQ US Equity 6,345 0.35% MEXBOL Index (26,146) 0.45% HON US Equity 6,362 0.35% INDEXCF Index (26,563) 0.46% EDF FP Equity 6,463 0.35% ZA_TSY CREDIT (33,149) 0.57% SMI Index 6,486 0.35% SHCOMP Index (33,700) 0.58% ROG VX Equity 6,556 0.36% AU_TSY CREDIT (47,480) 0.82% SX6P Index 6,565 0.36% JP_TSY CREDIT (59,678) 1.03% DAI GR Equity 6,593 0.36% SXDP Index 61,075 1.06% CMCSK US Equity 6,661 0.36% SPX Index 62,272 1.08% FTSEMIB Index 6,743 0.37% CH_TSY CREDIT 65,265 1.13% GS US Equity 7,047 0.38% DK_TSY CREDIT 67,396 1.17% ACA FP Equity 7,237 0.39% AT_TSY CREDIT 71,796 1.24% BMY US Equity 7,267 0.40% FR_TSY CREDIT 72,961 1.26% PSI20 Index 7,376 0.40% STBCNZL Index 73,231 1.27% DAX Index 7,800 0.43% FI_TSY CREDIT 74,240 1.29% MMM US Equity 7,921 0.43% DE_TSY CREDIT 74,397 1.29% ASE Index 7,997 0.44% BE_TSY CREDIT 74,447 1.29% MDT US Equity 8,013 0.44% NL_TSY CREDIT 75,206 1.30% PRU LN Equity 8,082 0.44% SE_TSY CREDIT 77,434 1.34% BEL20 Index 8,260 0.45% IE_TSY CREDIT 78,270 1.36% HEX Index 8,306 0.45% MY_TSY CREDIT (92,252) 1.60% IBEX Index 8,365 0.46% SG_TSY CREDIT (95,749) 1.66% AMGN US Equity 8,366 0.46% CA_TSY CREDIT (97,153) 1.68% IT_TSY CREDIT 8,488 0.46% BAYN GR Equity 8,639 0.47% XLY US Equity 8,732 0.48% INAVImpact by Category & Exposure CELG US Equity 9,528 0.52% SXAP Index 9,592 0.52% Listed Equity Short |=. 6% TMO US Equity 9,654 0.53% lEquityComtong C28 LUXXX Index 9,885 0.54% lEquityCom Short | —-0.091%| BAC US Equity 10,305 0.56% c2oRatestong 0.061% SXOP Index 10,354 0.56% KFX Index 10,766 0.59% ES_TSY CREDIT 10,797 0.59% TYC US Equity 11,385 0.62% SXMP Index 11,472 0.63% MAUS Equity 11,907 0.65% SXIP Index 11,982 0.65% EFTA00293219

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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 13,011 14,436 15,477 17,819 23,145 23,955 25,135 30,825 31,765 32,687 0.71% 0.79% 0.84% 0.97% 1.26% 1.31% 1.37% 1.68% 1.73% 1.78% 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 EFTA00293220

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Atorus, LLC 3/18/2014 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 & (1,000,000) (1,000,000) (2,000,000) (3,000,000) APAC EMEA ee AMER —= EquityCom G20 Rates omen 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 2, Yo > T T R T T T r vv ot > > > ad ad os” Sr oY Aor or Aor AY oY WY wr ww” PP PPP > PP oP oP WP Oo BM WN WA NEA A ANNAN SP AG PM hgh AWM Gh WH WH? EFTA00293221

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Atorus, LLC 3/18/2014 Current Gross Notional Risk by Category aad 577,837 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 — msciworld ais ATORUS 0.95 0.75 + T T T T T T T T T T T T T re ae re Sc » Ph ee Phe Pr FP Ph Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% 0.80% 0.60% 0.40% EFTA00293222

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/18/2014 04h Sp T T T T T T T 9" 9" 9" 9° 9" 9" 9" 97.9" 9" 9" 9° 9° 9" 9" APD oh OP yO" PD" "HT HO" AP" AO" eH" gH" oP" oo" ——P/L Vol Days by Position (<7 Vol Days) (>7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ MTM Gains(Losses) % of NAV "Signficant™ EFTA00293223

