Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: . ay T90 Day Return: . No of Positions 730 Day Return: . (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: 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: |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: 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 T YY AY Vv Vv Vv vv ‘) ‘) ) i) » oy &® &® Sh SP BP OM OM OP VP OM PR RE AP PE ER AP PE hh PEPE PE APE HHH PH WE PHA’ Ph WY vy ss EFTA00293250

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Atorus, LLC 3/20/2014 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 40 Positions | 26.56%] IBOV Index (22,524) 0.39% CMCSK US Equity 6,671 0.37% CO1 Comdty (24,622) 0.43% VUS Equity 6,896 0.38% MEXBOL Index (26,146) 0.45% PSI20 Index 6,897 0.38% INDEXCF Index (26,563) 0.46% BMY US Equity 6,923 0.38% ZA_TSY CREDIT (33,149) 0.58% HEX Index 6,951 0.38% SHCOMP Index (33,700) 0.59% ACA FP Equity 7,140 0.39% US_TSY CREDIT (36,134) 0.63% GS US Equity 7,168 0.40% AU_TSY CREDIT (47,480) 0.83% DAX Index 7,592 0.42% IT_TSY CREDIT 54,111 0.94% BEL20 Index 7,652 0.42% GB_TSY CREDIT 56,841 0.99% IT_TSY CREDIT 7,701 0.43% JP_TSY CREDIT (59,678) 1.04% MMM US Equity 7,759 0.43% SXDP Index 61,075 1.06% PRU LN Equity 7,761 0.43% SPX Index 62,272 1.08% MDT US Equity 7,865 0.43% CH_TSY CREDIT 65,265 1.13% ASE Index 7,997 0.44% DK_TSY CREDIT 67,396 1.17% IBEX Index 8,000 0.44% AT_TSY CREDIT 72,913 1.27% CA_TSY CREDIT 8,058 0.45% STBCNZL Index 73,231 1.27% AMGN US Equity 8,316 0.46% FR_TSY CREDIT 74,045 1.29% BAYN GR Equity 8,390 0.46% FI_TSY CREDIT 74,240 1.29% XLY US Equity 8,613 0.48% DE_TSY CREDIT 74,397 1.29% SXAP Index 9,411 0.52% BE_TSY CREDIT 75,235 1.31% TMO US Equity 9,629 0.53% NL_TSY CREDIT 76,341 1.33% SXOP Index 9,697 0.54% IE_TSY CREDIT 78,270 1.36% KFX Index 9,780 0.54% MY_TSY CREDIT (92,252) 1.60% ES_TSY CREDIT 10,041 0.56% SG_TSY CREDIT (95,749) 1.66% LUXXX Index 10,113 0.56% CA_TSY CREDIT (97,153) 1.69% SXMP Index 10,835 0.60% TYC US Equity 10,885 0.60% BAC US Equity 11,055 0.61% INAV Impact by Category & Exposure SXIP Index 11,463 0.63% Listed Equitytong | -O.71% MAUS Equity 11,815 0.65% Listed EquityShort_ | _—.149%) XLV US Equity 12,898 0.71% lEquityComtong | -0.7 96% NDX Index 14,227 0.79% fEquityCom short | (0.082% RTY Index 15,198 0.84% lc2oRatestong | 0616 SPX Index 17,808 0.98% [s2oRatesshort | 0.225% SXTP Index 21,694 1.20% SXDP Index 23,088 1.28% ISEQ Index 23,577 1.30% GILD US Equity 29,661 1.64% lE_TSY CREDIT 30,468 1.68% STBCNZL Index 32,687 1.81% EFTA00293251

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[EMEA Short AMER Long EquityCom Short | G20Ratestong G20 Rates Short | 26 | J | 8 | PAMERShort EquityCom Long | CB a) PS | | 8 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 EFTA00293252

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Atorus, LLC 3/20/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 —— APAC + 2,000,000 EMEA — AMER —= EquityCom —— G20 Rates omer NexEposure RHS: (1,000,000) (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 en AP AC ee EMEA 1,000,000 AMER — Equitycom mr G20 Rates ra a Sr GG or” Sy AY oY oY oY oY SY SY PPP PEP > oe” ow” ow” PH APH HH AW gh PP Wh ye mm YS NS Ss WwW SP wy hr hx EFTA00293253

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Atorus, LLC 3/20/2014 Current Gross Notional Risk by Category 240,685 576,943 m APAC m EMEA m= AMER = EquityCom = G20 Rates —- MSCIWorld ATORUS 078 7-7 a, _ s+ Yh SM DP DO DP DP OD OD Dm oD oO oO” Ao” “Oo” 0” 0” 0” CNRS a Ua a SH A Hh T T or of Pr eh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% 0.80% 0.60% > SY is we S eS © EFTA00293254

