Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: ay T90 Day Return: | 2.52% No of Positions 130 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 Profit Factor: Win Ratio: 124M (+) 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 (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 + HM hh PD DD DD Sm Pm” ye PP PP” Pw” WH oS BTA PPE PEPE PA’ Ph ae EFTA00293298

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Atorus, LLC 3/25/2014 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 | 28.39%] XAG Curncy (20,150) 0.35% HON US Equity 6,090 0.34% IBOV Index (22,524) 0.40% SXSE Index 6,196 0.34% CO1 Comdty (24,622) 0.43% FTSEMIB Index 6,200 0.34% MEXBOL Index (26,146) 0.46% DAI GR Equity 6,290 0.35% INDEXCF Index (26,563) 0.47% SX6P Index 6,304 0.35% ZA_TSY CREDIT (33,149) 0.58% SMI Index 6,341 0.35% SHCOMP Index (33,700) 0.59% CMCSK US Equity 6,417 0.36% US_TSY CREDIT (50,168) 0.88% GS US Equity 6,562 0.36% JP_TSY CREDIT (59,678) 1.05% VUS Equity 6,744 0.37% SXDP Index 61,075 1.07% PSI20 Index 6,833 0.38% SPX Index 62,272 1.09% ROG VX Equity 6,898 0.38% CH_TSY CREDIT 65,265 1.15% HEX Index 6,972 0.39% DK_TSY CREDIT 67,396 1.18% ACA FP Equity 6,996 0.39% AT_TSY CREDIT 72,913 1.28% AMGN US Equity 7,044 0.39% STBCNZL Index 73,231 1.28% CA_TSY CREDIT 7,290 0.40% FI_TSY CREDIT 74,240 1.30% MDT US Equity 7,491 0.41% DE_TSY CREDIT 74,397 1.31% PRU LN Equity 7,585 0.42% FR_TSY CREDIT 75,130 1.32% IBEX Index 7,749 0.43% BE_TSY CREDIT 75,235 1.32% XLY US Equity 7,875 0.44% NL_TSY CREDIT 76,341 1.34% IT_TSY CREDIT 7,878 0.44% IE_TSY CREDIT 78,270 1.37% BEL20 Index 7,913 0.44% MY_TSY CREDIT (92,252) 1.62% DAX Index 7,955 0.44% SG_TSY CREDIT (95,749) 1.68% MMM US Equity 8,122 0.45% CA_TSY CREDIT (97,153) 1.70% ASE Index 8,478 0.47% BAYN GR Equity 8,752 0.48% TMO US Equity 8,953 0.50% KFX Index 9,292 0.51% SXAP Index 9,459 0.52% INAV impact by Category & Exposure SKOP Index 9,791 0.54% Listed Equitylong | 0.873 LUNXK Index 10,002 0.55% Listed Equity short 0.19534 ES_TSY CREDIT 10,214 0.57% EquityComtong 0.715% BAC US Equity 10,515 0.58% TYC US Equity 10,703 0.59% Js20Ratestong To SXMP Index 10,743 0.60% MAUS Equity 10,529 0.61% SXIP Index 11,473 0.64% XLV US Equity 12,009 0.67% NDX Index 13,168 0.73% RTY Index 14,236 0.79% SPX Index 17,536 0.97% EFTA00293299

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otal Short 112 SXTP Index SXDP Index ISEQ Index GILD US Equity 1€_TSY CREDIT STBCNZL Index 22,123 23,225 24,196 28,346 30,501 36,017 1.23% 1.29% 1.34% 1.57% 1.69% 2.00% $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 EFTA00293300

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Atorus, LLC 3/25/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 5,000,000 4,000,000 3,000,000 + 2,000,000 T T + ve WD WD RD + ¢ y Y' sy “Y Y o o o o oO ) (1,000,000) PLP Pe PP PY (seo) A -_ak NSPE a AP (2,000,000) (1,000,000) (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 Wa RS 3 s ~ ‘ T T T Vv Vv Vv Na, oe VY A Ce oy oY SY 0 PoP Pe os Ph gh cP” vd er ioe Pg oY eo vs x » A EFTA00293301

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Atorus, LLC 3/25/2014 Current Gross Notional Risk by Category 242,242 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 338 — MSCIWorld 115 ATORUS 0.95 075 + 1 - : 1 r T a7 Vv a7 “7 Vv > > or oy or oy or wr” oY oY Ph hh” at Fr 8 SAM HP Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Polling300ayRe 100% aizedol 0.80% 0.60% 0.40% 0.20% 0.00% T T T T T T T vv a vv a7 > Me) Y’ a Y' sy sy sy sy sy’ OP PP PM OM WS EFTA00293302