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Atorus, LLC 3/18/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Mealized Change on Day MTM Gain/(Loss) | Exp. @ Cost {in USD) 000270 KS an (163) (5,144) 51.62 53.26 “3.41 0.93% (72.20) 005380 KS Equity 14 1,799 217.13 218.78 0.66 1.15% 9.84 005490 KS Equity 127 (3,782) 273.49 264.29 3.75 0.90% (61.80) 005930 KS Equity 475 (6,558) 1,285.62 1,192.46 8.00 0.91% (51.37) 012330 KS Equity 812 5,282 244.69 282.31 15.57 0.99% 9.62 1 HK Equity 4 8,073 15.56 15.56 0.05 0.95% (54.85) 1299 HK Equity (34) 682 4.81 4.58 6.21 0.80% (3.78) 13 HK Equity 2,536 12,243 11.40 13.76 21.43 0.97% (48.05) 16 HK Equity 690 (9,935) 12.66 11.78 9.70 0.72% (6.23) 27 HK Equity (1) 123 9.68 9.62 0.34 1.88% 1.75 2914 JP Equity 381 (4,719) 32.47 29.84 6.87 1.18% (34.19) 3382 JP Equity (69) 2,729 37.68 36.75 -1.96 1.29% 30.69 4063 JP Equity 272 (4,536) 56.40 53.02 4.50 1.22% (35.33) 4502 JP Equity 45 2,417 46.86 47.74 241 0.78% 54.88 4689 JP Equity (78) 1,224 6.05 5.69 4.36 1.46% 5.16 5 HK Equity 10 (1,942) 9.99 9.94 0.78 0.69% 5.25 5108 JP Equity (123) 3,498 36.31 35.08 -2.63 1.34% 29.12 5401 JP Equity 310 (4,569) 2.93 2.73 4.92 1.38% (69.38) 6301 JP Equity 59 (3,515) 20.64 20.29 1.18 1.41% (13.38) 6752 JP Equity 1,320 4,145 9.01 11.88 13.52 2.36% 80.64 6902 JP Equity 1,844 9,730 41.48 49.34 14.82 1.28% 132.34 6954 JP Equity 190 6,393 157.65 162.33 2.16 1.37% 73.11 7201 JP Equity 102 (3,743) 8.85 8.61 2.38 1.14% (117.91) 7203 JP Equity 127 (3,073) 57.44 55.07 3.52 1.17% (26.72) 7267 JP Equity 155 (4,885) 36.43 35.27 2.66 1.19% 6.31 762 HK Equity 712 (5,162) 1.38 1.19 12.53 1.10% (39.23) 7751 JP Equity 325 (6,865) 31.44 29.95 4.28 1.11% (89.41) 8031 JP Equity (12) (589) 14.14 14.42 “1.47 1.36% (11.56) 8058 JP Equity (56) 2,397 19.11 18.68 -2.00 1.17% 49.55 8306 JP Equity 160 (2,979) 5.88 5.57 4.26 1.26% (37.65) 8316 JP Equity 166 (2,505) 45.91 42.88 5.02 1.32% (28.74) 8411 JP Equity (22) (1,852) 1.99 2.01 “1.23 0.97% (23.86) 8604 JP Equity 94 (2,467) 6.76 6.50 2.89 1.32% (43.20) 8801 JP Equity (13) 365 31.39 30.34 -2.07 1.68% 8.15 8802 JP Equity 282 (5,009) 24.84 23.44 3.78 1.49% 9.08 9020 JP Equity 234 (3,967) 77.53 72.96 5.29 1.11% (36.61) 941 HK Equity 1,409 (11,506) 10.23 8.98 19.68 0.62% (158.71) 9432 JP Equity 365 6,077 53.19 56.39 4.08 1.47% 100.77 9433 JP Equity 3,118 9,476 42.13 56.00 20.38 1.61% 280.21 9437 JP Equity 43 (5,749) 15.71 15.59 0.73 1.03% (33.33) 9983 JP Equity (133) 3,177 368.43 353.68 -2.97 1.41% 21.42 EFTA00293224

