Atorus, LLC 2/18/2014 Change on Day: |___1.1196] MSCI World Change on Day Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: 1,190,216) Net Exposure: 3,141,783 Current No. of Positions: Starting Capital: x Current NAV: 1,823,772 Current Leverage (Gross Exposures): i a i S 8] Else |s|8 |e we S 8 2% [2 |e IE Profit Factor: Win 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: Historically 2.25X - 3.25X, depending on measurement interval - 50% historically § w ee S/S /s)5 8/8} 8]8 Ed bd bd ed ed 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 + Y + T rT rT T T T T T T T v “v Vv Vv vv Vv ) ‘) > » > ’ Sh SO oy VY OS Ww SY Pa aa a PHP AP PF PHP AP’ PM K ie xo EFTA00293378

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Atorus, LLC 2/18/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 53 Positions C01 Comdty (24,622) 0.45% CA_TSY CREDIT 5,851 0.32% MEXBOL Index (26,146) 0.47% UTX US Equity 5,861 0.32% NO_TSY CREDIT (27,378) 0.50% ICEXI Index 5,880 0.32% SHCOMP Index (30,695) 0.56% AEX Index 5,941 0.33% ZA_TSY CREDIT (33,149) 0.60% SX7E Index 5,978 0.33% XAU Comdty (41,262) 0.75% BEL20 Index 6,068 0.33% CH_TSY CREDIT 59,299 1.07% MDT US Equity 6,121 0.34% JP_TSY CREDIT (59,678) 1.08% MAERSKB DC Equity 6,198 0.34% SXDP Index 61,075 1.11% SXSE Index 6,270 0.34% SPX Index 62,272 1.13% ACA FP Equity 6,309 0.35% FR_TSY CREDIT 62,478 1.13% QQQ US Equity 6,322 0.35% AT_TSY CREDIT 64,350 1.16% SXXP Index 6,470 0.35% NL_TSY CREDIT 65,372 1.18% HON US Equity 6,491 0.36% FI_TSY CREDIT 66,540 1.20% DAI GR Equity 6,524 0.36% DE_TSY CREDIT 66,681 1.21% GS US Equity 6,632 0.36% BE_TSY CREDIT 67,610 1.22% SMI Index 6,750 0.37% STBCNZL Index 73,231 1.33% ROG VX Equity 6,810 0.37% \E_TSY CREDIT 78,270 1.42% IT_TSY CREDIT 7,071 0.39% AU_TSY CREDIT (79,133) 1.43% ASE Index 7,203 0.39% MY_TSY CREDIT (92,252) 1.67% BMY US Equity 7,257 0.40% SG_TSY CREDIT (95,749) 1.739% AMGN US Equity 7,412 0.41% CA_TSY CREDIT (97,153) 1.76% MMM US Equity 7,740 0.42% IBEX Index 7,758 0.43% PRU LN Equity 7,847 0.43% NG1 Comdty 7,860 0.43% CMCSK US Equity 7,952 0.44% XLY US Equity 8,147 0.45% SXOP Index 8,155 0.45% HEX Index 8,414 0.46% DAX Index 9,247 0.51% LUXXX Index 9,274 0.51% ES_TSY CREDIT 9,285 0.51% BAC US Equity 9,545 0.52% KFX Index 9,586 0.53% BAYN GR Equity 9,603 0.53% TMO US Equity 9,604 0.53% SXAP Index 10,135 0.56% TYC US Equity 10,749 0.59% BA US Equity 11,362 0.62% MA US Equity 11,529 0.63% EFTA00293379

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XLV US Equity SXIP Index SXMP Index RTY Index NDX Index CELG US Equity SPX Index SXTP Index ISEQ Index SXDP Index 1E_TSY CREDIT STBCNZL Index GILD US Equity papACLong 8 | PAPACShort 2 LEMEAShort PAMER Short 0S | EquityComtong S| | G20Ratestong 8 | | G20RatesShort_ | frotallong 883 | 12,454 12,585 13,204 13,474 13,987 14,106 16,472 22,596 24,317 24,728 28,937 30,832 34,149 0.68% 0.69% 0.72% 0.74% 0.77% 0.77% 0.90% 1.24% 1.33% 1.36% 1.59% 1.69% 1.87% EFTA00293380

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Atorus, LLC 2/18/2014 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 omer 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 T T T T T T . SSP PP PP PP” VP” oe PPP A gh gh Wh a8 T T T T > > PP POS At oe Avs At VN No EFTA00293381