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/20/2014 0.00 + 1 T T T T T T 1 aS wos oo” O° 9" 9° 9" 97 97 O° 9 9 97 9° LO LO" LO 10.09 PS APE APE Ph oPh sO" oh PT gp OT OT AP" AO" HB" H" HP" oP" ——P/L Vol Days by Position (<7 Vol Days) (>7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ MTM Gains(Losses) % of NAV "Signficant™ EFTA00293255

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Atorus, LLC 3/20/2014 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 (120) (5,144) 51.62 52.82 -2.43 0.96% 66.77 005380 KS Equity (37) 1,439 216.99 211.53 2.11 1.22% (39.37) 005490 KS Equity 109 (3,782) 273.49 265.59 2.96 0.98% 46.62 005930 KS Equity 581 (6,558) 1,285.62 1,171.69 10.06 0.88% 98.67 012330 KS Equity 727 5,282 244.69 278.36 14.21 0.97% (111.31) 1 HK Equity 2 8,073 15.56 15.56 0.03 0.95% (43.00) 1299 HK Equity (23) 409 4.81 455 6.27 0.90% (7.18) 13 HK Equity 2,540 12,243 11.40 13.77 20.11 1.03% (231.15) 16 HK Equity 752 (9,935) 12.66 11.70 10.75 0.70% 48.27 27 HK Equity (7) 123 9.65 9.16 -3.08 1.74% (2.20) 2914 JP Equity 410 (4,719) 32.47 29.64 8.22 1.06% 23.82 3382 JP Equity (79) 2,183 37.65 36.33 3.11 1.17% (9.84) 4063 JP Equity 372 (4,536) 56.40 51.78 7.13 1.15% 78.00 4502 JP Equity 42 2,417 46.86 47.67 2.12 0.81% (39.26) 4689 JP Equity (98) 1,224 6.03 5.59 5.92 1.35% (22.15) 5 HK Equity 9.79 - 5108 JP Equity (143) 2,798 36.26 34.50 -4.16 1.23% (42.24) 5401 JP Equity 465 (5,436) 2.90 2.65 6.56 1.30% 177.57 6301 JP Equity 156 (3,515) 20.64 19.72 3.35 1.33% 62.86 6752 JP Equity 1,024 4,145 9.01 11.24 13.88 1.78% (238.05) 6902 JP Equity 549 5,838 41.48 45.38 6.83 1.38% (313.84) 6954 JP Equity 527 6,393 157.65 170.65 5.93 1.39% 209.03 7201 JP Equity 155 (3,743) 8.85 8.48 4.19 0.99% 62.60 7203 JP Equity 215 (3,073) 57.44 53.41 7.71 0.91% 58.64 7267 JP Equity 226 (4,885) 36.43 34.74 448 1.03% 65.05 762 HK Equity 698 (5,162) 1.38 1.19 11.39 1.19% (103.85) 7751 JP Equity 431 (6,865) 31.44 29.46 6.02 1.04% 137.28 8031 JP Equity 37 (1,683) 14.28 13.96 1.83 1.21% 40.34 8058 JP Equity (58) 1,081 19.22 18.25 5.10 1.04% (17.48) 8306 JP Equity 253 (2,979) 5.88 5.38 7.09 1.20% 88.20 8316 JP Equity 248 (2,856) 45.48 41.53 7.31 1.19% 77.83 8411 JP Equity 45 (3,341) 2.00 197 157 0.87% 47.16 8604 JP Equity 171 (2,467) 6.76 6.29 5.81 1.20% 48.65 8801 JP Equity 451 29.09 29.09 0.00 1.59% (18.49) 8802 JP Equity 408 (5,009) 24.84 22.81 5.61 1.45% 199.03 9020 JP Equity 383 (4,521) 76.87 70.35 8.03 1.06% 140.23 941 HK Equity 1,747 (11,819) 10.19 8.69 20.61 0.72% 441.20 9432 JP Equity 212 6,077 53.19 55.04 2.50 1.39% (87.18) 9433 JP Equity 3,171 9,476 42.13 56.23 22.83 1.47% (123.00) 9437 JP Equity 205 (6,394) 15.68 15.18 3.53 0.91% 118.94 9983 JP Equity (183) 3,177 367.86 347.86 4.26 1.35% (50.80) EFTA00293256