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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 AI 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 1,558 171 585 449 367 154 (50) (9) (10) 7,237 242 792 106 nR 1,792 (50) 81 2,705 2,758 2,076 8,366 766 4,376 131 228 (146) 2,894 4,106 3,617 4,008 (9) 10,305 (11) 821 81 (41) 8,639 (26) 746 571 (29) 1,268 65 (20) 8 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 9,698 8,248 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) 1,967 42.69 518.25 23.59 23.63 49.49 7.25 7.22 102.02 38.87 19.79 19.80 6.83 95.44 77.97 72.36 63.79 110.56 134.80 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 8.00 12.96 12.55 59.76 10.12 43.17 15.49 52.15 82.33 529.49 25.25 25.15 52.90 7.10 7.15 101.26 39.71 20.10 20.15 15.98 99.02 83.73 78.80 64.36 131.00 133.98 49.65 69.98 171.54 171.74 126.70 81.77 376.91 29.49 79.99 83.19 91.53 65.93 66.02 66.06 124.60 17.18 3.90 108.19 53.70 67.16 132.95 8.11 11.52 11.56 60.32 12.33 42.75 15.78 $2.37 53.28 2.94 7.98 7.43 7.67 1.62 0.75 0.91 3.37 1.06 1.18 101.69 7.40 11.63 15.08 1.88 22.09 0.80 2.26 62.89 39.84 40.15 34.65 11.05 32.06 3.22 3.46 -2.91 35.27 32.51 30.46 33.94 0.46 107.69 ~0.86 11.31 1.66 0.91 74.05 0.76 8.16 5.54 0.89 19.57 1.64 “1.45 0.42 1.74% 78.03 0.74% 22.33 0.88% 89.63 0.87% 55.30 0.90% 118.34 1.31% (99.37) 1.28% (102.67) 0.82% 66.19 0.64% 32.55 1.47% 14.11 1.50% 11.79 1.32% 212.90 0.51% 30.26 0.64% 107.83 0.59% 8.37 0.48% 53.11 0.84% 78.62 0.76% 63.69 0.90% 55.92 1.03% 3.36 0.92% 71.93 0.90% 63.43 0.65% 24.14 0.97% 10.95 0.91% 54.24 0.96% (59.70) 0.79% (79.05) 0.79% 51.22 1.00% 26.26 1.02% 15.27 0.95% 18.64 1.00% 10.44 0.88% 99.28 1.28% (11.03) 0.99% 23.22 0.92% 45.49 0.56% (65.44) 0.99% 73.20 1.73% (17.74) 1.36% (73.63) 1.42% (80.67) 1.05% (2.62) 1.12% 77.35 0.60% (40.70) 1.28% (17.09) 1.00% 17.85 EFTA00293225

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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 (106) (272) (222) 456 15 257 112 (18) (59) 694 7,267 62 1,634 51 199 404 1,742 (34) 367 469 1,083 98 437 740 9,528 (102) 1,710 345 4,103 6,661 1,414 111 1,344 532 (156) (148) 183 777 75 1,719 64 1,302 740 1,822 (278) 2,148 (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 11,056 (8,171) 6,846 2,976 732 2,976 11,803 8,462 1,267 7,821 12,089 2,704 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 7,901 2,442 7,080 2,054 5,387 (4,977) 8,914 (10,449) 11,028 (8,207) 12,240 17.47 34.27 67.70 245.93 30.29 32.16 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.60 7.76 118.69 6.18 102.05 30.31 47.92 32.90 88.25 67.92 49.35 36.20 85.54 98.79 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.68 64.09 56.89 19.39 21.79 25.07 28.70 63.34 112.39 60.05 17.96 32.93 65.58 351.10 30.11 33.43 300.49 30.10 64.98 112.11 54.70 69.35 80.14 58.18 7.92 123.02 4.87 101.53 34.05 47.92 38.08 96.34 68.71 66.37 39.63 152.95 95.18 64.39 85.94 50.23 49.04 57.02 36.27 56.84 73.61 67.94 113.55 AN/AN/A 71.12 58.95 25.58 21.51 28.74 26.66 73.81 116.19 70.59 -3.97 3.36 3.35 32.01 0.46 5.45 11.80 0.53 “1.14 12.80 47.99 2.38 23.72 1.59 3.39 5.46 14.59 0.58 12.18 0.00 14.42 13.99 1.47 33.90 9.87 65.87 -3.88 18.90 6.46 28.12 41.36 19.11 1.44 17.62 9.90 3.39 2.97 22.97 18.25 2.69 29.14 1.69 20.33 9.26 26.33 5.54 23.15 0.72% 1.21% 0.97% 