Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Win Profit Factor: Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV {(-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Historical Sharpe & Notes: NAV 3/24/2014 hange on Day: |___-1.66%6| MSCI World Change on Sl ay No of Positions (+MTM) on Day Pay No of Positions (-MTM) Current No. of as 78.72% 39.85% 1.45%) -1.97%) (1,129,428 3,445,798 Fy g [=4 3 i w g S E 8 i— > 1,787,168 Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT 3/313|218 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. 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 1,000,000.00 —— NAV 800,000.00 600,000.00 + YS Sh gh Pe” Ff ye T T T T T T T T T T T T T aa rc a n,n, oy SY SY 0” SY OY Ad” 0” AO” 0” OY oY PPP BPP PP oP oP ®ve” vf AP HP PHP HH hr Py EFTA00293282

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Atorus, LLC 3/24/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | Security | __ Notional _|%of Total Notional | _‘Security _—_'| MTMGain | % Total NAV | 24 Positions 46 Positions | 28.24%] IBOV Index (22,524) 0.39% XLF US Equity 5,958 0.33% CO1 Comdty (24,622) 0.43% FTSEMIB Index 6,013 0.34% MEXBOL Index (26,146) 0.46% HON US Equity 6,072 0.34% INDEXCF Index (26,563) 0.47% SX6P Index 6,085 0.34% AU_TSY CREDIT (28,488) 0.50% EDF FP Equity 6,179 0.35% ZA_TSY CREDIT (33,149) 0.58% DAI GR Equity 6,307 0.35% SHCOMP Index (33,700) 0.59% CMCSK US Equity 6,424 0.36% US_TSY CREDIT (50,168) 0.88% HEX Index 6,492 0.36% JP_TSY CREDIT (59,678) 1.05% PSI20 Index 6,689 0.37% SXDP Index 61,075 1.07% ROG VX Equity 6,723 0.38% SPX Index 62,272 1.09% GS US Equity 6,788 0.38% CH_TSY CREDIT 65,265 1.14% V US Equity 6,821 0.38% DK_TSY CREDIT 67,396 1.18% AMGN US Equity 6,850 0.38% AT_TSY CREDIT 72,913 1.28% ACA FP Equity 7,061 0.40% STBCNZL Index 73,231 1.28% MDT US Equity 7,237 0.40% FR_TSY CREDIT 74,045 1.30% DAX Index 7,395 0.41% FI_TSY CREDIT 74,240 1.30% PRU LN Equity 7,523 0.42% DE_TSY CREDIT 74,397 1.30% IBEX Index 7,548 0.42% BE_TSY CREDIT 75,235 1.32% CA_TSY CREDIT 7,552 0.42% NL_TSY CREDIT 76,341 1.34% BEL20 Index 7,612 0.43% lE_TSY CREDIT 78,270 1.37% IT_TSY CREDIT 7,796 0.44% MyY_TSY CREDIT (92,252) 1.62% MMM US Equity 7,838 0.44% SG_TSY CREDIT (95,749) 1.68% XLY US Equity 8,046 0.45% CA_TSY CREDIT (97,153) 1.70% ASE Index 8,478 0.47% BAYN GR Equity 8,605 0.48% SXAP Index 9,035 0.51% SXOP Index 9,138 0.51% TMO US Equity 9,165 0.51% INAV Impact by Category & Exposure KPX index 9,328 0.52% Listed Equitytong | 8.7% ES_TSY CREDIT 10,149 0.57% Listed Equity Short | _—-0.092% LUXXX Index 10,154 0.57% lEquityComtong |S 0.8 8 BAC US Equity 10,597 0.59% SXMP Index 10,680 0.60% c2oRatestong | (00% TYC US Equity 10,684 0.60% SXIP Index 11,038 0.62% MAUS Equity 11,201 0.63% XLV US Equity 11,690 0.65% NDX Index 12,964 0.73% RTY Index 14,244 0.80% SPX Index 17,186 0.96% EFTA00293283

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SXTP Index 21,565 1.21% SXDP Index 22,538 1.26% ISEQ Index 23,460 1.31% GILD US Equity 27,188 1.52% 1E_TSY CREDIT 30,536 1.71% STBCNZL Index 36,017 2.02% : [26 | APAC Short | 25 | EMEA Long P70 | EMEA Short 8 AMER Long i $2,000,000 ™ APAC Long 94,500,000 m APAC Short | EMEA Long 2,000,000 m= EMEA Short $500,000 m AMER Long m AMER Short $- ® EquityCom Long ® EquityCom Short $(500,000) © G20 Rates Long ™@ G20 Rates Short $(1,000,000) EFTA00293284