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9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AL FP Equity AIG US Equity AIR FP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity AZN SS Equity AZN US Equity BA US Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 1,487 169 494 387 419 103 (148) 17 35 35 7,140 180 654 98 (64) 1,736 (181) 134 2,862 1,468 1,090 8,316 633 3,978 91 241 (150) 2,883 3,862 3,385 3,716 29 11,055 (14) 680 (74) 8,390 (26) 571 1,102 72 (18) (5) 2,048 7,877 8,326 6,962 5,335 (7,232) (6,923) 6,721 4,097 (2,068) (1,986) 5,408 6,435 10,703 1,193 7,973 9,698 8,248 4,012 4,177 4,530 3,445 22,886 10,655 14,103 4,457 (6,870) (6,360) 10,373 12,676 11,669 12,432 (4,050) 10,884 (2,705) 7,333 5,318 (8,047) 11,757 (1,954) (6,743) (7,252) (3,114) 5,790 (6,644) (2,758) 887 46.70 518.25 23.59 23.63 49.49 7.25 7.26 101.98 38.87 19.78 19.77 6.83 95.44 77.97 72.36 63.79 110.56 134.74 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 49.96 123.81 8.82 3.91 97.30 52.90 66.82 76.64 8.73 12.96 13.09 59.76 10.12 43.17 15.73 52.08 80.61 529.35 24.99 24.94 53.38 7.15 7.19 99.78 39.03 19.44 19.41 15.86 98.10 82.73 78.28 63.28 130.35 131.85 50.28 71.58 166.36 166.05 126.50 80.82 368.79 29.23 79.83 83.24 91.46 64.98 65.02 64.89 122.93 17.78 3.93 106.32 52.91 67.43 131.32 8.84 12.00 12.06 58.73 12.04 42.71 15.83 $1.81 42.19 2.95 6.90 6.66 8.90 1.09 0.78 -2.67 0.61 1.14 1.17 101.03 5.35 9.39 14.68 “1.56 22.24 2.97 3.68 66.51 34.86 34.00 35.80 8.82 28.64 2.39 3.76 “3.11 34.98 30.44 28.75 30.45 0.75 106.91 ~0.36 9.19 0.03 1.66 72.21 0.69 5.43 5.69 1.54 17.51 1.86 0.46 0.50 1.72% (64.96) 0.73% (60.37) 0.86% (43.31) 0.84% (94.70) 0.88% 25.11 1.31% (37.34) 1.23% (34.18) 0.82% (63.98) 0.69% (77.03) 1.48% 34.24 1.52% 28.06 1.31% (310.08) 0.52% (44.69) 0.65% (22.21) 0.56% (5.30) 0.52% (42.32) 0.80% (85.58) 0.74% (91.82) 0.90% 42.26 1.03% 18.64 0.93% (115.82) 0.93% (93.13) 1.01% (136.25) 0.67% (122.13) 0.98% (294.07) 0.86% (35.17) 0.93% (27.51) 0.76% (40.08) 0.79% 61.44 1.00% (339.92) 1.01% (290.87) 0.98% (298.92) 0.95% 11.58 0.95% 868.43, 1.39% 49.96 1.01% (171.34) 0.95% (96.58) 0.55% 21.16 0.99% (287.55) 1.90% (98.84) 1.36% (166.75) 1.39% (176.36) 1.12% 24.23 1.09% (167.13) 0.58% 47.64 1.39% 42.56 1.02% 0.97 EFTA00293257

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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 12 (444) (373) 76 583 113 62 (81) 1,108 6,923 131 1,422 (3) (25) 497 1,513 (131) 327 47 435 1,016 18 429 776 5,492 (70) 1,406 304 4,215 6,671 1,141 228 1,137 548 (137) (157) 183 688 72 1,832 (13) 1,276 789 1,827 (227) 1,948 (4,379) 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 2,127 2,976 12,179 8,462 1,267 7,821 7,253 954 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 6,321 2,442 7,080 2,054 5,387 (4,977) 8,914 (10,449) 11,314 (8,207) 12,240 17.51 34.18 67.57 245.93 30.29 32.16 274.17 29.93 65.43 98.63 35.71 70.54 61.78 57.60 7.76 118.69 6.18 102.01 30.31 48.87 32.90 88.47 67.92 49.35 36.20 85.54 98.92 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.65 64.09 56.89 19.39 21.79 25.07 28.70 63.57 112.39 60.05 17.46 32.05 64.08 347.42 29.42 35.04 300.72 29.34 64.81 120.16 53.80 68.03 77.76 57.57 7.74 124.02 5.04 100.09 33.64 49.95 37.71 95.85 68.07 66.07 39.80 150.30 92.19 63.43 85.54 50.49 49.06 55.93 36.81 55.99 73.79 67.78 112.85 AN/AN/A 70.32 58.88 25.98 21.85 28.66 26.53 73.84 115.50 69.61 0.39 5.53 5.28 31.39 2.42 10.43 11.56 1.72 -1.60 17.78 43.52 4.96 21.02 ~0.08 0.41 6.68 12.94 2.19 10.47 2.06 14.04 12.78 0.29 35.94 10.43 63.33 8.06 14.33 5.82 26.84 38.49 13.96 3.18 14.01 10.33 -3.10 3.88 22.97 16.03 2.77 30.75 0.35 20.46 9.91 27.59 ATT 22.43 0.71% 1.20% 1.03% 1.31% 1.19% 0.86% 0.84% 1.14% 0.60% 1.23% 1.16% 0.72% 1.23% 0.65% 0.63% 0.67% 1.43% 0.88% 1.05% 1.08% 1.04% 0.65% 0.74% 0.94% 0.95% 1.20% 0.91% 0.53% 0.63% 0.90% 0.92% 0.63% 0.92% 0.65% 0.87% 0.55% 0.64% 0.33% 0.61% 1.26% 1.11% 0.77% 0.70% 0.76% 0.59% 0.58% 0.71% 106.83 (130.36) (50.94) (25.54) 43.82 241.62 8.03 51.82 (16.50) 64.78 (489.19) 79.36 (128.14) (31.47) (244.40) 99.31 (28.33) (35.12) (45.16) 52.19 (42.92) (38.86) (74.32) (4.92) 63.00 (184.17) (16.09) (92.38) (49.02) 311.42 361.11 (118.19) 5.06 (161.06) 32.24 (18.08) (24.38) (81.42) 7.37 120.18 (39.76) (5.47) 51.44 5.82 11.57 (142.34) EFTA00293258