1.34% 1.23% 0.72% 0.81% 1.10% 0.62% 1.07% 1.11% 0.71% 1.25% 0.63% 0.60% 0.67% 1.46% 0.86% 1.01% 0.97% 1.09% 0.66% 0.79% 1.02% 0.96% 1.20% 0.98% 0.48% 0.64% 0.84% 0.85% 0.57% 0.99% 0.61% 0.88% 0.57% 0.63% 0.33% 0.60% 1.35% 1.10% 0.76% 0.72% 0.77% 0.63% 0.61% 0.76% (7.32) 110.84 39.00 0.12 9.84 5.77 2.52 (69.51) 64.21 23.45 (21.00) 171.55 (12.55) (24.18) (30.05) (259.89) 68.81 60.36 4.82 62.51 64.77 77.08 10.53 186.73 218.32 32.92 2.41 (29.40) (263.93) (302.68) 110.52 107.05 72.83 0.34 (96.49) (18.42) 46.02 18.10 134.95 1.45 38.33 (38.49) (37.24) (81.87) 40.66 EFTA00293226

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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 6,593 2,790 3,833 195 (3) 4,449 (40) 4,005 1,965 20 1,141 2,472 152 4,086 2,475 (102) 148 428 446 6,463 1,057 47 2,347 204 38 1,756 1,092 375 1,487 46 (168) 1,490 (9) 773 (20) (38) 880 273 1,948 30,825 435 860 108 2,220 13,908 621 12,432 8,377 8,122 8,073 9,889 714 14,097 9,908 5,840 9,735 6,940 547 13,640 10,622 (8,822) 8,507 6,678 9,210 9,189 9,630 952 5,638 7,503 7,309 2,996 5,573 11,299 6,004 9,815 5,260 (3,621) 2,630 (500) 5,338 5,624 5,673 11,013 4,486 13,140 13,861 13,333 3,248 (3,491) 11,376 580 62.20 44.25 54.56 63.20 85.65 51.34 31.35 58.57 68.36 83.18 15.77 36.55 28.24 12.22 61.97 69.60 62.34 54.29 105.22 23.45 25.04 63.88 44.26 4.32 23.75 18.77 143.99 62.80 12.27 66.69 72.48 14.82 44.06 30.98 120.94 32.30 33.15 60.83 21.32 22.32 24.02 49.12 49.51 5.31 16.17 35.06 91.69 44.25 66.81 92.12 87.71 #N/AN/A 74.43 29.70 75.20 81.92 83.47 17.62 49.57 36.10 15.88 76.41 70.41 63.42 57.77 110.31 39.94 27.79 63.88 44.63 5.67 24.41 19.00 189.36 68.86 13.03 76.80 73.12 15.50 69.00 3155 138.45 32.18 32.92 65.69 22.61 25.63 77.46 50.72 62.61 5.14 19.33 35.06 34.97 0.00 32.70 33.75 3.72 0.57 41.54 2.48 47.64 19.70 0.36 14.11 47.74 23.45 26.88 32.41 -2.57 2.48 7.58 7.80 68.40 14.75 0.00 1.29 24.00 3.88 1.33 36.26 18.21 6.54 19.92 0.82 5.97 45.75 -1.60 22.67 0.43 0.74 10.50 6.63 18.19 181.65 5.64 18.04 2.04 22.75 0.00 1.36% 306.52 1.15% 7.42 0.69% 87.67 1.36% 149.34 0.64% 2.49 0.07% 1.08% 133.30 2.25% (2.55) 0.60% 96.36 1.01% 111.75 0.97% 22.62 0.83% (5.00) 0.75% 110.55 1.19% 5.94 1.11% 148.37 0.72% (122.79) 0.45% 77.99 0.70% 78.71 0.85% 48.30 0.62% 15.35 1.03% 137.95 0.74% 100.39 0.66% 3.43 0.65% 5.83 1.30% 161.59 0.72% 112.98 0.95% 45.18 0.87% 92.99 0.53% 99.18 0.96% 80.89 0.76% (18.85) 1.07% 39.44 0.78% (54.57) 1.24% 64.46 1.15% (0.96) 0.64% 25.16 0.85% 64.73 0.91% 83.92 0.76% 196.11 0.92% 44.90 0.82% 106.85 0.58% 112.95 1.47% 81.46 1.51% (44.97) 0.86% 179.45 1.23% 12.19 EFTA00293227