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Atorus, LLC 3/25/2014 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 wow oo O° 9 9° 9° 97 9 O° 9 LO 9" OF LO LO" LO 10.09 PS PE PE oP oPh sO" oh PT PE OT YO" AP" AO" HP" H" HP" op" MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 49.76% EFTA00293303

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Atorus, LLC 3/25/2014 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 (232) (5,144) 51.62 53.95 4.38 1.03% 14.33 005380 KS Equity 4 1,799 217.04 217.54 0.18 1.24% (0.32) 005490 KS Equity (61) (3,782) 273.49 277.91 “1.46 1.11% (36.16) 005930 KS Equity 625 (6,558) 1,285.62 1,163.13 12.08 0.79% 71.62 012330 KS Equity 818 5,282 244.69 282.60 17.13 0.90% 24.69 1 HK Equity 201 8,073 15.56 15.94 2.56 0.97% 20.29 1299 HK Equity (11) 953 4.67 4.62 “1.55 0.77% 4.36 13 HK Equity 1,938 12,243 11.40 13.21 15.38 1.03% 30.77 16 HK Equity 611 (9,935) 12.66 11.88 9.37 0.66% (62.50) 27 HK Equity (9) 123 9.63 9.00 4.68 1.49% (1.03) 2914 JP Equity 296 (4,719) 32.47 30.43 5.63 1.11% (30.46) 3382 JP Equity (84) 1,746 37.61 35.89 -3.82 1.26% (42.00) 4063 JP Equity 128 (4,536) 56.40 54.81 2.32 1.22% (76.50) 4502 JP Equity 71 2,417 46.86 48.24 3.70 0.79% (2.66) 4689 JP Equity (96) 1,224 6.04 5.60 5.30 1.47% (22.15) 5 HK Equity (80) 1,112 10.76 10.04 -7.54 0.95% 4.74 5108 JP Equity (99) 1,399 36.17 33.78 5.57 1.27% (8.46) 5401 JP Equity 556 (5,511) 2.89 2.60 8.09 1.25% 62.31 6301 JP Equity 93 (3,515) 20.64 20.09 2.47 1.21% (40.43) 6752 JP Equity 1,282 4,145 9.01 11.80 17.29 1.79% 105.06 6902 JP Equity 282 1,946 41.48 47.48 9.88 1.46% 47.84 6954 JP Equity 823 6,393 157.65 177.94 8.70 1.48% 81.51 7201 JP Equity 71 (3,743) 8.85 8.68 1.97 0.96% (28.06) 7203 JP Equity 178 (3,937) 56.57 54.01 4.96 0.91% (6.60) 7267 JP Equity 285 (4,885) 36.43 34.30 5.87 1.00% 9.22 762 HK Equity 490 (5,162) 1.38 1.25 8.06 1.18% (26.34) 7751 JP Equity 303 (6,865) 31.44 30.05 4.40 1.00% 3.55 8031 JP Equity 55 (2,620) 14.15 13.85 2.06 1.02% 5.40 8058 JP Equity (17) 360 19.24 18.39 5.22 0.88% (1.00) 8306 JP Equity 345 (2,979) 5.88 5.20 9.36 1.24% 61.08 8316 JP Equity 298 (3,537) 44.63 40.86 7.21 1.17% 34.16 8411 JP Equity 44 (4,072) 1.99 197 1.35 0.81% 7.51 8604 JP Equity 181 (2,467) 6.76 6.26 6.25 1.18% 30.83 8801 JP Equity 13 (941) 29.08 28.66 0.89 1.60% 13.35 8802 JP Equity 533 (5,009) 24.84 22.19 7.34 1.45% 109.53 9020 JP Equity 149 (5,604) 75.60 73.59 2.23 1.19% (201.24) 941 HK Equity 1,740 (11,819) 10.19 8.69 15.86 0.93% (260.08) 9432 JP Equity (35) 6,077 53.19 52.88 0.42 1.40% (156.12) 9433 JP Equity 3,342 9,476 42.13 56.99 24.15 1.46% 77.61 9437 JP Equity 41 (7,669) 15.62 15.53 0.57 0.92% (71.93) 9983 JP Equity (145) 3,177 368.30 352.20 -3.30 1.39% (1.65) EFTA00293304