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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 6,260 2,694 3,571 185 (3) 4,274 (16) 3,858 1,787 38 1,123 2,556 131 3,891 2,371 97 133 337 402 6,172 1,062 ch (12) 2,296 133 1,759 1,047 350 1,646 (164) 1,395 10 683 (80) (62) 701 180 1,708 29,661 504 813 242 2,272 3 13,908 (1,635) 12,432 8,377 8,122 8,073 9,889 238 14,097 9,908 5,840 9,735 6,999 547 13,640 10,622 (8,822) 8,507 6,678 9,210 9,189 10,308 (1,964) 6,351 7,503 7,309 2,996 5,634 11,799 6,004 9,815 5,260 (3,621) 2,630 (1,199) 5,338 5,624 5,673 11,013 4,486 13,140 13,861 13,333 3,248 (4,255) 11,376 (1,297) 62.20 44.77 54.56 63.20 85.65 51.34 31.32 58.57 68.36 83.18 15.77 36.63 28.24 12.22 61.97 69.60 62.34 54.29 105.22 23.45 25.20 63.86 44.29 4.32 23.75 18.77 144.36 63.03 12.27 66.69 72.48 14.82 44.06 31.11 120.94 32.29 33.14 60.83 21.32 22.32 24.02 49.12 49.51 5.26 16.17 35.03 90.20 44.60 66.39 90.15 87.60 #N/AN/A 73.52 29.40 74.59 80.70 83.72 17.59 50.01 35.02 15.70 75.81 68.84 63.32 57.03 109.81 39.19 27.80 63.50 44.20 5.64 24.18 18.78 189.42 68.63 12.98 77.87 72.51 15.49 67.41 30.84 136.42 31.84 32.78 64.70 22.17 25.22 75.44 50.97 61.89 4.96 19.40 34.94 35.55 0.31 33.52 30.80 3.61 0.57 46.38 2.95 46.74 17.50 0.68 15.93 49.95 19.45 25.33 29.78 2.31 2.42 6.06 7.09 66.47 14.58 0.93 0.30 25.60 2.56 0.10 38.06 16.32 6.53 22.45 0.05 6.34 41.61 0.73 19.60 1.73 1.27 8.35 444 15.20 189.47 6.45 18.08 3.68 22.94 0.22 1.27% 1.20% 0.65% 1.38% 0.63% 0.07% 0.93% 2.21% 0.59% 1.03% 0.94% 0.72% 0.73% 1.23% 1.13% 0.75% 0.47% 0.65% 0.83% 0.62% 1.01% 0.71% 0.62% 0.64% 1.20% 0.71% 0.91% 0.82% 0.54% 0.89% 0.75% 0.95% 0.72% 1.27% 1.18% 0.65% 0.82% 0.87% 0.76% 0.90% 0.86% 1.13% 0.59% 1.38% 1.55% 0.87% 1.16% (402.06) 26.12 4.33 (153.89) 20.12 (123.17) (2.49) (35.96) (37.60) 2.72 (12.89) 19.85 (15.17) (346.68) 28.84 40.53 (37.44) (70.94) (3.66) (228.49) 35.04 10.92 (46.29) (27.38) (86.05) (37.87) 67.35 (115.66) (8.70) 44.19 2.91 (1.63) (50.92) 15.97 (95.35) (47.94) (34.13) (236.00) (42.35) (106.80) (2.01) (42.95) 78.90 223.77 2.28 EFTA00293259