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Atorus, LLC 3/24/2014 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 N\e A Sy 9 8 a EFTA00293285

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Atorus, LLC 3/24/2014 Current Gross Notional Risk by Category 241,708 573,472 m APAC m EMEA m= AMER = EquityCom = G20 Rates — MSCIWorld ATORUS Db yy Pe x wo TT SK MP PP Pg? Or Wh NN %, ") o s) oo” vy ow ww Pe” VP or A x Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe alizedVol 1.00% 0.80% 0.60% \ rc) ” » EFTA00293286

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 3/24/2014 0.00 + 1 T T T T T ’ AS wos op” O° 9 9° 9° 97 9 O° 9" 9" 97 9 LO LO" LO 10.09 PS PE PE aD oPT sO" oh PT Pe OT OT AP AO" HP" YH" 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"™ 49.33%) EFTA00293287

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Atorus, LLC 3/24/2014 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 (248) (5,144) 51.62 54.10 4.68 1.03% (31.05) 005380 KS Equity 4 1,799 217.04 217.57 0.20 1.25% 7.58 005490 KS Equity (24) (3,782) 273.49 275.24 0.59 1.09% (80.99) (005930 KS Equity 565 (6,558) 1,285.62, «1,174.85 1027 0.84% 0.17 012330 KS Equity 794 5,282 244.69 281.46 16.06 0.94% 19.94 1 HK Equity 180 8,073 15.56 15.90 221 1.01% 73.99 1299 HK Equity (13) 273 481 4.60 516 0.90% 4.29 13 HK Equity 1907 12,243 11.40 13.18 14.05 1.11% (577.06) 16 HK Equity 666 (9,935) 12.66 11.81 10.43 0.64% (68.47) 27 HK Equity (8) 123 9.64 9.09 3.98 1.54% (0.10) 2914 JP Equity 323 (4,719) 32.47 30.25 6.23 1.10% 3382 JP Equity (41) 1,746 37.68 36.82 1.99 1.18% 4063 JP Equity 199 (4,536) 56.40 53.93 3.46 1.27% 4502 JP Equity 7 2,417 46.86 48.29 3.84 0.79% 4689 JP Equity (73) 1,224 6.05 5.71 4.22 1.41% 5 HK Equity (84) 1,112 10.75 9.99 798 0.95% 16.48 5108 JP Equity (91) 1,399 36.20 34.00 5.15 1.26% 5401 JP Equity 504 (5,511) 2.89 2.63 7.02 1.30% 6301 JP Equity 130 (3,515) 20.64 19.87 2.92 1.27% 6752 JP Equity 1,179 4,145 9.01 11.58 15.64 1.82% 6902 JP Equity 235 1,946 41.48 46.48 8.53 1.41% 6954 JP Equity 742 6,393 157.65 175.95 7.96 1.46% 7201 JP Equity 98 (3,743) 8.85 8.62 267 0.97% 7203 JP Equity 184 (3,937) 56.57 53.92 5.07 0.92% 7267 JP Equity an (4,885) 36.43 34.36 5.50 1.03% 762 HK Equity 511 (5,162) 1.38 1.24 8.33 1.19% (246.42) 7751 JP Equity 300 (6,865) 31.44 30.06 4.08 1.07% 8031 JP Equity 50 (2,620) 14.15 13.88 1.74 1.10% 8058 JP Equity (16) 360 19.24 18.44 461 0.94% 8306 JP Equity 295 (2,979) 5.88 5.30 8.17 1.21% 8316 JP Equity 269 (3,537) 44.63 41.23 6.42 1.19% 8411 JP Equity 37 (4,072) 1.99 197 1.04 0.87% 8604 JP Equity 154 (2,467) 6.76 6.34 5.21 1.20% 8801 JP Equity 0 (941) 29.08 29.07 0.02 1.58% 8802 JP Equity 443 (5,009) 24.84 22.64 6.30 1.40% 9020 JP Equity 334 (5,604) 75.60 71.10 5.48 1.09% 941 HK Equity 1,930 (11,819) 10.19 8.53 1796 0.91% (359.44) 9432 JP Equity 125 6,077 53.19 54.28 1.43 1.44% 9433 JP Equity 3,265 9,476 42.13 56.65 23.81 1.45% 9437 JP Equity 111 (7,669) 15.62 15.39 154 0.94% 9983 JP Equity (144) 3,177 368.32 352.39 3.25 1.39% EFTA00293288

