Atorus, LLC 3/21/2014 Current Date: 3/21/2014 Change on Day: 0.46% Total Return since 1/1/12: 81.69%) MSCI World Change on 712M Return: 40.41% Day -0.06% T90 Day Return: 5.21% No of Positions 130 Day Return: (+MTM) on Day Current Long Exposure @ Cost: 4,647,601 No of Positions (-MTM) sed 1 , 107,406) 3,540, 1,816,948 Current Short Exposure @ Cost: n Day Starting Capital: Positions: Current NAV: | 1,816,948 | Current Leverage Fay (Gross Exposures): 3.17) Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days | S296) T24M Avg. Daily NAV (+) Change 124M 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. 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 oF oF ye re Sy” 3 SY OY SY Ad 0” Ao” oY OY 0” 0 ALAIN RETA CEA CMEC UENO CET CN ART wy Ww wo Pra GH AW NaN EFTA00293266

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Atorus, LLC 3/21/2014 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 | 26.24%] IBOV Index (22,524) 0.39% BMY US Equity 6,610 0.36% CO1 Comdty (24,622) 0.43% HEX Index 6,727 0.37% MEXBOL Index (26,146) 0.45% ROG VX Equity 6,881 0.38% INDEXCF Index (26,563) 0.46% PSI20 Index 6,886 0.38% ZA_TSY CREDIT (33,149) 0.58% ACA FP Equity 6,952 0.38% SHCOMP Index (33,700) 0.59% GS US Equity 7,112 0.39% US_TSY CREDIT (36,134) 0.63% V US Equity 7,140 0.39% AU_TSY CREDIT (37,984) 0.66% CA_TSY CREDIT 7,524 0.41% IT_TSY CREDIT $4,111 0.94% MDT US Equity 7,719 0.42% GB_TSY CREDIT 56,841 0.99% PRU LN Equity 7,777 0.43% JP_TSY CREDIT (59,678) 1.04% IT_TSY CREDIT 7,794 0.43% SXDP Index 61,075 1.06% BEL20 Index 7,853 0.43% SPX Index 62,272 1.08% DAX Index 7,876 0.43% CH_TSY CREDIT 65,265 1.13% IBEX Index 7,939 0.44% DK_TSY CREDIT 67,396 1.17% AMGN US Equity 7,965 0.44% AT_TSY CREDIT 72,913 1.27% ASE Index 7,997 0.44% STBCNZL Index 73,231 1.27% MMM US Equity 8,061 0.44% FR_TSY CREDIT 74,045 1.29% XLY US Equity 8,336 0.46% FI_TSY CREDIT 74,240 1.29% BAYN GR Equity 8,905 0.49% DE_TSY CREDIT 74,397 1.29% KFX Index 9,360 0.52% BE_TSY CREDIT 75,235 1.31% SXAP Index 9,462 0.52% NL_TSY CREDIT 76,341 1.33% SXOP Index 9,544 0.53% lE_TSY CREDIT 78,270 1.36% TMO US Equity 9,644 0.53% MyY_TSY CREDIT (92,252) 1.60% ES_TSY CREDIT 10,122 0.56% SG_TSY CREDIT (95,749) 1.66% LUXXX Index 10,300 0.57% CA_TSY CREDIT (97,153) 1.69% SXMP Index 10,831 0.60% BAC US Equity 10,995 0.61% SXIP Index 11,204 0.62% INAVImpact by Category & Exposure TYC US Equity 11,208 0.62% Listed Equitylong |S 16% MA US Equity 11,468 0.63% XLV US Equity 12,097 0.67% lEquityComtong | 0.102%| NOX Index 13,553 0.75% RTY Index 14,957 0.82% SPX Index 17,574 0.97% Jc2oRatesshort |= .042%) SXTP Index 21,822 1.20% SXDP Index 23,267 1.28% ISEQ Index 23,932 1.32% GILD US Equity 28,142 1.55% lE_TSY CREDIT 30,545 1.68% STBCNZL Index 32,687 1.80% EFTA00293267

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PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short | 26 | P71 | 18 | AMER Sheet a) a) PS | | 339 | otal Short [| 108 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 EFTA00293268

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Atorus, LLC 3/21/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 (1,000,000) 5,000,000 4,000,000 3,000,000 + 2,000,000 (1,000,000) (2,000,000) (3,000,000) APAC ——— EMEA 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 AN A Vv SY’ a cP” VP” VP veh EFTA00293269