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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 1,443 373 388 366 244 31 21 37 (52) 143 135 6,996 248 740 73 (97) 1,267 37 129 2,885 497 373 7,044 719 3,230 156 81 (139) 2,836 3,709 3,268 3,619 (8) 10,515 767 65 (133) 8,752 (85) 189 73 (78) 981 150 17 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 4,885 (6,870) (6,360) 10,373 12,676 11,669 12,432 (3,240) 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) 2,355 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 28.73 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 8.70 12.96 12.74 59.69 10.12 43.17 15.73 52.28 79.60 542.81 24.96 24.87 51.76 7.22 7.27 102.59 38.38 18.59 18.59 15.68 99.12 83.36 76.79 63.02 125.01 135.41 50.22 71.81 167.04 167.11 121.34 81.44 353.54 29.65 81.76 83.09 91.13 64.37 64.51 64.50 124.11 17.35 3.91 107.47 53.54 67.92 133.68 9.08 12.59 12.62 60.84 11.83 42.20 15.73 52.66 39.98 6.68 6.77 6.22 4.94 0.38 0.29 0.69 “1.85 3.98 3.83 97.60 7.33 10.88 10.57 “2.47 16.83 0.66 3.64 70.24 38.56 37.60 28.67 10.35 23.37 4.20 1.37 -3.02 38.15 32.98 32.33 32.19 0.31 105.42 0.12 10.28 1.36 -2.62 72.84 “2.41 2.07 0.71 “1.73 16.09 4.46 0.00 0.76 1.76% 0.71% 0.86% 0.84% 0.93% 1.12% 1.05% 0.80% 0.68% 1.44% 147% 1.33% 0.53% 0.64% 0.58% 0.49% 0.78% 0.68% 0.88% 0.98% 0.85% 0.86% 1.07% 0.65% 0.98% 0.76% 0.86% 0.72% 0.72% 0.89% 0.87% 0.90% 0.80% 0.92% 1.24% 1.02% 0.90% 0.63% 1.02% 1.80% 1.36% 1.40% 1.12% 1.05% 0.51% 1.33% 0.96% (73.21) 67.94 31.00 (51.38) 2.75 (48.51) (44.04) 35.07 1.76 1.83 7.16 (65.25) (5.33) 151.49 3.45 15.05 73.92 68.27 36.07 39.59 11.05 6.99 195.44 85.17 57.93 14.38 (73.93) (5.83) 29.85 39.50 (34.65) 127.65 (28.76) (81.48) (17.44) 61.04 43.26 (117.75) 148.27 (24.26) (87.40) (87.37) (88.27) (70.00) 52.34 (25.79) 23.55 EFTA00293305

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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 (176) (297) (116) 287 (12) 133 (46) 72 1,263 5,910 (4) 1,480 43 528 1,210 42 249 62 435 1,416 197 364 443 1,665 1,474 356 3,881 6,417 1,023 369 1,008 699 (183) (91) 183 612 (7) 1,841 (70) 1,430 496 1,994 (326) 2,020 (4,379) 6,689 6,839 1,066 (2,643) 7,353 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 2,418 850 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 34.26 67.75 245.93 30.29 32.50 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.60 7.76 118.69 6.18 102.05 30.31 49.41 32.90 88.47 67.92 49.35 36.20 85.54 92.90 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 63.80 112.39 60.05 18.21 32.80 66.62 312.24 30.42 35.19 305.30 30.36 66.00 123.16 $1.15 70.60 78.41 58.09 7.80 124.35 5.27 102.67 32.85 50.26 37.71 98.76 69.50 63.54 38.26 144.45 92.90 63.65 86.05 49.71 48.57 55.46 37.46 55.46 75.47 68.17 114.06 AN/AN/A 69.62 56.69 26.02 22.10 29.09 27.33 74.77 116.85 69.96 5.04 3.82 -1.61 17.65 ~0.36 9.69 14.71 1.31 1.50 20.55 38.02 0.12 22.08 1.45 0.89 7.67 10.41 0.71 7.55 1.80 14.17 17.48 3.42 29.75 5.58 52.41 0.00 15.84 7.36 25.64 39.36 13.43 5.51 13.56 13.16 4.56 2.41 22.97 14.60 0.26 31.73 1.84 23.31 6.07 28.45 6.71 25.07 0.80% 1.16% 1.06% 1.53% 1.23% 0.85% 0.77% 1.11% 0.57% 1.21% 1.14% 0.77% 1.22% 0.59% 0.57% 0.62% 1.42% 0.86% 1.11% 0.96% 1.03% 0.66% 0.68% 0.97% 1.02% 1.31% 0.85% 0.50% 0.58% 0.87% 0.86% 0.59% 0.86% 0.60% 0.87% 0.50% 0.60% 0.33% 0.59% 1.34% 1.08% 0.76% 0.69% 0.78% 0.60% 0.59% 0.66% (101.52) 31.54 161.07 6.70 (45.81) (87.28) 15.83 (52.39) 63.16 (9.84) 90.68 (85.41) 31.32 5.51 41.45 (13.34) (213.26) 84.81 (27.45) 11.03 (7.49) 262.83 32.01 (24.77) (363.22) 78.27 (0.28) 33.66 34.30 (98.18) (7.03) 61.05 15.19 25.09 19.60 (69.26) 43.14 50.14 14.07 47.06 (122.73) 156.71 (41.04) 103.40 (53.20) EFTA00293306