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9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AL FP Equity AIG US Equity AIR EP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity AZN SS Equity AZN US Equity BA US Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 1,517 306 357 418 241 78 (53) 141 129 7,061 254 591 70 (112) 1,194 (30) 93 2,846 487 366 6,850 634 3,172 143 153 (133) 2,807 3,669 3,303 3,492 26 10,597 21 706 22 (13) 8,605 (26) 271 571 12 1,052 100 26 (1) 2,048 7,877 6,661 6,962 5,335 (7,232) (6,923) 6,721 4,097 (2,500) (2,404) 5,408 6,435 10,703 1,193 7,973 9,698 8,248 4,012 4,177 1,510 1,148 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) (4,057) 5,790 (6,644) (2,758) 1,865 46.70 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.86 19.72 19.70 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 8.85 12.96 13.53 59.69 10.12 43.17 15.73 52.18 81.30 538.37 24.85 25.05 51.73 7.17 7.22 102.06 38.36 18.60 18.65 15.76 99.20 82.27 76.58 62.90 124.17 134.30 49.79 71.41 166.13 166.35 120.56 80.83 352.36 29.56 80.90 83.01 90.93 64.22 64.66 63.99 123.02 17.41 3.88 106.67 53.12 66.93 132.72 8.96 12.44 12.47 59.52 11.96 42.53 15.58 $2.14 43.06 5.34 6.31 6.97 4.53 0.95 0.90 0.04 1.87 3.71 3.47 97.93 7.28 9.28 9.99 -2.82 14.20 0.54 2.64 67.31 36.77 36.06 27.15 9.01 22.20 3.74 2.64 2.73 35.20 31.11 30.89 30.40 0.78 105.16 0.59 9.30 0.45 ~0.26 67.46 0.73 2.98 5.59 0.27 17.23 3.02 0.70 0.07 1.72% 0.73% 0.85% 0.86% 1.00% 1.14% 1.07% 0.82% 0.70% 1.52% 1.54% 1.33% 0.54% 0.59% 0.58% 0.50% 0.87% 0.68% 0.88% 1.01% 0.88% 0.88% 1.10% 0.66% 1.01% 0.86% 0.84% 0.76% 0.77% 0.93% 0.92% 0.92% 0.81% 0.93% 1.34% 1.04% 0.92% 0.60% 1.08% 1.80% 1.35% 141% 1.06% 1.05% 0.50% 1.34% 0.98% (77.74) (53.27) (229.46) 32.68 (5.91) 11.10 (43.22) 116.40 97.60 110.65 (13.97) (109.10) (25.94) (26.72) (305.99) (1.20) (44.01) (45.64) 0.84 (2.05) (57.87) 41.50 (3.11) 31.47 (215.40) (182.15) (69.46) (133.56) 4.74 (391.21) 6.93 (86.91) (13.45) 122.11 (296.08) (19.43) (192.00) (219.21) (10.25) (75.44) 39.68 6.36 (9.00) EFTA00293289

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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 (68) (329) (273) 281 692 117 1,273 5,820 1,449 37 541 1,365 (42) 277 51 443 1,158 165 390 823 1,588 (56) 1,441 322 3,980 6,424 962 354 983 680 (111) (133) 183 562 (21) 1,794 54 1,276 533 1,891 (269) 1,978 (4,379) 6,689 6,839 1,066 (2,643) 6,934 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 3,565 2,976 12,179 8,462 1,267 7,821 2,418 954 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) 11,600 (8,207) 12,240 17.51 34.25 67.66 245.93 30.29 32.35 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.60 7.76 118.69 6.18 102.04 30.31 49.41 32.90 88.47 67.92 49.35 36.20 85.54 98.36 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.67 64.09 56.88 19.39 21.79 25.07 28.70 63.80 112.39 60.05 17.78 32.64 65.06 310.70 29.90 35.58 301.64 29.86 65.51 123.35 50.91 69.00 78.06 58.03 7.77 124.49 5.15 101.42 33.13 50.11 37.79 96.88 69.24 64.52 40.01 141.73 92.94 63.54 85.72 49.94 48.59 55.22 37.39 55.35 75.25 67.57 113.28 AN/AN/A 69.17 56.30 25.85 21.56 28.66 27.23 74.20 116.07 69.75 2.12 4.13 4.09 16.80 1.05 11.92 13.27 0.20 0.19 19.63 34.37 3.01 21.24 1.24 0.14 7.75 12.37 0.74 8.34 1.47 14.33 15.44 2.57 33.43 11.79 51.00 6.49 14.87 6.78 26.45 38.76 12.69 5.10 13.06 12.66 2.86 “3.57 22.97 12.65 0.76 30.29 151 21.74 6.54 27.56 5.71 22.31 0.74% (57.95) 1.19% 60.84 0.98% 22.42 1.57% (69.44) 1.22% 0.84% 22.94 0.76% (0.92) 1.10% (5.74) 0.57% 47.06 1.28% 90.67 1.24% |) (758103) 0.72% (36.57) 1.24% (63.06) 0.60% 16.01 0.62% 59.56 0.63% (71.29) 1.35% (110.49) 0.83% (20.67) 1.11% (78.21) 0.97% (18.03) 1.04% (23.48) 0.62% (50.26) 0.76% 75.44 0.92% (46.30) 0.89% (22.37) 1.29% (116.68) 0.90% (6.80) 0.52% (29.57) 0.57% (13.36) 0.86% (235.00) 0.88% (142.78) 0.59% (132.47) 0.89% 38.09 0.61% (90.54) 0.88% (57.14) 0.49% 24.19 0.59% (45.46) 0.33% 0.63% (145.67) 1.36% (43.83) 1.10% (96.67) 0.71% 51.67 0.66% (89.83) 0.78% (47.55) 0.59% (91.84) 0.57% 30.85 0.72% (124.20) EFTA00293290