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Atorus, LLC 3/21/2014 Current Gross Notional Risk by Category 241,048 577,326 m APAC m@ EMEA m= AMER = EquityCom = G20 Rates —. MSCIWorld ATORUS 0.75 + T T r T T T T T Vv vv Vv Oy >» ‘) ea a hh we Wh Wh T T r > > Y ogy wo y T T &® » Yo co” vf Ru x” Yh we” Pe” © er eh . ss xo oe av Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% 0.80% 0.60% vA RR DDD DDD SO OO OR ORY ORY OY OY OY ’”ey Se Sf we s & YX PF M&K 38 ® EFTA00293270

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Atorus, LLC 3/21/2014 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 O° 9" 9° 97 9° LO LO" LO 10.09 PS PE APE Ph oPh sO" oh PT Pe OT OT AP" AO" HP" H" HP" op" MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ (>7 Vol Days) 50.46%) EFTA00293271

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Atorus, LLC 3/21/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol (in USD) 000270 KS Equity (214) (5,144) 51.62 53.76 -4.08 1.02% (87.59) 005380 KS Equity (3) 1,799 217.04 216.66 0.14 1.28% 43.58 005490 KS Equity 56 (3,782) 273.49 269.43 1.45 1.02% (55.51) 005930 KS Equity 565 (6,558) 1,285.62 1,174.88 10.19 0.85% (19.40) 012330 KS Equity 774 5,282 244.69 280.54 15.23 0.96% 47.42 1 HK Equity 107 8,073 15.56 15.76 1.34 0.99% 106.09 1299 HK Equity (25) 409 4.80 4.52 “7.01 0.88% (2.38) 13 HK Equity 2,509 12,243 11.40 13.74 20.32 1.01% (30.64) 16 HK Equity 726 (9,935) 12.66 11.74 11.51 0.63% (30.25) 27 HK Equity (7) 123 9.64 9.09 -3.70 1.64% (0.84) 2914 JP Equity 410 (4,719) #N/AN/A 8.22 1.06% 3382 JP Equity (79) 2,183 HN/AN/A 3.11 1.17% 4063 JP Equity 372 (4,536) #N/AN/A 7.13 1.15% 4502 JP Equity 42 2,417 #N/AN/A 2.12 0.81% 4689 JP Equity (98) 1,224 #N/AN/A 5.92 1.35% 5 HK Equity - - 9.84 - 5108 JP Equity (143) 2,798 #N/AN/A -4.16 1.23% 5401 JP Equity 465 (5,436) #N/AN/A 6.56 1.30% 6301 JP Equity 156 (3,515) AN/AN/A 3.35 1.33% 6752 JP Equity 1,024 4,145 HN/AN/A 13.88 1.78% 6902 JP Equity 549 5,838 HN/AN/A 6.83 1.38% 6954 JP Equity 527 6,393 #N/AN/A 5.93 1.39% 7201 JP Equity 155 (3,743) HN/AN/A 4.19 0.99% 7203 JP Equity 215 (3,073) AN/AN/A 7.71 0.91% 7267 JP Equity 226 (4,885) #N/AN/A 4.48 1.03% 762 HK Equity 705 (5,162) 1.38 1.19 12.60 1.08% 9.33 7751 JP Equity 431 (6,865) AN/AN/A 6.02 1.04% 8031 JP Equity 37 (1,683) #N/AN/A 1.83 1.21% 8058 JP Equity (58) 1,081 #N/AN/A 5.10 1.04% 8306 JP Equity 253 (2,979) #N/AN/A 7.09 1.20% 8316 JP Equity 248 (2,856) #N/AN/A 7.31 1.19% 8411 JP Equity 45 (3,341) #N/AN/A 157 0.87% 8604 JP Equity 171 (2,467) #N/AN/A 5.81 1.20% 8801 JP Equity - 454 HN/AN/A 0.00 1.59% 8802 JP Equity 408 (5,009) AN/AN/A 5.61 1.45% 9020 JP Equity 383 (4,521) #N/AN/A 8.03 1.06% 941 HK Equity 2,182 (11,819) 10.19 8.31 22.09 0.84% NERIE2) 9432 JP Equity 212 6,077 AN/AN/A 2.50 1.39% 9433 JP Equity 3,171 9,476 HN/AN/A 22.83 1.47% 9437 JP Equity 205 (6,394) #N/AN/A 3.53 0.91% 9983 JP Equity (183) 3,177 #N/AN/A 4.26 1.35% EFTA00293272