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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 5,027 7,047 230 907 983 2,675 625 6,362 1,449 1,726 (63) 1,231 3,477 421 2,898 144 2,219 4,473 302 660 86 12 120 (121) 3,399 31 687 (6) 214 2,476 1,224 11,907 5,612 (80) (150) 239 2,705 8,013 1,334 4,203 1,862 7,921 76 12,505 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) 2,042 13,641 20,811 7,556 8,003 13,445 21,331 6,937 859.28 110.98 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 13.10 67.84 147.96 34.13 69.31 52.29 106.69 34.44 38.83 84.93 78.04 197.99 0.89 58.84 122.48 203.07 48.41 61.33 59.29 47.01 8,212.58 183.34 94.88 163.79 28.68 43.22 44.37 12.38 96.89 36.13 1,204.71 168.18 27.27 27.33 56.80 80.04 44.96 93.68 30.42 9.91 6.83 187.06 40.00 24.80 3.11 12.83 12.90 81.87 143.31 46.90 93.86 57.86 110.75 31.68 38.35 85.38 82.77 195.06 1.32 59.47 164.24 196.23 49.73 83.63 90.87 78.61 11,470.14 179.18 97.42 182.95 34.37 59.87 52.20 18.88 #N/AN/A 132.87 36.52 68.36 63.38 5.78 9.00 17.65 27.57 11.05 92.50 20.93 0.51 36.78 2.24 12.66 6.97 46.71 4.39 1.02 33.45 3.28 39.28 62.06 12.88 5.99 10.30 2.39 0.56 7.40 -2.00 49.90 1.32 40.65 -1.99 2.96 31.29 64.34 77.33 33.11 -3.06 5.17 15.09 32.83 51.93 19.62 63.11 12.27 62.78 1.82 0.59% 213.82 0.81% 103.85 0.70% 15.89 1.23% 217.26 1.03% 45.69 0.73% 97.12 0.93% 63.49 0.58% 68.50 0.95% 281.72 0.86% 4.70 0.64% 56.06 0.56% (43.28) 0.89% (77.84) 0.60% 38.69 1.31% 313.05 1.62% (91.72) 1.45% (101.75) 0.62% 21.55 0.96% 10.60 0.95% 75.24 0.57% 5.34 0.83% 70.87 0.64% (10.76) 0.78% (53.71) 0.52% (20.27) 0.94% (16.19) 0.82% (11.71) 0.75% 9.94 0.96% 32.53 0.81% 27.90 0.84% 5.73 1.75% 2.78 0.92% 27.87 1.16% 17.50 0.83% 12.40 0.87% 420.30 1.20% 58.91 0.76% 27.58 0.52% 16.49 0.78% 11.23 0.60% 52.87 0.74% 271.64 0.90% 30.15 0.83% 8.35 1.13% 0.59% 153.25 0.60% 23.18 EFTA00293228

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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 920 1,437 241 947 352 4,453 2,026 616 1,945 1,057 4,183 (70) 5,392 1,346 1,902 4,187 5,052 567 1,133 182 587 598 1,098 2,738 418 474 4,847 149 583 930 (14) (5) 8,082 578 1,434 2,724 1,989 6,345 218 (63) 52 11,917 11,018 1,649 7,177 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 4,672 18,291 9,444 9,590 15,510 (5,180) 751 5,434 7,533 7,355 (2,814) (2,795) 3,043 13,710 4,644 (2,923) (3,123) 21,828 4,762 682 (10,166) 8,425 (1,487) (502) 10,521 9,413 6,030 16,220 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 75.66 63.81 40.35 80.49 65.07 4.17 162.36 12.87 33.38 95.04 13.30 13.87 956.05 212.47 81.78 6.14 6.47 26.10 77.33 33.71 85.47 75.96 34.20 34.31 12.76 158.54 64.65 113.42 66.83 68.46 52.22 73.26 75.80 114.20 48.53 56.35 31.59 39.41 209.07 31.55 10.45 94.69 25.37 74.00 13.72 79.68 7.65 74.55 82.61 46.10 96.46 82.64 0.10 162.36 14.21 38.40 97.39 10.53 10.90 1,301.00 254.90 81.93 5.26 5.49 31.90 79.75 33.71 80.57 84.35 34.51 34.64 22.57 168.27 80.02 132.47 77.42 90.27 53.91 72.18 76.56 10.88 17.22 14.20 17.46 8.16 1.45 45.63 17.36 9.79 25.17 24.06 73.94 1.62 38.97 12.88 26.54 36.22 28.25 0.00 7.18 21.07 3.53 14.39 14.95 29.36 23.68 0.29 9.40 9.90 29.93 5.25 0.00 8.10 15.99 1.13 1.16 73.47 10.44 23.31 33.92 20.77 60.74 2.77 -2.38 1.60 0.71% 16.89 0.82% . 