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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 6,307 2,717 3,522 275 (3) 4,193 (9) 3,833 1,647 (5) 1,267 2,572 159 4,030 2,054 231 278 426 6,179 1,072 (27) 63 2,094 311 63 1771 950 390 1,341 (142) 1,219 (14) 632 (131) (137) 690 1,814 27,188 472 737 155 2,362 12 13,908 (2,834) 12,623 8,377 8,122 8,073 9,889 m7 14,097 9,908 6,387 9,735 7,057 603 13,640 10,622 (8,822) 9,424 6,678 9,210 9,189 10,986 (1,185) 6,351 7,620 7,309 2,996 5,688 12,049 6,004 9,815 5,260 (3,621) 2,630 (719) 5,338 5,624 5,673 11,013 3,588 13,140 13,861 13,333 3,248 (4,634) 11,376 (1,904) 62.20 44.63 54.72 63.20 85.65 51.34 30.33 58.57 68.36 83.32 15.77 36.72 28.85 12.22 61.97 69.60 62.50 54.29 105.22 23.45 25.35 63.86 44.29 4.33 23.75 18.77 144.69 63.14 12.27 66.69 72.48 14.82 44.06 31.11 120.94 32.28 33.13 60.83 21.32 22.32 24.02 49.12 49.51 5.24 16.17 34.94 90.41 44.09 66.49 89.77 88.55 #N/AN/A 73.10 29.99 74.49 79.73 83.25 17.82 50.10 36.47 15.83 73.95 69.13 64.03 56.54 110.09 39.21 27.83 65.33 44.72 5.52 24.76 19.16 189.74 68.12 13.06 75.80 72.53 15.40 64.48 31.71 135.26 3155 32.35 64.63 21.81 25.40 71.15 50.85 60.75 5.06 19.53 34.72 35.60 0.98 33.89 32.46 5.49 0.57 46.34 -0.50 49.77 19.15 ~0.09 17.39 52.03 19.78 25.37 25.91 1.34 4.13 5.12 7AT 68.69 14.54 “3.47 1.60 24.17 5.76 2.24 42.26 14.91 7.21 17.23 0.08 5.66 34.84 “1.58 17.95 2.87 -2.83 8.08 2.67 16.74 156.06 6.10 16.46 2.17 27.49 0.56 1.27% (153.84) 1.24% 44.09 0.64% (159.37) 1.30% (162.96) 0.62% (46.13) 0.07% 0.92% (69.07) 2.21% 6.98 0.55% (203.14) 0.87% (160.07) 0.89% (118.85) 0.75% 103.81 0.70% (56.71) 1.34% 20.42 1.16% (72.05) 0.75% (107.25) 0.50% 38.19 0.59% 5.45 0.81% (74.12) 0.62% (60.38) 0.98% (79.93) 0.67% (47.52) 0.66% 0.97 0.62% 42.85 1.14% (167.44) 0.74% 60.70 0.93% 23.67 0.74% (53.57) 0.53% (136.77) 0.90% 2.25 0.79% (234.41) 0.91% (43.63) 0.69% 34.99 1.33% (156.12) 1.24% 7.18 0.66% (68.30) 0.81% (97.09) 0.85% (110.57) 0.77% (126.51) 0.87% (40.47) 0.82% (76.97) 0.58% (117.86) 1.38% (74.42) 1.54% (46.01) 0.76% (4.15) 1.08% 18.00 EFTA00293291