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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 6,290 21 2,867 3,626 328 (3) 4,361 3,828 1,610 (19) 1,198 2,686 171 3,947 1,918 (25) 237 260 309 6,089 1,200 (28) 42 2,055 295 70 1,865 1,014 385 1,321 (133) 1,250 (16) 573 (111) (112) 678 110 1,923 28,346 522 721 2,748 22 13,908 (2,834) 12,623 8,377 8,537 8,073 9,889 1,038 14,097 9,908 6,387 9,735 7,057 660 13,640 10,622 (8,822) 9,424 6,678 9,210 9,189 10,986 (790) 6,351 7,620 7,309 2,996 5,711 12,049 6,004 9,815 5,260 (3,621) 2,630 (480) 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 85.81 51.34 30.36 58.57 68.36 83.32 15.77 36.72 29.41 12.22 61.97 69.60 62.50 54.29 105.22 23.45 25.35 63.86 44.29 4.33 23.75 18.77 144.83 63.14 12.27 66.69 72.48 14.82 44.06 31.11 120.94 32.29 33.13 60.83 21.32 22.32 24.02 49.12 49.51 5.24 16.17 34.94 90.33 44.30 67.15 90.56 89.11 #N/AN/A 73.97 30.43 74.47 79.47 83.07 17.71 50.69 37.01 15.75 73.16 69.79 64.07 56.41 108.74 38.98 28.12 66.13 44.58 5.50 24.71 19.21 192.13 68.46 13.05 75.66 73.81 15.36 65.00 32.16 133.92 31.66 32.49 64.57 21.97 25.58 73.16 51.04 60.50 5.14 20.08 34.53 37.56 0.59 34.57 32.69 6.36 0.57 48.72 0.11 49.63 19.85 ~0.34 16.26 52.40 19.15 24.91 23.46 0.56 4.24 4.98 5.13 67.67 16.52 5.05 1.06 23.66 5.73 2.56 42.61 15.57 7.59 17.31 1.94 5.46 35.03 2.71 16.47 2.43 -2.32 8.21 3.45 17.46 165.76 6.79 16.14 1.19 30.15 1.13 1.20% (17.89) 1.24% (13.60) 0.66% 151.72 1.32% 105.49 0.60% 56.32 0.07% 0.91% 169.29 2.23% 15.32 0.55% (4.81) 0.82% (36.81) 0.89% (14.25) 0.76% (67.85) 0.73% 115.27 1.35% 12.25 1.16% (82.67) 0.77% (134.38) 0.50% (84.60) 0.59% 6.14 0.78% (17.08) 0.65% (116.14) 0.98% (89.57) 0.66% 129.67 0.70% (9.31) 0.63% (20.88) 1.14% (39.05) 0.71% (15.81) 0.92% 7.70 0.77% 95.74 0.54% 64.55 0.85% (5.09) 0.78% (20.70) 0.94% 94.13 0.67% 8.59 1.36% 31.21 1.25% (6.53) 0.65% (58.54) 0.81% 20.10 0.85% 24.67 0.75% (11.97) 0.89% 26.65 0.84% 110.26 0.58% 50.43 1.38% (16.34) 1.53% (74.44) 0.80% 397.54 1.02% 10.44 EFTA00293307