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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 1,487 185 471 481 46 (9) (10) 33 38 6,952 268 701 (85) 1,509 (29) 137 2,892 1,457 1,105 7,965 693 3,769 102 156 (166) 3,025 3,854 3,373 3,627 21 10,995 15 794 36 (137) 8,905 (26) 443 571 21 1,128 61 19 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) 1,376 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.87 19.78 19.77 6.83 95.44 77.97 72.36 63.78 110.56 134.80 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 49.96 123.81 8.82 3.91 97.30 52.90 66.82 76.64 8.76 12.96 13.16 59.76 10.12 43.17 15.73 52.19 #N/AN/A 530.41 25.13 25.23 53.95 7.20 7.22 101.89 38.78 19.46 19.39 15.62 99.41 83.07 78.19 63.11 127.76 134.32 50.33 71.88 166.06 166.57 125.07 81.25 364.54 29.30 80.86 83.43 92.44 64.94 64.97 64.53 123.16 17.73 3.89 107.84 53.25 67.96 134.68 8.87 12.11 12.13 59.37 12.09 42.78 15.62 52.39 42.19 3.20 7.74 8.04 9.91 0.55 0.78 -0.16 0.34 1.11 1.29 98.11 7.49 10.19 14.76 -2.07 19.79 0.48 3.86 68.08 36.00 35.63 33.87 9.52 28.25 2.68 2.51 “3.44 37.98 32.26 30.59 30.70 0.57 112.66 0.39 10.73 0.71 -2.98 72.22 0.69 5.10 5.64 0.60 18.56 1.76 0.52 0.38 1.72% 0.73% 0.84% 0.84% 0.91% 1.17% 1.23% 0.85% 0.68% 1.43% 1.47% 1.31% 0.56% 0.64% 0.55% 0.51% 0.79% 0.74% 0.89% 1.02% 0.89% 0.90% 1.03% 0.68% 0.95% 0.85% 0.90% 0.76% 0.77% 0.94% 0.94% 0.95% 0.91% 0.90% 1.38% 1.01% 0.94% 0.57% 1.05% 1.89% 1.29% 1.40% 1.10% 1.05% 0.52% 1.37% 1.02% 16.14 50.33 84.96 62.18 (57.95) (21.86) 141.88 (26.68) (2.14) 2.32 (185.73) 89.18 46.83 (1.44) (20.42) (222.17) 154.39 3.97 29.95 (10.97) 14.34 (347.55) 59.74 (205.87) 10.64 (90.72) (14.56) 143.60 (8.73) (12.72) (88.41) (7.88) (59.55) 28.21 115.97 34.36 (61.83) (6.43) (64.93) (42.75) (33.84) 26.60 (10.79) 37.02 15.48 EFTA00293273

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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 (9) (389) (296) 354 76 670 118 13 (38) 1,183 6,610 115 1,512 21 (51) 613 1,442 (22) 357 65 467 1,208 90 437 846 5,126 (56) 1,470 335 4,217 6,567 1,096 316 1,074 737 (136) (88) 183 710 24 1,892 2 1,366 576 1,983 (302) 2,103 (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 2,835 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) 11,457 (8,207) 12,240 17.51 34.21 67.65 245.93 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 49.23 32.90 88.47 67.92 49.35 36.20 85.54 99.11 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.70 64.09 56.89 19.39 21.79 25.07 28.70 63.69 112.39 60.05 17.55 32.33 64.84 327.59 HN/AN/A 35.47 301.85 29.81 65.15 121.62 52.98 68.34 78.77 57.85 7.72 125.26 5.09 101.73 33.95 50.36 38.05 97.25 68.64 66.38 40.12 145.98 93.64 63.63 85.85 50.49 48.86 55.75 37.22 55.73 75.90 67.78 114.12 AN/AN/A 70.52 57.54 26.20 21.78 28.92 27.11 74.71 116.52 70.37 0.31 4.91 431 22.48 2.42 11.89 12.66 0.35 0.80 18.66 41.12 4.35 22.64 0.71 0.86 8.17 12.68 0.36 11.51 2.24 15.11 15.44 1.40 41.09 12.19 54.92 6.49 14.89 6.92 27.92 38.76 14.27 4.59 13.90 13.11 3.36 2.43 22.97 16.54 0.89 32.15 0.07 23.01 7.09 28.68 6.47 23.44 0.70% 1.19% 1.00% 1.48% 1.19% 0.87% 0.80% 1.14% 0.56% 1.25% 1.18% 0.72% 1.21% 0.60% 0.60% 0.68% 1.39% 0.86% 1.04% 1.03% 1.04% 0.64% 0.76% 0.84% 0.89% 1.29% 0.90% 0.53% 0.58% 0.87% 0.90% 0.60% 0.89% 0.62% 0.93% 0.51% 0.57% 0.33% 0.61% 1.30% 1.09% 0.71% 0.67% 0.78% 0.60% 0.57% 0.73% (21.50) 54.97 78.16 (81.04) 88.50 4.85 (50.78) 43.21 76.02 (308.69) (17.39) 91.48 23.95 (25.43) 116.95 (101.31) 111.50 30.46 24.01 31.42 195.64 72.36 7.88 70.43 (355.15) 14.14 64.35 31.06 1.67 (103.04) (44.88) 89.06 (62.74) 194.45 0.13 70.06 22.28 (47.01) 60.93 15.61 90.56 (242.86) 159.49 (69.94) 156.75 EFTA00293274