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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 4,366 6,788 782 1,108 2,598 629 6,072 1,843 (63) 1,612 (79) 1,252 531 3,587 36 2,592 (54) 1,268 4,682 1,395 311 732 81 (48) 76 (63) 3,186 (75) 584 85 110 2,077 1,178 11,201 5,492 (96) (85) 170 2,467 7,237 1,556 4,408 1,862 7,838 94 12,660 13,671 5,707 8,189 5,408 13,333 6,110 11,930 7,393 (4,180) 7,382 (4,028) 10,924 10,787 5,699 (5,909) (6,366) 14,011 (4,597) 3,558 12,994 8,516 7,934 (8,600) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 (1,512) 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 23.94 1.93 13.81 14.05 67.84 147.96 34.13 69.83 52.29 106.69 34.31 38.83 84.90 78.04 198.02 0.89 58.80 122.48 198.30 48.41 61.33 59.29 46.99 8,212.58 183.29 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.13 1,159.63 166.08 26.49 26.95 57.92 79.66 44.99 92.20 31.80 10.05 6.75 188.37 40.06 25.12 3.14 13.73 13.84 80.38 149.69 46.28 94.99 60.86 110.87 31.39 38.38 83.15 81.04 196.50 1.30 57.31 157.97 187.12 49.09 80.04 89.68 76.71 11,400.76 178.33 96.33 177.74 33.87 58.25 53.50 19.19 #N/AN/A 132.50 36.61 56.70 56.90 1.43 8.24 22.48 27.40 10.90 93.35 24.62 1.56 36.90 3.51 12.56 8.60 50.46 0.42 1.11 30.40 -1.10 40.63 73.83 18.45 6.32 11.74 2.37 2.16 4.55 -1.00 47.57 -2.98 37.18 2.82 1.78 30.57 72.66 85.99 32.87 -3.87 3.23 10.22 31.88 51.96 22.46 64.71 12.27 64.97 2.57 0.87% (319.20) 0.74% (59.82) 1.16% (6.88) 0.91% (37.13) 0.71% (231.73) 0.94% 55.99 0.55% (232.83) 1.01% (59.02) 0.96% (35.43) 0.59% (54.71) 0.56% (24.05) 0.91% (56.71) 0.57% (101.55) 1.25% (121.83) 1.47% (103.10) 1.34% (144.12) 0.61% (98.80) 1.07% (15.39) 0.88% (88.31) 0.49% (24.44) 0.89% 53.20 0.62% 0.20 0.72% (35.60) 0.49% 35.50 0.97% (22.78) 0.85% (21.22) 0.78% 20.11 0.95% 58.87 0.87% (51.00) 0.78% (16.76) 2.00% 96.14 0.79% (73.27) 1.00% (166.43) 0.71% (22.93) 0.74% (264.14) 1.18% (63.15) 0.72% 6.73 0.47% (1.38) 0.76% (72.61) 0.57% (193.35) 0.67% (473.22) 0.92% (52.64) 0.85% (46.51) 1.13% 0.57% (221.73) 0.52% (1.34) EFTA00293292