0.76% 19.84 1.03% 6.41 0.76% 270.50 0.71% 49.49 0.91% 104.50 1.98% : 0.67% (23.19) 1.58% 218.13 0.64% 39.34 0.64% 1.54 0.85% 62.05 1.26% 18.99 0.92% 46.75 0.76% 169.89 1.11% 66.15 0.75% 82.40 0.75% 104.91 3.45% 9.89 0.95% (2.07) 1.45% 51.62 0.71% 39.94 0.70% 50.32 1.45% (69.23) 1.43% (34.40) 1.23% 26.15 0.84% 23.15 0.63% 7.10 1.52% (70.31) 1.53% (51.88) 0.74% 43.77 0.60% 2.85 1.05% (0.87) 0.71% (33.07) 0.69% 44.42 0.80% (9.06) 0.83% (5.13) 1.05% 3.13 0.59% (13.47) 1.02% 60.92 0.50% (10.96) 0.76% 96.49 0.52% 203.06 1.17% 6.95 0.63% 16.60 0.63% 7.97 EFTA00293229

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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 171 (68) 630 (15) (194) (102) 6,556 (50) (96) 161 602 525 (96) (103) (6) 2,570 668 746 873 504 81 1,544 577 17 (40) 252 (53) 1,003 (219) 327 168 (16) (6) 639 3,047 10 (2) 349 9,654 664 (209) 22 866 713 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 2,995 3,228 3,531 7,836 4,504 5,345 6,528 (7,260) 714 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 4,427 (6,829) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.62 37.36 302.78 55.76 54.66 54.02 212.78 65.12 47.46 103.67 8.35 8.28 80.18 80.22 74.69 44.08 114.69 114.81 79.94 644.51 43.51 160.18 80.46 22.30 25.81 65.84 33.27 84.31 33.28 24.78 359.52 34.20 45.38 15.63 15.55 63.57 46.31 4.59 7.59 115.81 63.59 59.06 43.75 83.58 5.65 120.22 35.96 36.01 38.08 333.35 56.54 52.88 52.93 294.68 64.44 46.78 100.96 9.04 9.10 77.68 77.74 74.57 58.54 131.70 130.85 90.63 599.73 43.51 163.07 92.87 19.86 27.70 65.45 32.56 87.57 32.69 28.86 369.28 32.94 46.30 15.56 15.53 59.78 61.18 4.59 7.59 109.90 123.67 65.80 45.07 83.97 4.99 136.60 7.52 3.05 3.17 6.29 “1.14 2.48 1.43 51.96 1.88 -1.92 2.88 8.71 9.67 3.69 “3.59 0.18 25.02 14.27 14.58 17.03 7.29 0.00 3.06 17.80 10.75 8.01 0.61 3.65 3.71 -3.00 16.65 -3.23 6.68 3.50 0.52 0.18 6.32 45.38 0.23 0.06 5.90 121.85 14.37 4.60 0.81 11.23 15.54 0.56% 0.55% 0.61% 1.61% 1.24% 1.36% 1.44% 0.74% 0.56% 0.77% 0.91% 0.95% 1.02% 0.87% 0.89% 0.91% 1.31% 1.04% 0.96% 0.78% 0.95% 0.48% 0.59% 0.87% 1.02% 0.91% 0.98% 0.59% 1.04% 0.60% 0.99% 0.84% 0.55% 0.58% 0.86% 0.91% 0.94% 0.71% 0.65% 0.88% 0.87% 0.78% 0.79% 0.65% 0.57% 1.04% 0.88% 3.17 6.29 (19.02) 50.72 (13.29) (10.63) (11.04) 184.18 (9.19) 5.72 (33.85) 83.90 71.16 14.69 21.98 6.20 131.78 58.13 35.20 88.47 (37.66) (0.19) 11.12 91.71 (1.33) (38.92) 4.24 (8.92) 0.12 (2.52) 112.59 (28.69) (51.87) (42.08) 43.27 41.16 (10.38) (135.75) 54.54 40.55 34.89 71.49 104.89 (8.75) 30.56 (18.75) (80.38) EFTA00293230

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TWX US Equity 103 7,395 66.41 67.33 1.88 0.74% 64.99 TXN US Equity 3,682 12,205 34.93 45.46 37.91 0.80% 83.00 TYC US Equity 11,385 24,080 29.17 42.96 70.90 0.67% (376.40) UBS US Equity 377 5,489 19.43 20.77 6.50 1.06% 112.02 UBSN VX Equity 310 5,158 19.51 20.68 6.67 0.90% 96.28 UCG IM Equity 3,409 5,391 5.58 9.11 35.24 1.79% 256.61 ULVR LN Equity 15 (3,892) 39.50 39.35 0.52 0.72% 3.08 UNA NA Equity (91) (6,295) 38.14 38.69 2.11 0.68% (22.76) UNH US Equity 2,157 10,037 64.08 77.85 