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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 4,354 6,562 118 861 1,225 2,556 674 6,090 1,988 (69) 1,613 (139) 1,288 690 3,525 (104) (197) 2,736 (105) 1,225 5,027 1,413 295 694 27 (69) (26) 3,229 (76) 621 104 19 2,030 1,226 10,929 5,420 (51) (69) 151 2,648 7,491 1,649 4,524 1,862 8,122 143 12,660 13,671 5,707 8,189 5,408 13,333 6,110 11,930 7,393 (3,344) 7,382 (3,021) 10,924 10,787 5,699 (5,909) (5,093) 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 13.59 67.84 147.96 34.13 69.83 52.29 106.69 34.31 38.83 84.85 78.04 198.03 0.89 58.80 122.48 198.30 48.41 61.33 59.29 46.99 8,212.58 183.39 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.13 1,158.83 164.24 26.76 27.19 58.96 79.45 45.29 92.29 32.30 10.10 6.75 193.26 40.19 25.47 3.12 14.06 14.12 81.08 151.33 45.87 96.84 60.96 110.65 31.54 38.68 82.34 80.18 197.39 1.30 57.28 160.24 184.66 48.53 79.62 90.92 75.99 11,358.48 180.73 96.05 176.31 34.25 58.78 54.05 19.37 #N/AN/A 133.79 36.87 57.46 53.28 2.94 8.91 23.53 26.67 12.41 95.23 25.72 2.27 37.44 7.21 13.18 10.70 50.28 1.16 2.76 31.21 -2.10 39.01 75.57 18.62 6.01 11.10 0.79 -3.09 3.13 0.44 48.75 -3.16 37.77 3.41 0.30 29.72 73.24 81.99 33.02 1.96 -2.66 8.93 32.56 52.91 23.49 64.55 12.27 63.67 3.78 0.60% 0.90% 0.70% 1.18% 0.96% 0.72% 0.89% 0.54% 1.05% 0.91% 0.58% 0.64% 0.89% 0.60% 1.23% 1.51% 1.40% 0.63% 1.08% 0.88% 0.51% 0.89% 0.62% 0.73% 0.50% 0.99% 0.88% 0.74% 0.94% 0.84% 0.82% 2.02% 0.81% 1.00% 0.73% 0.75% 1.16% 0.75% 0.47% 0.77% 0.60% 0.68% 0.93% 0.88% 1.13% 0.60% 0.54% (11.85) (224.02) 58.42 79.45 119.06 (42.09) 45.42 18.02 147.10 (18.61) 1.07 (74.78) 36.97 160.84 (62.19) (138.41) (98.31) 146.03 (49.48) (42.39) 351.42 17.93 (16.05) (44.67) (54.84) (21.52) (21.48) 36.51 43.69 (1.71) 37.82 21.23 (89.64) (46.58) 48.72 (269.48) (72.57) 45.98 15.81 (18.81) 182.99 255.64 93.63 117.29 49.74 EFTA00293308

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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 825 1,108 254 1,134 530 164 4,428 2,322 664 1,721 616 3,750 (27) 5,154 968 2,037 3,965 5,055 (24) 515 1,110 (27) 244 271 849 1,471 25 209 300 4,761 147 639 1,169 (7) (6) 7,585 590 1,278 2,575 2,170 5,832 179 (80) 37 11,917 11,769 1,649 8,007 6,116 7,534 14,649 (7,392) 9,821 12,114 5,145 4,498 4,672 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 (833) (864) 10,521 9,413 6,030 16,340 12,547 19,920 6,737 4,217 5,192 106.02 50.18 27.57 35.30 197.70 31.14 72.62 34.95 69.64 11.82 66.10 3.96 75.18 63.81 40.35 80.78 65.07 4.43 160.73 12.87 33.44 95.04 13.30 13.87 956.05 212.47 81.78 6.54 6.95 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 73.25 75.80 113.35 48.81 54.91 31.81 40.30 214.84 31.82 9.43 94.57 23.97 74.34 13.50 74.02 7.27 74.75 81.78 44.49 97.58 81.71 0.11 161.74 14.09 38.30 94.69 12.14 12.53 1,222.74 250.46 82.22 6.08 6.28 31.80 79.73 34.06 80.10 86.50 34.81 34.83 21.96 168.46 78.36 131.43 78.39 88.50 53.61 71.89 76.34 11.86 12.34 13.39 19.24 13.10 2.91 44.16 20.82 12.55 25.22 12.39 74.80 0.65 35.71 10.11 29.19 33.69 31.16 0.85 6.33 22.27 0.45 5.05 5.78 23.37 23.63 0.88 4.18 5.76 32.75 437 10.01 18.46 1.28 -1.10 77.26 10.67 24.10 35.54 23.83 60.28 2.29 2.91 1.11 0.58% 0.82% 0.76% 1.15% 0.74% 0.66% 0.75% 1.98% 0.68% 1.51% 0.54% 0.56% 0.97% 1.11% 0.89% 0.79% 1.01% 0.71% 0.76% 3.13% 0.74% 1.50% 0.65% 0.82% 1.72% 1.68% 1.19% 0.76% 0.61% 1.71% 1.67% 0.67% 0.62% 1.05% 0.63% 0.75% 0.67% 0.68% 0.93% 0.59% 0.88% 0.44% 0.73% 0.49% 1.16% 0.65% 0.65% 16.18 252.19 (34.94) 0.61 43.24 4.67 119.19 28.36 92.51 4.10 (79.98) 63.58 33.19 (34.98) (64.76) 155.59 120.01 (174.30) (45.23) 40.95 93.36 72.73 (75.78) (90.93) (19.70) 22.19 16.91 (68.88) (94.36) 205.62 15.94 67.94 (49.19) (8.24) (10.18) 61.71 29.68 82.72 (113.09) 109.39 120.47 18.74 29.88 51.45 EFTA00293309