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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 4,976 7,168 136 764 1,023 2,664 539 6,195 1,894 49 1,645 (62) 1,194 3,536 225 2,620 19 2,222 4,458 1,232 240 769 (38) (175) 3,171 (17) 620 (4) 174 2,241 1,194 11,815 5,215 (138) (104) 258 2,611 7,865 1,567 4,353 1,862 7,759 12 12,660 13,671 5,707 8,189 5,408 13,333 6,110 11,930 7,287 (4,180) 7,382 (5,036) 10,924 10,118 5,699 (5,909) (6,366) 14,011 (4,597) 5,930 12,994 8,516 7,934 (8,600) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 (771) 7,829 6,808 2,297 17,711 14,148 3,466 (5,579) 2,135 13,641 20,811 7,556 8,003 13,445 21,331 6,937 862.28 110.98 26.22 24.60 48.07 66.67 40.79 61.10 25.38 9.90 5.54 184.74 35.95 23.86 1.93 13.81 13.54 67.84 147.96 34.13 69.83 52.29 106.69 34.31 38.83 84.91 78.04 197.94 0.89 58.84 122.48 203.55 48.41 61.33 59.29 46.99 8,212.58 183.14 94.88 164.56 28.68 43.22 44.37 12.38 96.89 36.13 1,201.23 169.16 26.84 26.90 57.16 79.99 44.38 92.83 31.97 9.78 6.77 187.02 39.88 25.38 3.13 13.29 13.34 80.52 147.33 46.91 93.78 59.85 109.91 31.24 38.28 83.51 81.35 193.74 1.30 58.49 160.16 204.54 49.49 81.52 90.11 78.34 11,239.41 176.15 96.64 184.42 34.17 59.56 53.57 19.11 #N/AN/A 132.14 36.19 68.72 64.11 3.17 7.72 19.20 28.76 9.59 86.39 23.89 1.31 36.67 -2.11 11.61 10.55 52.24 2.55 1.11 29.77 0.39 39.14 65.71 15.77 4.78 11.53 2.75 “1.70 4.93 2.70 47.86 -0.70 36.67 0.27 2.51 29.56 64.29 81.98 29.85 -5.60 3.46 16.19 32.07 57.81 21.33 62.78 12.27 64.44 0.30 0.57% 0.82% 0.75% 1.21% 0.99% 0.69% 0.92% 0.60% 1.09% 0.90% 0.61% 0.59% 0.94% 0.60% 1.19% 1.49% 1.34% 0.63% 1.07% 0.96% 0.52% 0.92% 0.63% 0.78% 0.52% 0.99% 0.86% 0.80% 0.94% 0.84% 0.84% 1.83% 0.89% 1.11% 0.81% 0.81% 1.23% 0.71% 0.54% 0.75% 0.60% 0.65% 0.97% 0.87% 1.13% 0.56% 0.59% (34.28) 103.82 (141.82) (145.65) 36.77 (1.94) (106.24) (85.92) 174.07 42.03 (68.12) (43.34) (198.57) 135.23 (46.72) (125.08) (91.05) (89.08) 58.14 26.62 (7.33) 252.36 (54.72) 4.23 22.92 (25.65) (20.73) (121.40) (216.03) (36.34) (37.74) (7.57) (52.13) (99.43) 6.60 (179.06) (466.53) (39.21) (8.50) 22.28 3.90 (234.38) 110.69 169.98 48.38 (16.07) EFTA00293260

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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 847 1,250 302 1,106 383 20 4,132 2,159 459 1,720 997 3,972 (63) 4,922 1,202 1,938 3,835 5,052 25 434 1111 (201) 401 417 1,066 2,689 (8) 418 474 4,829 B 647 1,140 7,761 475 1,277 2,710 2,086 6,321 138 (129) (28) 11,917 11,519 1,649 7,509 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 2,243 18,291 9,444 9,590 15,510 (5,180) (2,275) 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 10,521 9,413 6,030 16,220 12,547 19,920 6,737 4,217 5,192 106.02 50.08 27.57 35.01 197.70 31.14 72.62 34.95 69.64 11.82 66.10 3.96 75.90 63.81 40.35 80.49 65.07 4.20 161.41 12.87 33.38 94.97 13.30 13.87 956.05 212.47 81.78 6.68 7.01 26.10 77.33 85.47 75.96 12.76 158.54 64.65 113.42 66.83 68.46 52.22 73.21 75.80 113.55 48.83 55.52 32.61 40.17 210.09 31.22 9.75 93.10 24.74 72.89 13.50 78.91 7.46 73.85 80.98 45.48 96.76 81.16 0.10 159.66 13.89 38.31 92.45 11.40 11.80 1,290.87 254.15 81.64 5.73 5.94 31.88 78.51 33.19 80.03 86.24 34.50 34.49 22.18 166.53 78.34 132.37 77.94 90.18 53.30 71.04 75.39 10.30 15.49 16.30 19.44 9.49 0.32 43.45 18.10 7.39 21.61 22.88 67.31 3.17 34.30 13.06 26.48 32.90 30.81 1.17 5.47 20.92 3.21 8.55 8.98 28.10 23.72 0.28 8.49 9.27 34.40 2.43 9.11 18.00 71.73 8.72 20.74 31.73 21.61 61.95 1.72 4.64 0.81 0.69% 0.82% 0.70% 1.12% 0.76% 0.66% 0.84% 1.98% 0.65% 1.61% 0.63% 0.66% 0.85% 1.31% 0.88% 0.78% 0.97% 0.76% 0.75% 3.17% 0.93% 1.46% 0.70% 0.85% 1.67% 1.66% 1.25% 0.83% 0.62% 1.68% 1.64% 0.64% 0.63% 1.05% 0.70% 0.75% 0.80% 0.83% 1.03% 0.58% 1.02% 0.53% 0.77% 0.51% 1.19% 0.66% 0.66% 22.34 (180.37) 56.37 192.25 27.75 (44.40) (98.95) 23.26 (183.43) (275.73) (41.90) (120.48) (6.05) (321.82) (146.91) (89.06) (115.48) 277.59 35.75 (94.00) 15.10 (250.12) (147.06) (134.08) (10.37) 134.60 5.39 (152.84) (141.25) 45.23 (40.70) 38.98 152.07 (134.05) (47.46) (67.88) (142.95) 162.91 (11.66) (35.11) (53.20) (68.78) EFTA00293261