26.11 0.82% 177.74 UNP US Equity 1,728 11,015 163.59 189.26 21.03 0.75% 145.16 UPS US Equity 3,274 14,806 79.87 97.53 42.88 0.52% 87.62 USB US Equity 3,127 14,238 34.71 42.34 37.73 0.58% 168.30 UTX US Equity 6,044 15,190 82.05 114.70 57.92 0.69% 58.46 V US Equity 3,987 3,914 111.85 225.77 153.69 0.66% 91.96 VALE US Equity 629 (3,908) 15.08 12.65 11.30 1.42% (15.69) VALE3 BZ Equity 276 (4,586) 13.51 12.69 4.00 1.50% (34.95) VIAB US Equity 4,326 7,850 57.17 88.68 77.92 0.71% 61.64 VIV EP Equity 155 2,668 26.19 27.71 6.17 0.94% (15.96) VMW US Equity 1,127 4,379 87.66 110.21 20.92 1.23% 73.26 VOD LN Equity 180 (2,766) 4.00 3.74 4.10 1.59% 10.76 VOD US Equity 160 (1,988) 40.77 37.48 4.67 1.73% 0.51 VOW3 GR Equity 108 1,092 228.75 251.39 6.90 1.44% 9.86 VRX CN Equity 856 1,611 92.95 142.32 43.91 1.21% 15.93 VRX US Equity 1,000 1,880 93.20 142.79 47.79 1.11% 27.87 VTIUS Equity 657 5,134 86.91 98.04 26.47 0.48% 38.49 VWO US Equity 270 (7,247) 40.33 38.83 4.06 0.92% (85.38) VZ US Equity 198 (6,121) 48.12 46.57 4.41 0.73% (31.64) WBC AU Equity 135 5,265 29.97 30.73 2.62 0.98% 41.18 WES AU Equity (119) 8,616 38.64 38.11 “1.69 0.82% 31.89 WFC US Equity 2,890 10,999 38.27 48.32 45.14 0.58% 101.36 WLP US Equity 3,202 10,369 74.31 97.26 35.67 0.87% 333.52 WMT US Equity 10 4,005 74.59 74.77 0.40 0.61% 11.53 WOW AU Equity (291) (6,932) 31.30 32.62 4.93 0.85% (68.56) XOM US Equity 524 10,902 90.48 94.83 7.07 0.68% 80.90 XTA LN Equity (36) (2,238) #N/AN/A 0.72 2.21% YHOO US Equity 362 1,282 30.64 39.29 23.74 1.19% 12.24 YUM US Equity 130 6,899 73.80 75.18 2.21 0.85% (16.19) ZURN VX Equity 213 6,394 291.95 301.69 4.84 0.69% 22.72 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 17,819 62,272 1,455.70 1,872.25 56.47 NDX Index 14,436 46,686 2,831.19 3,706.62 48.96 0.63% RTY Index 15,477 39,938 868.48 1,205.04 53.68 0.72% EFTA00293231

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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 217 1,599 1,938 (228) 2,582 7,800 1,352 8,365 6,486 6,743 7,376 25,135 4,320 5,042 8,260 9,885 10,766 8,306 2,789 411 7,997 1,978 1,842 163 49 155 1,719 (30) 110 32,687 202 53 5,321 (13) 5,739 532 2,388 5,943 273 8,732 180 3,965 13,011 6,073 9,592 5,191 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 7,466 17,693 22,138 (26,563) 25,595 15,120 11,371 3,264 (33,700) 16,618 14,469 73,231 (6,119) 4,214 14,269 5,353 13,610 8,406 12,860 16,147 7,775 20,539 6,103 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 21,576.15 770.35 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 3,268.32 1,313.20 84.29 39.61 3,920.67 356.76 140.17 2,778.84 344.53 1.82 4,842.07 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.46 46.72 85.06 37.57 38.87 400.51 520.28 366.14 12,906.66 2,950.45 19,720.10 739.70 10,952.87 12,867.48 6,004.92 13,993.56 9,429.08 29,289.15 10,464.30 6,907.97 7.40 542.08 4,288.56 2,067.55 129.35 10,241.64 214.51 3,448.06 1,906.70 91.82 36.86 3,945.63 357.92 142.08 2,778.84 326.96 