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RDSA LN Equity RDSA NA Equity RDSB LN Equity REGN US Equity RIO AU Equity RIO LN Equity RIO US Equity ROG VX Equity RY CN Equity SAB LN Equity SAN FP Equity SAN SM Equity SAN US Equity SAP GR Equity SAP US Equity SBUX US Equity SGO FP Equity SI US Equity SIE GR Equity SLB US Equity SMSN LI Equity SO US Equity SPG US Equity SREN VX Equity STAN LN Equity STLNO Equity STT US Equity SU CN Equity SU FP Equity SU US Equity SWEDA SS Equity SYNN VX Equity T US Equity TD CN Equity TEF SM Equity TEF US Equity TGT US Equity TJX US Equity TLS AU Equity TLSN SS Equity TM US Equity TMO US Equity TOT US Equity TRP CN Equity TRV US Equity TSCO LN Equity TWC US Equity 168 (74) 121 (35) (50) 33 6,898 (3) 172 (2) 571 506 (66) (75) (14) 2,666 752 883 1,258 744 1,487 §21 700 (32) 377 (6) 433 (384) (116) 171 (64) (53) 760 2,858 (22) (35) 427 8,953 536 (203) 33 1,043 670 4,065 4,084 4,580 6,240 (2,296) 4,599 4,934 17,035 4,764 6,565 (6,174) 7,256 5,315 2,995 3,228 5,096 7,836 4,504 5,345 6,528 (7,260) 5,537 1,832 10,006 (6,124) 8,306 722 (2,698) 6,518 (761) 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 (5,562) 4,763 (7,398) 5,234 34.51 36.62 37.36 302.78 55.84 54.72 54.04 212.78 65.13 47.47 103.67 8.35 8.28 80.22 80.26 75.10 44.08 114.69 114.81 79.94 644.51 43.08 160.84 80.46 21.91 25.81 69.97 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 35.94 35.97 38.09 308.65 56.70 $4.13 54.40 298.94 65.09 48.72 103.70 9.00 9.07 78.49 78.44 74.89 59.08 133.84 133.78 95.35 578.48 43.34 161.47 92.42 20.05 27.99 69.97 33.01 89.19 33.02 26.54 376.62 34.64 46.32 15.35 15.31 59.07 60.26 4.57 7.53 108.57 119.31 64.49 45.35 84.16 4.86 135.61 7.21 3.19 3.22 1.25 1.21 0.81 0.47 55.03 0.12 2.95 ~0.04 9.28 10.56 “2.55 2.52 0.32 27.19 15.64 16.82 24.31 12.29 111 0.64 20.05 8.92 10.26 0.00 2.43 5.51 1.72 6.46 6.68 -2.03 3.89 -2.26 -1.99 8.24 46.77 0.56 0.96 7.87 124.50 11.45 6.02 1.24 13.00 13.32 0.57% 0.56% 0.60% 1.55% 1.27% 1.34% 1.42% 0.74% 0.51% 0.89% 0.88% 0.85% 0.90% 0.87% 0.92% 0.87% 1.25% 1.07% 0.98% 0.79% 0.83% 0.55% 0.62% 0.74% 0.95% 0.82% 1.00% 0.49% 1.05% 0.49% 1.10% 0.71% 0.64% 0.53% 0.78% 0.78% 0.86% 0.64% 0.59% 0.84% 0.79% 0.70% 0.80% 0.61% 0.56% 1.08% 0.96% 22.42 8.77 27.89 22.81 (19.52) 89.05 147.54 176.15 34.65 251.15 (79.33) 45.55 87.93 14.60 30.84 (65.19) 83.20 56.99 18.37 128.27 130.36 28.16 15.52 (10.11) (52.48) (6.08) (0.97) (16.91) 73.04 (6.38) (15.96) (94.26) (14.96) 24.98 (20.38) (4.46) 89.68 (150.21) 7.02 3.85 (56.46) (209.12) 48.80 (29.95) 15.82 3.65 (42.57) EFTA00293310