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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 861 290 1,133 487 159 4,309 2,307 572 1717 697 3,687 (56) 5,189 1,033 1,884 3,846 5,052 22 475, 1,017 (99) 307 343 869 1,449 418 474 4,557 132 578 1,218 1 5 7,523 560 1,197 2,688 2,062 5,712 160 (110) (14) 11,917 11,769 1,649 7,841 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 4,111 18,291 9,444 9,797 15,510 (5,180) (3,787) 5,434 7,649 7,355 (2,814) (2,795) 3,043 8,226 4,644 (2,923) (3,123) 21,828 4,762 (10,166) 8,425 (1,041) (1,080) 10,521 9,413 6,030 16,340 12,547 19,920 6,737 4,217 5,192 106.02 50.18 27.57 35.21 197.70 31.14 72.62 34.95 69.64 11.82 66.10 3.96 75.23 63.81 40.35 80.78 65.07 4.27 160.73 12.87 33.44 95.02 13.30 13.87 956.05 212.47 81.78 6.94 7.21 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 75.80 113.21 48.44 53.85 32.41 40.30 213.45 31.80 9.89 93.98 24.04 73.69 13.50 75.06 7.21 74.22 81.91 44.76 96.31 81.21 0.11 159.81 13.99 37.89 93.76 11.85 12.17 1,228.96 249.89 81.92 5.95 6.11 31.55 79.47 33.93 80.61 86.94 34.47 34.42 21.89 167.97 77.48 132.22 77.81 88.09 53.46 71.37 75.60 11.02 10.17 16.01 19.03 11.75 2.53 42.49 19.21 10.39 22.78 14.66 74.82 1.57 36.13 10.89 27.54 33.40 31.43 0.75 5.84 20.73 -1.67 6.62 7.70 23.08 22.71 0.28 8.50 9.33 31.03 4.33 9.04 19.40 0.22 0.68 70.69 9.61 22.14 35.66 22.59 57.21 2.05 4.09 0.41 0.62% (62.94) 0.82% : 0.72% (317.31) 1.10% (15.52) 0.76% (32.75) 0.68% 25.07 0.84% 90.25 1.98% : 0.69% (143.36) 162% 205.39 0.56% 50.93 0.62% (51.14) 0.92% (86.76) 1.10% (84.01) 0.86% (19.04) 0.79% (45.29) 1.01% 74.07 0.70% (82.82) 0.74% (183.70) 3.10% (167.26) 0.76% (4.68) 1.50% (67.22) 0.64% (15.18) 0.81% (22.10) 1.65% (90.57) 1.60% (70.83) 1.24% (163.39) 0.78% (214.57) 0.62% (13.62) 1.68% (118.13) 1.63% (94.28) 0.67% (374.60) 0.64% 39.47 1.05% - 0.63% 56.72 0.75% (31.53) 0.64% 1.46 0.65% 4.77 1.01% (250.63) 0.62% (69.16) 0.90% (84.39) 0.46% (112.08) 0.73% (81.41) 0.50% (434.93) 1.16% (53.01) 0.64% (1.75) 0.63% (8.96) EFTA00293293

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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 146 (82) 61 98 (19) (137) (110) 6,723 (37) (70) 76 525 419 (81) (106) 45 2,583 696 865 1,132 636 11 (0) 1,498 565 706 (15) 305 449 (281) (100) 146 (43) (48) 681 3,010 (29) (39) 476 9,165 487 (213) 7 1,040 713 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 4,574 7,836 4,504 5,345 6,528 (7,260) 4,573 897 10,006 (6,124) 8,306 (2,698) 6,518 (943) 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 54.68 54.02 212.78 65.12 47.47 103.67 8.35 8.28 80.20 80.22 75.13 44.08 114.69 114.81 79.94 644.51 43.02 160.18 80.46 21.91 25.81 32.62 84.31 32.74 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 35.75 35.89 37.87 307.55 56.21 53.09 52.83 296.76 64.62 46.97 102.38 8.95 8.93 78.10 77.68 75.87 58.62 132.41 133.39 93.80 588.06 43.12 160.12 92.50 19.89 28.01 70.06 32.81 88.25 32.74 26.61 372.06 34.58 46.19 15.44 15.33 59.53 61.00 4.57 7.52 107.73 120.62 64.00 45.09 83.89 4.86 136.60 5.86 -3.36 2.08 0.97 0.53 2.27 1.66 53.70 1.59 1.33 1.46 8.49 8.72 -2.99 -3.66 1.11 26.28 14.92 16.39 23.26 9.85 0.43 0.05 19.39 9.18 10.12 1.18 4.34 0.00 641 4.83 1.72 3.37 “1.56 1.74 7.35 §1.31 0.69 1.04 9.02 127.99 10.51 §.13 0.61 12.76 14.48 0.61% 14.78 0.60% 16.97 0.64% (1.21) 1.62% (206.81) 1.26% (23.38) 1.32% 17.36 1.35% 8.82 0.73% (157.49) 0.49% 17.23 0.80% 40.90 0.85% 15.74 0.85% (42.10) 0.90% (44.60) 0.90% 13.23 0.89% (3.84) 0.89% (94.21) 1.25% 105.16 1.04% (65.98) 0.99% (51.68) 0.75% 88.85 0.89% 1.06 0.54% 11.38 0.62% (6.46) 0.77% 29.04 1.00% (27.89) 0.84% 160.83 1.07% : 0.48% (18.77) 1.08% (38.44) 0.47% (3.53) 1.15% (12.58) 0.72% (129.88) 0.65% (49.31) 0.52% 7.31 0.77% (1.93) 0.81% (3.48) 0.86% 23.81 0.62% (130.37) 0.63% 18.37 0.85% (34.25) 0.77% 9.73 0.70% (467.37) 0.80% (22.60) 0.60% (46.62) 0.60% 9.57 1.10% (99.28) 0.94% (48.85) EFTA00293294