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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 6,462 (0) 2,877 3,687 321 (3) 4,263 (13) 4,039 1,809 116 1,164 2,629 141 4,102 2,162 22 226 352 487 6,260 1,118 (37) 20 2,264 251 39 1,825 1,088 388 1,581 48 (180) 1,382 (29) 701 (32) (24) 818 156 1,891 28,142 591 813 197 2,366 (1) 13,908 (1,635) 12,527 8,377 8,122 8,073 9,889 505 14,097 9,908 6,387 9,735 7,028 547 13,640 10,622 (8,822) 8,965 6,678 9,210 9,189 10,647 (1,571) 6,351 7,620 7,309 2,996 5,665 12,049 6,004 9,815 5,260 (3,621) 2,630 (959) 5,338 5,624 5,673 11,013 4,486 13,140 13,861 13,333 3,248 (4,255) 11,376 (1,038) 62.20 44.77 54.64 63.20 85.65 51.34 30.49 58.57 68.36 83.32 15.77 36.68 28.24 12.22 61.97 69.60 62.42 54.29 105.22 23.45 25.28 63.86 44.29 4.33 23.75 18.77 144.55 63.14 12.27 66.69 72.48 14.82 44.06 31.11 120.94 32.30 33.15 60.83 21.32 22.32 24.02 49.12 49.51 5.26 16.17 35.03 91.11 44.78 67.19 91.02 89.04 #N/AN/A 73.46 29.72 75.35 80.85 84.83 17.66 50.39 35.52 15.89 74.59 69.43 64.00 57.15 110.78 39.42 27.94 65.39 44.43 5.62 24.57 19.01 191.11 68.85 13.06 77.43 73.14 15.55 67.20 32.04 136.82 32.11 33.01 65.34 22.06 25.53 72.80 51.29 61.90 5.02 19.54 35.05 36.82 0.02 36.84 33.82 6.27 0.57 47.11 1.18 49.04 21.86 2.12 16.48 54.84 20.59 26.13 27.82 0.51 4.00 6.64 8.43 69.66 15.37 3.41 0.50 27.12 453 1.42 41.94 16.54 7.11 22.24 0.99 6.93 40.90 2.42 20.49 0.75 0.53 9.65 4.03 17.21 170.93 7.64 18.88 3.06 25.91 0.05 1.26% 204.22 1.21% (6.42) 0.62% 186.67 1.30% 116.78 0.63% 138.47 0.07% 0.91% (11.13) 2.20% 5.42 0.58% 182.98 0.84% 21.87 0.86% 86.66 0.73% 41.08 0.68% 73.21 1.25% 9.77 1.15% 213.54 0.73% (205.85) 0.49% (75.66) 0.63% 98.18 0.79% 14.99 0.63% 85.42 0.98% 87.90 0.68% 57.68 0.70% (45.67) 0.64% 32.75 1.10% (32.07) 0.76% 119.92 0.92% 36.95 0.77% 66.71 0.55% 42.31 0.91% 38.11 0.72% (64.87) 0.92% 45.84 0.72% (14.17) 1.28% (12.55) 1.24% (36.23) 0.64% 17.81 0.77% 48.09 0.79% 38.65 0.77% 117.93 0.86% (23.86) 0.84% 184.83 0.58% 87.36 1.33% 0.63 1.51% (49.54) 0.80% 94.55 1.14% (3.25) EFTA00293275