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TWX US Equity (121) 7,395 66.39 65.32 2.27 0.72% (25.69) TXN US Equity 4,099 12,205 34.93 46.66 44.07 0.76% 40.11 TYC US Equity 10,703 24,080 29.17 42.13 67.87 0.65% 19.33 UBS US Equity 277 5,489 19.43 20.41 5.27 0.96% 49.53 UBSN VX Equity 241 5,158 19.51 20.42 4.87 0.96% 11.66 UCG IM Equity 3,139 5,391 5.58 8.83 34.43 1.69% (92.37) ULVR LN Equity (112) (3,892) 39.50 40.63 3.75 0.77% (65.26) UNA NA Equity (246) (6,295) 38.14 39.63 5.47 0.71% (73.19) UNH US Equity 2,711 10,037 64.08 81.39 29.49 0.92% 39.75 UNP US Equity 1,629 12,014 165.36 187.79 19.69 0.69% 50.31 UPS US Equity 3,288 14,806 79.87 97.61 42.99 0.52% 97.47 USB US Equity 3,576 14,238 34.71 43.43 42.78 0.59% 60.50 UTX US Equity 6,051 15,190 82.05 114.73 61.35 0.65% 195.47 V US Equity 6,744 7,870 118.43 219.92 113.16 0.76% (77.21) VALE US Equity 439 (3,908) 15.08 13.38 8.93 1.26% (88.33) VALE3 BZ Equity 491 (4,586) 15.04 13.43 7.98 1.34% (102.71) VIAB US Equity 3,821 9,272 60.42 85.31 56.43 0.73% (74.06) VIV EP Equity 97 2,668 26.19 27.14 4.22 0.86% (20.21) VMW US Equity 1,094 4,785 89.16 109.54 18.76 1.22% 59.31 VOD LN Equity 218 (2,998) 3.98 3.69 4.48 1.63% 8.88 VOD US Equity 213 (2,893) 39.69 36.77 4.44 1.66% (6.82) VOW3 GR Equity 19 218 228.75 248.97 6.56 1.35% 0.34 VRX CN Equity 675 1,611 92.95 131.89 31.35 1.34% 9.82 VRX US Equity 777 1,880 93.20 131.74 32.75 1.26% 11.31 VTIUS Equity 598 5,134 86.91 97.04 26.57 0.44% (4.39) VWO US Equity 161 (7,247) 40.33 39.44 2.50 0.89% (90.17) VZ US Equity 135 (6,121) 48.12 47.06 2.79 0.79% (43.18) WBC AU Equity 168 5,265 29.97 30.92 3.95 0.81% 38.05 WES AU Equity (94) 8,616 38.64 38.23 “1.62 0.67% 82.45 WEC US Equity 3,102 11,232 38.43 49.04 43.61 0.63% (5.67) WLP US Equity 3,636 10,369 74.31 100.37 38.32 0.92% (74.60) WMT US Equity 113 4,005 74.59 76.70 4.33 0.65% 9.08 WOW AU Equity (269) (6,932) 31.30 32.51 5.12 0.76% 1.15 XOM US Equity 659 13,076 90.48 95.04 7.33 0.69% 35.62 XTA LN Equity (36) (2,238) #N/AN/A 0.72 2.21% YHOO US Equity 234 1,282 30.64 36.22 14.76 1.23% (23.02) YUM US Equity cal 7,151 73.86 73.97 0.25 0.61% (58.29) ZURN VX Equity 268 6,394 291.95 304.19 6.07 0.69% 66.85 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 17,536 62,272 1,455.70 1,865.62 60.60 0.46% NDX Index 13,168 46,686 2,831.19 3,629.73 48.70 0.58% 204.16 RTY Index 14,236 39,938 868.48 1,178.05 51.94 0.69% (8.50) EFTA00293311