181 4,879.05 #N/AN/A 39.41 68.52 252.65 41.16 22.14 41.10 36.52 52.26 42.92 66.58 87.57 47.55 59.64 456.54 695.24 406.55 2.42 5.88 5.88 2.56 9.46 21.30 7.98 22.79 21.85 26.53 24.38 61.09 21.78 14.77 22.34 31.26 26.18 22.13 11.96 4.69 37.71 11.60 3.69 0.69 0.42 1.23 0.00 5.71 0.26 1.04 104.96 3.38 3.15 63.80 1.37 66.99 11.45 33.98 58.29 7.91 74.63 4.31 43.88 81.64 18.44 27.40 12.35 0.46% 48.54 1.04% 1.62% 91.52 0.68% 95.20 1.00% 289.05 0.85% 202.18 0.93% 357.29 1.01% 268.02 1.25% 274.14 1.03% 239.30 0.54% (153.79) 0.81% 289.14 0.84% 0.80% 1.08% 0.92% 1.01% 244.74 1.17% 136.22 1.20% 78.57 0.77% 62.11 0.92% 96.98 0.78% 1.11% 130.79 0.78% 16.32 0.89% 50.59 0.70% 91.18 0.74% 130.42 0.43% 0.98% (87.82) 0.40% 18.76 0.58% 174.45 0.18% 16.92 0.63% 96.62 0.55% (13.03) 0.55% 198.80 0.63% 118.99 0.44% 16.91 0.57% 128.05 0.68% 52.82 0.61% 107.90 0.76% 308.17 1.23% 340.66 0.89% 269.17 EFTA00293232

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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 6,565 1,001 11,982 4,923 23,955 2,694 2,656 10,354 (103) 19 11,472 23,145 6,141 6,170 (16) 1,724 477 152 3,034 49 2,800 (51) 6,332 (199) (239) 320 219 3,911 4,977 3,790 4,238 3,331 31,765 8,488 3,759 10,797 3,444 144 1,113 1,144 756 4,149 875 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 (12,862) (97,153) (10,997) (47,480) (59,678) (92,252) (95,749) 71,796 74,447 74,240 72,961 74,397 78,270 54,111 75,206 50,187 67,396 27,148 22,143 (33,149) 77,434 65,265 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.70 434.81 261.12 172.05 159.85 3,709.25 4,909.25 22.78 108.90 99.19 3.77 101.80 220.12 757.82 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.77 347.46 1,673.43 1,240.95 336.92 1,612.72 1,324.87 392.28 729.23 341.47 420.32 83.13 471.16 1,001.95 1,489.15 420.37 456.71 314.40 566.42 664.69 848.09 1,012.99 394.31 477.46 790.62 435.27 344.88 273.51 211.82 4,279.27 4,920.27 20.83 106.79 99.70 4.46 102.08 231.66 760.83 1,186.61 212.80 1,464.94 817.69 166.44 218.61 375.57 507.58 365.20 1,770.64 1,296.52 473.66 1,865.71 1,391.09 476.68 766.49 343.28 441.45 80.26 475.76 1,065.64 1,512.09 24.46 5.33 49.60 19.84 0.63 52.51 10.70 17.16 25.44 0.51 0.14 41.54 71.81 27.63 18.34 0.40 8.23 2.71 0.60 5.07 0.07 49.55 3.22 18.17 6.05 1.26 1.73 1.98 1.25 18.46 24.03 17.70 19.99 15.33 158.69 46.19 17.36 63.87 15.96 1.48 12.36 442 3.35 20.14 4.67 0.78% 301.58 0.64% 158.95 0.84% 180.40 0.87% 190.43 0.60% 101.71 0.97% 95.37 0.87% 173.86 1.00% 410.75 0.77% 163.98 0.76% 70.90 0.77% 64.29 0.82% 244.81 1.18% 365.11 0.84% 363.02 0.56% (55.32) 1.04% 0.71% (129.94) 0.86% 487.25, 3.60% (346.42) 3.73% (145.39) 0.11% 82.34 0.12% (9.44) 0.36% 238.41 0.30% (42.28) 0.40% (134.21) 0.31% (138.26) 0.30% (257.18) 0.18% (153.89) 0.29% (44.32) 0.28% (18.77) 0.29% (74.71) 0.29% (30.07) 0.29% (56.31) 0.26% (18.58) 0.34% (19.12) 0.29% (55.59) 0.34% (19.18) 0.32% (438.12) 0.36% (30.18) 0.41% 113.82 0.78% 29.88 0.29% 100.38 0.32% (322.88) 0.33% (208.42) EFTA00293233