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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 4,863 7,112 120 789 1,146 2,833 574 6,308 1,902 (26) 1,667 (68) 1,309 631 3,711 136 2,691 (38) 2,263 4,707 1,343 311 762 47 (25) 98 (83) 3,127 (23) 601 7 184 2,247 1,201 11,468 5,556 (103) (84) 244 2,663 7,719 1,609 4,455 1,862 8,061 95 12,660 13,671 5,707 8,189 5,408 13,333 6,110 11,930 7,393 (4,180) 7,382 (5,036) 10,924 10,452 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) 2,181 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 25.45 9.90 5.54 184.74 35.95 23.90 1.93 13.81 13.74 67.84 147.96 34.13 69.83 52.29 106.69 34.31 38.83 84.92 78.04 198.01 0.89 58.84 122.48 203.55 48.41 61.33 59.29 46.99 8,212.58 183.27 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.13 1,193.54 168.71 26.77 26.97 58.26 80.83 44.62 93.41 32.00 9.96 6.79 187.23 40.25 25.34 3.19 13.49 13.54 80.86 149.18 47.15 95.12 60.53 110.87 31.27 38.57 84.01 81.89 196.00 1.29 58.38 159.00 199.10 49.54 81.57 90.28 77.42 11,437.54 177.97 96.30 183.41 34.28 59.25 53.81 19.26 HN/AN/A 133.51 36.62 68.49 63.13 3.00 8.22 21.91 31.53 10.03 93.00 24.53 0.67 39.39 2.31 12.88 10.77 54.01 1.63 1.08 30.46 0.78 42.51 69.02 17.61 6.07 11.92 1.36 1.12 5.88 1.25 46.92 0.94 36.11 1.15 2.95 34.12 69.10 82.66 32.21 4.12 3.03 16.16 35.23 56.73 22.48 65.46 12.27 65.89 2.27 0.56% (112.12) 0.82% (55.14) 0.70% (15.52) 1.17% 25.27 0.97% 125.11 0.67% 170.49 0.94% 35.19 0.57% 113.86 1.05% 8.52 0.94% (75.88) 0.57% 22.45 0.58% (5.49) 0.93% 115.28 0.56% (14.06) 1.21% 178.46 1.42% (94.28) 1.38% (96.04) 0.63% 71.25 1.07% (57.10) 0.90% 40.67 052% 252.06 0.90% 111.69 0.65% 71.35 0.74% (9.11) 0.49% (53.06) 0.96% 13.53 0.84% 13.58 0.82% 93.66 0.94% (44.10) 0.84% (5.65) 0.83% (19.05) 1.89% 20.93 0.80% 9.25 0.97% 5.70 0.76% 6.64 0.78% (343.41) 0.72% 34.86 0.50% 19.10 0.69% (13.36) 0.55% 51.91 0.65% (145.19) 0.95% 42.45 0.85% 103.08 1.13% 057% 308.29" 0.60% 83.67 EFTA00293276

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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 872 1,186 305 1,165 462 70 4,454 2,197 521 1,768 785 3,771 (41) 5,234 960 1,966 4,031 5,052 25 543 1,032 (77) 377 398 1,039 2,781 22 418 474 4,937 92 527 1,250 7,777 630 1,282 2,801 2,144 6,154 213 (108) (5) 11,917 11,769 1,649 7,675 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 3,177 18,291 9,444 9,694 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) 8,425 962 962 10,521 9,413 6,030 16,340 12,547 19,920 6,737 4,217 5,192 106.02 50.18 27.57 35.11 197.70 31.14 72.62 34.95 69.64 11.82 66.10 3.96 75.54 63.81 40.35 80.64 65.07 4.20 161.41 12.87 33.38 95.03 13.30 13.87 956.05 212.47 81.78 6.70 7.02 26.10 77.33 85.47 75.96 34.52 34.57 12.76 158.54 64.65 113.54 66.83 68.46 52.22 73.23 75.80 113.77 48.83 55.24 32.67 40.45 212.64 31.43 9.71 94.70 24.56 73.33 13.55 76.19 7.29 74.57 82.06 44.45 97.00 81.98 0.10 159.62 14.15 37.96 94.04 11.52 11.90 1,282.54 255.56 82.16 5.74 5.96 32.01 78.83 33.46 81.04 87.23 34.52 34.57 22.20 169.14 78.39 133.01 78.25 89.61 53.88 71.40 75.73 11.11 14.65 17.23 19.67 10.89 1.10 43.39 18.35 8.97 22.88 16.76 65.81 “1.47 35.98 9.91 28.65 34.58 31.30 1.20 6.76 20.23 1.22 8.45 8.98 28.09 26.12 0.73 8.63 9.31 34.50 3.12 7.61 19.42 0.00 0.00 76.17 10.69 23.18 33.74 22.70 62.94 2.65 -3.96 0.14 0.66% 24.47 0.82% : 0.69% (64.82) 1.07% 3.31 0.77% 60.59 0.69% 79.90 0.84% 50.17 1.98% : 1.62% 68.98 0.59% 62.50 0.64% 49.04 0.91% (204.38) 1.27% (195.67) 0.88% 30.86 0.80% 316.24 1.03% (236.64) 0.71% 28.56 0.75% 198.03 3.12% 2 0.92% 0.56 1.48% 110.98 0.68% (77.73) 0.86% 125.79 1.59% (31.79) 1.58% (26.60) 1.22% (26.34) 0.78% 91.71 0.64% 29.81 1.66% (9.27) 1.63% (7.08) 0.66% 108.65 0.62% 19.80 1.05% - 0.68% (133.85) 0.76% 111.40 0.67% 0.38 0.68% 2.37 0.97% 15.84 0.63% 157.46 0.92% 4.82 0.51% 92.23 0.75% 58.27 0.49% (166.07) 1.19% 75.94 0.65% 20.81 0.64% 23.08 EFTA00293277