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TWX US Equity (95) 7,395 66.39 65.55 1.79 0.72% (122.94) TXN US Equity 4,059 12,205 34.93 46.54 42.06 0.79% (201.23) TYC US Equity 10,684 24,080 29.17 42.11 67.46 0.66% (516.15) UBS US Equity 228 5,489 19.43 20.24 4.44 0.93% (54.85) UBSN VX Equity 229 5,158 19.51 20.38 455 0.98% (106.94) UCG IM Equity 3,232 5,391 5.58 8.93 35.48 1.69% (102.48) ULVR LN Equity (44) (3,892) 39.50 39.94 1.53 0.73% (15.99) UNA NA Equity (168) (6,295) 38.14 39.16 3.85 0.69% (62.44) UNH US Equity 2,672 10,037 64.08 81.14 27.78 0.96% (139.20) UNP US Equity 1,579 12,014 165.36 187.10 18.72 0.70% (85.28) UPS US Equity 3,191 14,806 79.87 97.08 42.03 0.51% (22.29) USB US Equity 3,516 14,238 34.71 43.29 42.76 0.58% 60.00 UTX US Equity 5,857 15,190 82.05 113.69 60.99 0.63% (335.66) V US Equity 6,821 7,870 118.43 221.09 116.73 0.74% (311.77) VALE US Equity 508 (3,908) 15.08 13.12 10.34 1.26% (6.40) VALE3 BZ Equity 276 (4,586) 14.01 13.17 4.65 1.29% (23.42) VIAB US Equity 3,896 9,272 60.42 85.80 56.84 0.74% (300.65) VIV EP Equity 117 2,668 26.19 27.34 5.12 0.86% 1.76 VMW US Equity 1,036 4,683 88.80 108.45 17.93 1.23% (45.98) VOD LN Equity 211 (2,998) 3.98 3.70 4.32 1.63% 49.41 VOD US Equity 219 (2,893) 39.69 36.69 455 1.66% 56.78 VOW3 GR Equity 19 218 228.75 248.61 6.19 1.40% 0.11 VRX CN Equity 665 1611 92.95 131.32 30.55 1.35% (111.49) VRX US Equity 766 1,880 93.20 131.18 32.02 1.27% (112.34) VTIUS Equity 603 5,134 86.91 97.11 25.86 0.45% (65.39) VWO US Equity 246 (7,247) 40.33 38.96 3.84 0.88% (16.65) VZUS Equity 176 (6,121) 48.12 46.74 3.73 0.77% 39.90 WBC AU Equity 130 5,265 29.97 30.71 2.86 0.87% 35.35 WES AU Equity (175) 8,616 38.63 37.86 2.94 0.69% 17.54 WEC US Equity 3,108 11,232 38.43 49.06 42.79 0.65% (130.51) WLP US Equity 3,711 10,369 74.31 100.91 39.57 0.90% 76.87 WMT US Equity 104 4,005 74.59 76.53 3.99 0.65% 5.93 WOW AU Equity (270) (6,932) 31.30 32.52 4.94 0.79% (10.85) XOM US Equity 623 13,076 90.48 94.79 6.84 0.70% (24.41) XTA LN Equity (36) (2,238) HN/AN/A 0.72 2.21% YHOO US Equity 257 1,282 30.64 36.78 16.03 1.25% (50.50) YUM US Equity 70 7,151 73.86 74.58 161 0.61% (102.31) ZURN VX Equity 202 6,394 291.95 301.16 4.70 0.67% 29.81 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days {in USD) SPX Index 17,186 62,272 1,455.70 1,857.44 60.62 0.46% (386.53) NDX Index 12,964 46,686 2,831.19 3,617.39 47.33 0.59% RTY Index 14,244 39,938 868.48 1,178.23 51.52 0.69% EFTA00293295