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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 109 (129) 29 538 45 (249) (201) 6,595 (75) (187) 201 508 445 (140) (148) a9 2,411 673 786 898 659 (29) (10) 1,400 664 410 (49) 173 (19) 504 (90) 102 118 (60) (51) 671 2,946 (74) (40) 508 9,629 479 (126) (25) 1,074 782 4,065 4,084 4,580 6,240 (2,870) 4,599 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) 2,631 1,795 10,006 (5,786) 8,306 (1,696) (929) 6,518 737 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 36.59 37.36 302.78 55.84 54.57 53.95 212.78 65.11 47.44 103.67 8.35 8.28 80.09 80.14 74.69 44.08 114.69 114.81 79.94 644.51 42.98 160.17 80.46 22.05 25.81 65.84 32.45 84.31 33.27 24.78 359.52 34.20 45.38 15.62 15.55 63.57 46.31 4.58 7.59 115.81 63.59 59.06 43.75 83.58 5.65 120.22 35.44 35.47 37.60 328.91 54.96 $1.77 51.84 295.16 64.10 46.12 100.29 8.93 8.97 76.52 76.62 76.57 57.65 131.82 131.70 90.94 586.02 42.52 159.29 91.72 19.52 27.09 67.75 32.45 86.55 32.42 26.83 363.55 33.81 46.03 15.37 15.32 59.59 60.69 4.53 7.52 107.20 123.51 63.92 44.54 83.14 4.83 138.17 445 5.47 0.98 5.52 1.28 4.06 2.82 51.30 2.88 3.54 3.69 7.91 8.36 5.34 5.07 2.69 24.34 14.76 15.65 18.51 9.76 -2.10 0.88 16.77 11.93 5.38 -2.76 0.00 2.61 4.90 7.30 1.43 1.84 2.42 -2.03 1.62 6.85 46.78 -1.80 -1.00 9.23 124.90 9.54 2.87 0.89 13.51 16.26 0.60% 0.58% 0.65% 1.56% 1.24% 1.33% 1.45% 0.75% 0.55% 0.81% 0.88% 0.88% 1.00% 0.87% 0.90% 0.93% 1.26% 1.01% 0.94% 0.74% 0.93% 0.52% 0.63% 0.83% 0.96% 0.92% 1.05% 0.54% 1.02% 0.53% 1.13% 0.78% 0.62% 0.59% 0.81% 0.93% 0.91% 0.66% 0.63% 0.90% 0.81% 0.75% 0.86% 0.63% 0.59% 1.07% 0.92% (76.91) (65.88) (83.94) (40.60) 62.54 (66.27) (8.30) (174.42) (13.71) (126.04) 82.09 (95.98) (14.47) (46.36) (40.15) 24.79 (166.17) 4.82 6.44 25.98 141.04 (33.56) (17.89) (139.72) 79.90 (150.48) (46.42) 6.85 (107.57) (3.34) (475.57) 125.95 (193.12) (39.06) (38.07) (5.68) 13.15 (8.89) (58.28) (56.24) 120.46 52.54 (84.36) 71.93 (26.09) 164.03 98.96 EFTA00293262