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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 131 (99) 63 312 (155) (119) 6,881 (54) (111) 61 568 464 (94) (102) 130 2,479 763 917 1,044 635 12 1,469 587 548 (55) (3) 343 (15) 462 (144) (50) 139 (42) (45) 660 3,142 (47) (5) 468 9,644 510 (164) 1,114 762 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 4,053 7,836 4,504 5,345 6,528 (7,260) 3,589 1,795 10,006 (5,786) 8,306 (1,131) (767) 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 36.61 37.36 302.78 55.84 54.66 54.01 212.78 65.12 47.46 103.67 8.35 8.28 80.18 80.22 75.03 44.08 114.69 114.81 79.94 644.51 43.00 160.18 80.46 22.05 25.81 65.84 32.45 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 35.62 35.74 37.87 317.92 55.76 52.88 52.74 298.74 64.38 46.67 102.64 9.00 9.00 77.75 77.77 77.45 58.03 134.11 134.51 92.73 588.14 43.02 161.29 92.27 19.81 27.52 69.05 32.58 88.75 32.62 26.66 365.95 34.39 46.14 15.45 15.35 59.66 61.64 4.55 7.58 107.88 123.60 64.23 44.78 83.72 4.80 137.73 5.29 4.07 2.06 3.09 0.12 2.54 -1.70 54.17 2.27 2.13 1.07 9.11 9.32 3.49 “3.51 3.64 25.86 16.55 17.58 21.42 9.79 0.08 1.09 18.04 10.18 7.62 4.55 0.79 4.87 4.04 6.63 2.43 ~0.86 3.09 “1.45 1.53 7.07 55.64 “1.14 0.13 8.42 134.41 10.78 3.87 0.28 13.92 15.92 0.61% 21.81 0.60% 30.12 0.66% 33.75 1.62% (219.02) 1.27% (41.84) 1.32% 95.94 1.42% 82.92 0.75% 290.01 0.50% 20.90 0.79% 77.65 0.92% (146.47) 0.86% 60.26 0.94% 19.13 0.90% 46.35 0.90% 46.91 0.88% 47.92 1.22% 68.91 1.02% 91.60 0.98% 133.30 0.75% 148.77 0.89% (28.64) 0.55% 41.59 0.64% 22.61 0.81% 68.83 1.00% (95.35) 0.87% 140.22 1.07% (20.52) 0.50% (3.02) 1.08% 174.19 0.50% 4.44 1.15% (42.13) 0.74% (52.40) 0.66% (152.68) 0.54% 20.87 0.79% 18.57 0.85% 6.74 0.87% (12.62) 0.59% 198.82 0.63% 27.30 0.85% 35.39 0.81% (46.21) 0.70% 14.26 0.81% 30.65 0.61% (36.70) 0.60% 33.07 1.08% 53.37 0.91% (19.29) EFTA00293278