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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 52 924 1,173 (358) 2,441 7,955 1,358 7,749 6,341 6,200 6,833 24,196 4,076 5,173 7,913 10,002 9,292 6,972 2,366 136 8,478 2,134 1,575 365 402 45 (91) 1,096 (88) 138 36,017 142 5,074 (4) 5,940 465 2,380 5,812 251 7,875 195 3,849 12,009 5,831 9,459 4,405 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 17,554 7,278 (6,310) (33,700) 16,618 14,469 73,231 (6,119) 961 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 22,076.65 725.60 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 84.29 39.61 3,920.67 358.04 140.17 2,762.19 344.53 1.81 4,842.07 40.76 67.27 184.03 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 12,798.25 3,031.60 20,926.96 773.69 10,916.56 12,912.21 6,006.61 13,813.86 9,402.05 28,792.18 10,284.84 6,808.44 7.35 543.58 4,260.06 2,072.42 125.44 9,964.17 211.00 3,391.92 #N/AN/A 92.41 37.26 3,976.59 366.23 141.03 2,801.82 333.33 1.80 4,888.35 #N/AN/A 39.81 67.27 249.46 41.23 22.37 40.79 36.50 51.95 42.77 64.63 87.66 47.26 58.04 454.31 692.80 400.43 0.63 3.63 4.01 4.07 9.42 22.26 8.66 23.65 22.74 26.66 24.43 60.27 23.09 16.49 22.84 37.73 25.23 19.94 10.95 3.44 36.90 13.72 3.05 1.46 2.83 0.56 1.83 3.43 0.76 141 112.64 2.45 0.00 68.97 0.42 76.78 10.30 34.57 61.71 6.39 72.80 443 42.61 76.12 19.33 29.25 11.36 0.43% 0.97% 1.30% 1.63% 0.65% 0.97% 0.78% 0.83% 0.63% 0.92% 1.15% 1.00% 0.47% 0.74% 0.79% 0.67% 0.97% 0.85% 0.93% 1.10% 1.19% 0.70% 1.94% 0.98% 0.81% 1.09% 0.79% 0.95% 0.70% 0.68% 0.44% 0.95% 0.41% 0.52% 0.19% 0.57% 0.54% 0.54% 0.58% 0.43% 0.53% 0.60% 0.61% 0.65% 0.70% 1.13% 0.82% 51.32 (92.81) (269.92) 187.71 ‘> I, (97.45) (151.15) (36.17) 207.34 a g 86.12 124.41 (34.92) 31.61 20.80 (13.74) (10.52) 103.89 103.12 EFTA00293312

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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 6,304 929 11,473 4,824 335 23,225 2,811 2,545 9,791 (352) 126 10,743 22,123 5,564 6,196 (39) 2,471 432 2,835 2,865 (54) 7,290 (17) (105) 776 1,443 949 3,203 4,246 2,980 3,528 2,573 30,501 7,878 3,011 10,214 2,768 (45) 983 916 (76) 3,274 394 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 3,442 53,418 (50,168) (97,153) (3,382) (18,992) (59,678) (92,252) (95,749) 72,913 75,235 74,240 75,130 74,397 78,270 54,111 76,341 50,187 67,396 5,430 22,143 (33,149) 15,487 65,265 56,841 353.52 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.57 434.81 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 94.52 220.12 757.73 1,269.35 211.75 1,457.62 822.10 167.43 219.11 356.44 476.07 347.46 1,675.82 1,240.95 336.92 1,612.72 1,325.77 392.28 729.23 341.45 420.32 83.13 471.15 1,004.77 1,489.15 417.67 455.64 310.49 564.72 674.40 840.81 1,017.16 392.19 472.16 783.09 437.91 339.55 269.03 206.93 4,281.72 4,922.07 19.98 106.99 99.19 4.41 94.52 231.93 758.54 1,174.10 212.83 1,465.70 811.41 164.81 216.94 372.10 502.94 361.41 1,754.52 1,283.87 468.22 1,847.52 1,378.07 472.12 759.18 338.63 438.97 80.83 468.85 1,055.17 1,499.47 25.58 5.17 50.33 20.80 3.02 53.60 11.74 18.07 26.71 1.94 1.01 45.46 70.59 28.75 19.95 0.45 10.63 2.70 0.01 5.36 0.00 54.09 0.89 18.99 1.37 1.30 4.59 4.78 4.34 15.97 21.00 15.02 17.69 12.79 164.43 46.65 14.63 65.45 13.24 2.19 10.44 3.43 “1.54 17.14 2.04 0.71% 0.61% 0.79% 0.82% 0.61% 0.71% 0.93% 0.79% 0.90% 0.69% 0.71% 0.66% 0.80% 1.02% 0.77% 0.50% 1.15% 0.65% 0.83% 3.18% 0.74% 0.10% 0.12% 0.40% 0.37% 0.43% 0.28% 0.33% 0.23% 0.28% 0.27% 0.27% 0.27% 0.27% 0.24% 0.31% 0.27% 0.31% 0.31% 0.38% 0.43% 0.81% 0.32% 0.29% 0.34% 219.79 278.74 152.75 176.54 63.35 (24.79) (40.82) (42.22) (120.81) 21.99 21.12 (12.56) (305.12) (17.96) (93.10) 49.13 85.20 14.32 (53.69) 8.55 (17.03) 37.19 (34.83) 82.65 25.92 65.32 108.30 4.46 36.41 29.31 (68.78) (31.28) EFTA00293313