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TWX US Equity 28 7,395 66.41 66.66 0.52 0.74% (64.25) TXN US Equity 4,046 12,205 34.93 46.51 42.34 0.78% 307.23 TYC US Equity 10,885 24,080 29.17 42.35 66.91 0.68% (190.66) UBS US Equity 366 5,489 19.43 20.73 7.38 0.90% 28.81 UBSN VX Equity 310 5,158 19.51 20.68 6.59 0.91% (31.20) UCG IM Equity 3,290 5,391 5.58 8.99 34.57 1.77% (45.63) ULVR LN Equity 40 (3,892) 39.50 39.09 1.42 0.73% 65.91 UNA NA Equity 1 (6,295) 38.14 38.14 0.01 0.66% 100.14 UNH US Equity 2,671 10,037 64.08 81.13 29.52 0.90% 217.50 UNP US Equity 1,647 11,515 164.52 188.05 18.92 0.76% 6.57 UPS US Equity 3,108 14,806 79.87 96.64 39.55 0.53% (100.44) USB US Equity 3,323 14,238 34.71 42.81 37.68 0.62% 211.45 UTX US Equity 5,859 15,190 82.05 113.70 63.41 0.61% (76.88) V US Equity 6,896 7,870 118.43 222.20 124.92 0.70% (177.00) VALE US Equity 597 (3,908) 15.08 12.77 11.70 1.31% (10.39) VALE3 BZ Equity 276 (4,586) 13.65 12.83 4.21 1.43% (7.78) VIAB US Equity 4,166 8,798 59.42 87.55 64.05 0.74% (122.79) VIV EP Equity 103 2,668 26.19 27.21 4.38 0.88% (24.50) VMW US Equity 1,133 4,481 88.07 110.33 20.07 1.26% 58.38 VOD LN Equity 179 (2,998) 3.98 3.74 3.74 1.60% 49.21 VOD US Equity 169 (2,668) 39.90 37.37 3.70 1.71% 31.17 VOW3 GR Equity 55 655 228.75 248.00 5.78 1.46% (16.50) VRX CN Equity 828 1,611 92.95 140.70 42.86 1.20% (24.04) VRX US Equity 958 1,880 93.20 140.71 45.39 1.12% (15.66) VTIUS Equity 648 5,134 86.91 97.88 26.43 0.48% (2.54) VWO US Equity 371 (7,247) 40.33 38.27 5.64 0.91% 43.01 VZ US Equity 154 (6,121) 48.12 46.91 3.34 0.76% (34.39) WBC AU Equity 61 5,265 29.97 30.31 1.28 0.91% (65.69) WES AU Equity (203) 8,616 38.63 37.74 “3.34 0.71% (84.46) WEC US Equity 3,035 11,232 38.43 48.81 42.70 0.63% 245.62 WLP US Equity 3,545 10,369 74.31 99.72 37.03 0.92% 22.17 WMT US Equity 24 4,005 74.59 75.03 0.97 0.61% 25.35 WOW AU Equity (203) (6,932) 31.30 32.22 -3.60 0.81% 96.99 XOM US Equity 439 10,902 90.66 94.31 22.80 XTA LN Equity (36) (2,238) #N/AN/A 0.72 2.21% YHOO US Equity 310 1,282 30.64 38.05 19.05 1.27% (39.47) YUM US Equity 124 6,899 73.80 75.12 3.03 0.59% 49.69 ZURN VX Equity 116 6,394 291.95 297.26 2.66 0.69% (77.98) Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol {in USD) SPX Index 17,809 62,272 1,455.70 1,872.01 55.53 0.52% NDX Index 14,227 46,686 2,831.19 3,693.97 49.17 0.62% 185.81 RTY Index 15,198 39,938 868.48 1,198.97 54.05 0.70% 152.63 EFTA00293263