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TWX US Equity 30 7,395 66.41 66.67 0.58 0.70% 1.33 TXN US Equity 4,263 12,205 34.93 47.13 44.39 0.79% 219.36 TYC US Equity 11,208 24,080 29.17 42.74 71.05 0.66% 326.21 UBS US Equity 283 5,489 19.43 20.44 557 0.92% (82.10) UBSN VX Equity 338 5,158 19.51 20.79 713 0.92% 28.38 UCG IM Equity 3,336 5,391 5.58 9.04 36.70 1.69% 46.60 ULVR LN Equity 27) (3,892) 39.50 39.78 094 0.75% (68.12) UNA NA Equity (103) (6,295) 38.14 38.76 238 0.69% (101.46) UNH US Equity 2812 10,037 64.08 82.03 2991 0.94% 142.76 UNP US Equity 1,663 11,765 164.96 188.28 1955 0.72% 16.74 UPS US Equity 3,213 «14,806 79.87 97.21 41.06 0.53% 106.25 USB US Equity 3,456 14,238 34.71 43.14 39.90 0.61% 134.19 UTX US Equity 6198 15,190 82.05 115.53 65.30 0.62% 344.13 VUS Equity 7,140 7,870 118.43 225.88 12750 0.71% 248.30 VALE US Equity 513 (3,908) 15.08 13.10 10.33 1.27% (112.64) VALE3 BZ Equity 276 (4,586) 13.94 13.10 427 1.41% (104.01) VIAB US Equity 4,203 9,272 60.42 87.80 64.93 0.70% 38.91 VIV FP Equity 115 2,668 26.19 27.32 5.02 0.86% 12.08 VMW US Equity 1,081 4,582 88.45 109.33 19.12 1.23% (51.72) VOD LN Equity 167 (2,998) 3.98 3.75 3.51 1.59% (13.55) VOD US Equity 169 (2,668) 39.90 37.37 3.95 1.60% 0.06 VOWS GR Equity s7 655 228.75 248.49 6.01 1.44% 1.40 VRX CN Equity 782 1,611 92.95 138.09 38.99 1.25% (44.40) VRX US Equity 883 1,880 93.20 137.00 39.47 1.19% (72.86) VTIUS Equity 669 5,134 86.91 98.23 28.96 0.45% 21.29 VWO US Equity 261 (7,247) 40.33 38.88 398 0.91% (119.88) VZUS Equity 138 (6,121) 48.12 47.03 297 0.76% (16.73) WAC AU Equity 95 5,265 29.97 30.51 207 0.87% 34.14 WES AU Equity (193) 8,616 38.63 37.78 326 0.69% 10.36 WEC US Equity 3,239 11,232 38.43 49.51 43.23 0.67% 206.87 WLP US Equity 3,634 10,369 74.31 100.36 3750 0.93% 89.69 WMT US Equity 98 4,005 74.59 76.42 3.68 0.67% 76.20 WOW AU Equity (259) (6,932) 31.30 32.47 464 0.80% (52.02) XOM US Equity 439 10,902 91.29 94.96 78.02 XTA LN Equity (36) (2,238) HN/AN/A 0.72 2.21% YHOO US Equity 309 1,282 30.64 38.03 20.18 1.20% (1.18) YUM US Equity 174 7,151 73.86 75.65 415 059% 51.98 ZURN VX Equity 12 6,394 291.95 299.81 3.98 0.68% 56.26 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days {in USD) SPX Index 17,574 62,272 1,455.70 1,866.52 58.39 0.48% (234.16) NDX Index 13,553 46,686 2,831.19 3,653.07 47.17 0.62% (666.96) RTY Index 14,957 39,938 868.48 1,193.73 54.50 0.69% (239.75) EFTA00293279