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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 1 1,011 1,413 (281) 1,918 7,395 1,099 7,548 5,947 6,013 6,689 23,460 4,174 4,748 7,612 10,154 9,328 6,492 2,160 120 8,478 2,048 2,413 (115) 295 (164) 1,076 (74) 149 36,017 210 5,022 (7) 5,958 428 2,288 5,613 182 8,046 128 3,746 11,690 5,377 9,035 4,302 19,447 (26,146) (22,524) (5,408) 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 3,583 19,369 22,138 (26,563) 25,595 15,120 7,278 (8,413) (33,700) 16,618 14,469 73,231 (6,119) 14,269 5,353 13,610 8,406 12,860 16,147 9,167 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,076.65 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 3,268.32 1,282.88 84.29 39.61 3,920.59 356.76 140.17 2,762.19 344.53 1.81 4,842.07 444.47 40.76 184.03 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 12,764.66 3,021.24 20,691.28 #N/AN/A 10,782.12 12,750.34 5,933.85 13,755.42 9,328.65 28,621.44 10,237.32 6,730.60 7.37 538.71 4,235.34 2,078.74 125.54 9,864.27 209.30 3,377.89 1,844.40 92.09 36.01 3,903.02 363.71 141.71 2,816.14 333.53 1.80 4,891.87 663.07 39.36 67.55 248.79 41.21 22.39 40.62 36.28 51.48 42.46 65.02 86.88 47.00 57.53 450.12 685.07 399.63 0.01 3.89 4.87 3.26 7.29 20.13 7.03 22.40 21.73 25.40 23.30 58.67 23.07 14.80 21.52 36.79 25.26 18.51 9.59 2.91 36.90 12.86 491 0.48 241 0.96 -2.39 3.35 0.62 1.46 112.64 3.62 68.29 ~0.68 76.98 9.29 34.10 60.57 4.78 77.00 2.97 41.60 74.29 17.47 26.52 10.92 0.42% (55.10) 0.99% 49.83 1.29% (339.75) 1.60% 0.66% (133.93) 1.00% (475.88) 0.78% (166.49) 0.85% (387.35) 0.62% (339.69) 0.94% (337.15) 1.18% (195.58) 0.48% 0.76% (105.51) 0.80% (240.65) 0.69% (145.90) 0.97% (31.94) 0.86% (233.89) 0.97% (115.54) 1.15% (38.98) 1.19% 130.12 0.72% 141.82 1.85% 52.01 0.93% 1.14% 0.82% (157.99) 0.95% (498.19) 0.72% 110.00 0.70% 106.20 0.44% (121.79) 0.95% (61.70) 0.52% (146.97) 0.19% 11.70 0.57% (8.74) 0.55% 23.99 0.52% (12.52) 0.57% (71.62) 0.42% (8.80) 0.51% (287.24) 0.58% (15.49) 0.60% (145.88) 0.65% (402.60) 0.71% (243.83) 1.19% (422.35) 0.84% (404.38) EFTA00293296

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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 6,085 653 11,038 4,503 46 22,538 2,436 2,394 9,138 (580) (49) 10,680 21,565 5,470 5,704 (14) 2,503 472 123 2,240 2,844 (41) 7,552 (17) 728 1,360 1,290 3,189 4,299 2,972 3,545 2,536 30,536 7,796 2,986 10,149 2,660 (50) 946 1,407 (105) 3,342 425 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 53,418 (50,168) (97,153) (5,073) (28,488) (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 5,430 22,143 (33,149) 15,487 65,265 56,841 353.52 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.32 434.81 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 220.12 757.73 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 1,325.77 392.28 729.23 341.44 420.32 83.13 471.14 1,004.77 1,489.15 415.45 451.48 307.15 559.26 663.87 833.95 1,003.85 389.26 466.04 776.21 433.60 339.09 266.59 206.14 4,236.22 4,915.02 19.95 106.81 99.60 4.28 93.92 231.84 758.35 1,170.68 211.70 1,458.51 812.07 164.96 216.16 372.03 503.28 361.37 1,754.90 1,283.25 468.37 1,845.06 1,377.62 471.61 758.01 338.35 438.28 79.60 467.96 1,056.23 1,500.29 24.17 3.51 47.94 18.96 0.44 51.99 9.81 16.53 24.70 -3.20 -0.39 41.91 66.69 26.99 18.02 ~0.16 10.81 2.97 0.51 4.14 5141 0.64 19.85 0.07 0.15 4.12 454 6.16 14.43 19.48 13.61 16.45 11.47 153.46 43.88 13.20 61.16 11.77 2.34 9.84 5.51 -2.16 16.18 2.09 0.72% (189.43) 0.63% (144.40) 0.80% (165.60) 0.84% (215.42) 0.58% 118.66 0.96% (322.51) 0.81% (208.25) 0.91% (402.79) 0.69% (29.09) 0.72% 36.49 0.71% (151.24) 0.82% (255.71) 1.07% (362.67) 0.79% (383.18) 0.51% (10.89) 1.15% 0.65% 25.82 0.82% 41.48 3.26% (161.70) 0.10% 35.62 0.13% (21.16) 0.39% 32.19 0.36% (16.11) 0.42% (105.21) 0.30% (29.02) 0.32% (273.19) 0.25% (9.29) 0.33% 1.34 0.30% 207.26 0.33% 26.88 0.34% 200.20 0.39% 21.39 0.43% 44.34 0.77% (165.76) 0.31% 0.32% 0.36% I. 85 EFTA00293297