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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 18 1,300 1,938 (228) 1,966 7,592 1,201 8,000 6,028 6,495 6,897 23,577 4,066 4,724 7,652 10,113 9,780 6,951 2,327 249 7,997 1,625 2,117 (471) (50) (89) 130 2,390 (302) (165) 32,687 303 (7) 5,248 (13) 6,036 410 2,443 5,778 241 8,613 160 4,048 12,898 5,518 9,411 4,716 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 5,972 17,693 22,138 (26,563) 25,595 15,120 9,097 (10,516) (33,700) 13,295 14,469 73,231 (6,119) 1,686 14,269 5,353 13,610 8,406 12,860 16,147 8,667 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,244.91 780.03 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 1,293.58 84.29 39.61 3,919.34 356.76 140.16 2,762.19 344.53 1.82 4,841.44 462.22 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.58 46.72 85.40 37.57 38.87 400.51 520.28 366.14 12,776.29 2,986.48 20,331.33 748.99 10,794.37 12,807.26 5,962.56 13,887.08 9,343.69 29,061.88 10,306.00 6,742.89 7.35 538.43 4,238.67 2,077.05 126.73 9,959.78 210.68 3,404.81 1,878.22 90.48 36.45 3,848.52 355.58 138.80 2,728.08 320.10 1.78 4,786.84 668.54 38.74 67.40 251.71 41.16 22.48 40.54 36.65 51.87 42.74 66.31 87.25 47.76 59.46 451.43 691.92 402.85 0.20 4.92 6.39 2.58 7.33 21.42 7.87 22.82 21.60 27.73 23.94 57.83 21.23 14.65 21.55 32.98 25.35 19.13 10.21 3.63 39.08 9.67 4.36 -2.04 0.43 0.87 1.59 7.77 3.23 “1.59 97.25 5.03 0.94 65.89 1.22 68.44 8.44 33.30 54.81 6.03 75.55 3.30 41.98 86.40 17.62 27.35 11.86 0.47% (102.80) 1.01% (376.54) 1.35% (385.36) 1.61% 80.13 0.67% (561.83) 0.97% (352.07) 0.79% (115.28) 0.88% (538.50) 0.63% (326.61) 0.93% (141.12) 1.19% (444.68) 1.02% 0.52% (356.78) 0.76% (237.15) 0.77% (320.61) 1.01% 0.89% 0.99% (404.37) 1.15% (92.70) 1.16% (277.30) 0.76% (213.48) 1.83% 178.00 0.90% (341.77) 0.77% (99.26) 1.13% (219.31) 0.78% 189.58 091% | 700.38 0.70% (234.82) 0.72% (271.59) 0.46% 180.92 0.98% (28.30) 0.43% 2.24 0.56% 56.77 0.20% 18.22 0.65% 310.72 0.58% 19.62 0.57% 117.81 0.65% 63.59 0.46% 31.37 0.56% 74.93 0.66% 29.44 0.65% 253.69 0.61% - 0.72% 1.21% 0.85% EFTA00293264

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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 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 6,199 574 11,463 4,649 (218) 23,088 2,429 2,554 9,697 (523) (97) 10,835 21,694 5,928 5,913 39 2,230 554 nR 2,650 (129) 2,753 coe 8,058 92 333 767 1,161 1,517 2,863 3,919 2,724 3,214 2,281 30,468 7,701 2,684 10,041 2,428 (224) 863 1,746 (307) 3,298 122 34,738 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 (17,320) (20,150) (24,622) 29,347 16,608 7,191 53,418 (36,134) (97,153) (8,456) (47,480) (59,678) (92,252) (95,749) 72,913 75,235 74,240 74,045 74,397 78,270 54,111 76,341 50,187 67,396 16,289 22,143 (33,149) 46,461 65,265 56,841 353.52 441.65 222.31 482.69 662.10 609.16 917.36 343.07 380.28 793.39 434.80 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 100.32 220.12 757.58 1,269.35 211.75 1,457.62 822.10 167.43 219.11 356.44 476.07 347.46 1,674.72 1,240.95 336.92 1,612.72 1,325.77 392.28 729.23 341.34 420.32 83.16 471.14 1,004.77 1,489.15 416.60 450.29 310.41 561.74 654.26 839.43 1,003.59 392.36 471.28 777.93 432.42 340.22 267.15 210.02 4,255.58 4,900.08 20.26 106.45 99.43 4.37 98.55 231.46 757.34 1,164.07 209.45 1,447.38 811.53 165.32 215.64 370.44 500.87 360.21 1,747.41 1,279.01 468.08 1,842.25 1,372.39 470.77 755.50 336.70 436.69 78.78 468.05 1,055.55, 1,492.35 24.22 3.18 49.65 19.52 -2.10 $1.23 10.06 18.00 25.43 2.73 0.75 41.63 67.15 29.46 18.77 0.40 9.97 3.41 0.28 4.66 2.43 46.72 0.24 21.49 3.34 1.65 4.12 4.02 7.19 11.98 16.79 11.55 13.96 9.56 138.64 39.88 11.07 56.30 9.97 3.51 8.89 6.63 “1.97 14.76 0.61 0.74% (367.30) 0.62% (377.40) 0.80% (104.83) 0.84% (222.12) 0.57% (233.04) 0.93% (288.51) 0.80% (55.71) 0.94% (405.49) 0.73% (355.59) 0.74% (197.47) 0.82% 1.07% (183.23) 0.78% (274.21) 0.56% 58.64 1.11% 388.84 0.66% (142.71) 0.89% (275.53) 3.43% (493.91) 0.74% 19.40 0.11% (113.15) 0.13% 4.29 0.39% |) 765135) 0.33% 92.84 0.43% 445.73 0.31% 413.51 0.31% 0.22% 0.33% 0.31% 0.32% 0.31% 0.32% 0.28% 0.36% 0.32% 0.36% 0.36% 0.39% 0.44% 0.79% 0.33% 0.34% 0.35% (229.05) EFTA00293265