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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 56 964 1,938 (228) 2,053 7,876 1,267 7,939 6,289 6,354 6,886 23,932 3,952 4,854 7,853 10,300 9,360 6,727 2,276 266 7,997 1,907 2,369 (471) 15 (89) (4) 1,537 (184) 43 32,687 267 5,170 (18) 5,966 2,301 5,685 191 8,336 143 3,893 12,097 5,622 9,462 4,710 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 37,337 42,240 44,003 39,715 38,048 40,933 23,118 7,818 17,693 22,138 (26,563) 25,595 15,120 9,097 (10,516) (33,700) 16,618 14,469 73,231 (6,119) 1,686 14,269 5,353 13,610 8,406 12,860 16,147 9,113 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,321.92 794.98 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.63 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,301.54 1,264.38 84.29 39.61 356.76 2,762.19 344.53 1.81 4,842.07 458.95 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.63 46.72 85.40 37.57 38.87 400.51 520.28 366.14 12,800.93 3,026.79 20,401.71 763.34 10,816.71 12,889.52 5,980.95 13,869.26 9,392.43 28,933.30 10,302.37 6,780.56 7.33 539.92 4,255.18 2,084.84 125.62 9,913.16 210.26 3,413.82 1,835.82 91.55 36.07 #N/AN/A 357.11 #N/AN/A 2,763.21 328.82 1.79 4,856.59 663.81 38.98 67.95 250.70 41.12 22.40 40.51 36.31 51.65 42.50 65.68 87.06 47.37 58.18 452.38 692.86 402.80 0.66 3.72 6.40 2.59 7.77 22.22 8.26 23.63 23.57 27.80 24.37 60.61 21.86 15.16 22.37 36.28 24.69 18.75 10.09 3.04 38.04 12.01 4.83 -2.04 0.13 0.87 ~0.05 4.88 “1.51 0.41 97.40 4.66 0.96 69.61 “1.77 72.06 8.63 31.70 56.72 4.72 78.61 3.17 41.84 74.58 18.51 28.31 12.21 0.44% 0.99% 1.34% 1.60% 0.66% 0.97% 0.77% 0.85% 0.61% 0.90% 1.16% 0.98% 0.48% 0.76% 0.80% 0.71% 1.00% 0.88% 0.98% 1.12% 1.19% 0.72% 1.85% 0.90% 0.76% 1.13% 0.81% 37.61 (365.97) (84.68) 101.58 ' 65.72 (61.06) (139.89) (10.96) (115.10) 130.11 (135.37) EFTA00293280

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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 6,276 798 11,204 4,719 (72) 23,267 2,762 2,604 9,544 (551) (85) 10,831 21,822 5,838 6,090 (3) 2,165 448 81 2,403 (93) 2,808 (21) 7,524 23 117 756 1,624 1,360 2,968 4,091 2,803 3,363 2,325 30,545 7,794 2,779 10,122 2,460 (213) 902 1,558 (465) 3,289 190 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) (6,764) (37,984) (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 56,841 353.52 441.65 222.31 482.69 662.19 609.16 917.36 343.07 380.28 793.36 434.80 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 99.78 220.12 757.58 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 1,325.77 392.28 729.23 341.41 420.32 83.13 471.11 1,004.77 1,489.15 417.38 453.67 308.42 562.95 659.57 841.22 1,015.43 393.32 469.85 777.09 432.70 340.20 267.71 209.26 4,271.92 4,911.93 20.33 106.92 99.46 431 98.51 231.69 758.03 1,171.04 211.03 1,453.14 811.68 164.48 216.00 370.95 501.96 360.58 1,750.78 1,279.74 468.41 1,845.02 1,374.03 471.40 755.85 337.01 437.44 79.22 466.44 1,055.41 1,494.14 25.45 4.34 49.08 20.36 -0.70 54.67 11.30 18.25 26.11 2.92 ~0.68 42.96 68.38 29.61 19.91 -0.03 9.66 2.82 0.34 4.30 “1.75 49.41 0.45 19.31 0.98 0.75 4.21 5.46 6.55 12.54 17.47 12.00 14.62 9.89 141.40 40.47 11.54 56.62 10.28 “3.41 9.29 6.17 3.14 14.82 0.97 0.71% 76.94 0.63% 226.23 0.79% (256.76) 0.82% 70.86 0.56% 147.08 0.70% 180.09 0.80% 50.33 0.90% (152.25) 0.72% (27.99) 0.72% 11.31 0.70% (3.76) 0.81% 128.38 1.04% (89.34) 0.76% 177.54 0.52% (41.88) 1.11% (79.75) 0.64% (110.69) 0.83% 8.88 3.36% (243.68) 0.74% (2.88) 0.11% 55.73 0.13% (32.90) 0.40% (626.77) 0.35% (51.20) 0.41% (151.62) 0.30% (11.17) 0.32% 0.22% (162.12) 0.32% 104.47 0.31% 172.63 0.31% 79.14 0.31% 149.29 0.32% 43.79 0.28% 76.72 0.36% 93.08 0.32% 94.55 0.36% 80.71 0.36% 32.36 0.38% 14.80 0.44% 39.58 0.76% (193.85) 0.32% (158.21) 0.34% (9.09) 0.34% 68.41 EFTA00293281