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Atorus, LLC 2/18/2014 Current Gross Notional Risk by Category mAPAC mEMEA m= AMER @ EquityCom ™ G20 Rates Performance Vs. MSCI World Index 1.95 175 iss 135 —— MScIWorld 115 ATORUS 0.95 0.75 + T T T T T T T T T T T “7 a7 vv vv a a > > > > > & SY OH OY OY WY ly SY ogy AAAI ET ARRIETA SPE APE MM A Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling300ayne 1.00% alizedVol 0.80% 0.60% 0.40% 0.20% 0.00% a7 es Ww EFTA00293382

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Atorus, LLC 2/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 0.00 —— eg : ae EFF SEI I EEE SHES HS SS 100 AP A AD AP POO PD PP OPA PG DP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00293383

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Atorus, LLC 2/18/2014 Current Portfolio -Listed Equity Portfolio Current Price ne in vet 30P Realized MT™M nite Exp. @ Cost (in USD) 000270 KS Equity (4,506) 49.54 50.27 1.31% 005380 KS Equity t) 1,799 216.67 218.10 0.02 1.30% 005490 KS Equity (64) (3,392) 275.86 279.28 2.12 0.89% 005930 KS Equity 289 (6,558) 1211.21 1229.04 4.36 1.01% 012330 KS Equity 1,161 5,282 286.84 298.46 17.71 1.24% 1 HK Equity (64) (1,592) 15.17 15.27 6.29 0.64% 1299 HK Equity (102) (2,630) 4.81 4.74 3.59 1.07% 13 HK Equity 1,879 12,243 13.07 13.15 16.48 0.93% 16 HK Equity 176 (9,935) 12.50 12.44 2.88 0.62% 27 HK Equity (2) 123 9.37 9.51 0.74 2.35% 2914 JP Equity uu (4,719) 32.70 32.39 0.17 1.34% 3382 JP Equity 45 3,411 38.32 38.20 1.07 1.23% 4063 JP Equity 98 (4,536) 54.87 55.19 1.81 1.19% 4502 JP Equity (10) 1,933 46.91 46.46 0.63 0.85% 4689 JP Equity (2) 752 6.08 5.99 0.18 1.70% 5 HK Equity (147) (3,773) 10.74 10.60 5.27 0.74% 5108 JP Equity (23) 3,498 36.75 36.11 -0.59 1.13% 5401 JP Equity 74 (3,709) 3.00 2.93 1.36 1.47% 6301 JP Equity (20) (3,515) 20.72 20.75 -0.40 1.41% 6752 JP Equity 1,072 4,145 11.32 11.34 10.04 2.58% 6902 JP Equity 2,568 9,730 52.92 52.43 20.50 1.29% 6954 JP Equity 135 6,393 165.37 160.99 1.20 1.77% 7201 JP Equity (27) (3,743) 9.15 8.91 -0.54 1.31% 7203 JP Equity 4 (2,574) 57.33 57.37 0.11 1.20% 7267 JP Equity (46) (3,471) 37.11 36.81 “1.13 1.17% 762 HK Equity 231 (4,155) 1.33 1.35 5.05 1.10% 7751 JP Equity 381 (6,865) 29.97 29.69 5.96 0.93% 8031 JP Equity (204) (2,695) 15.33 14.98 6.35 1.19% 8058 JP Equity - 612 19.43 19.03 0.00 1.15% 8306 JP Equity 16 (3,210) 6.04 5.84 0.41 1.25% 8316 JP Equity 34 (2,955) 46.87 45.76 0.80 1.41% 8411 JP Equity (118) 3,774 241 2.05 -2.29 1.36% 8604 JP Equity 27 (2,508) 6.92 6.71 0.78 1.41% 8801 JP Equity 68 (1,911) 31.09 30.23 2.27 1.56% 8802 JP Equity 69 (3,308) 24.45 24.21 151 1.38% 9020 JP Equity 154 (3,967) 74.03 74.53 3.71 1.04% 941 HK Equity 853 (11,130) 9.49 9.48 11.15 0.69% 9432 JP Equity 210 6,077 54.75 55.03 2.62 1.32% 9433 JP Equity 2,928 9,476 55.36 55.15 21.57 1.43% 9437 JP Equity (145) (5,749) 16.10 16.11 2.42 1.04% 9983 JP Equity (193) 3,177 350.53 346.69 -3.63 1.67% EFTA00293384

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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 AGL SJ 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 2,076 774 607 121 330 324 (2) (402) (394) 6,168 110 591 62 23 (581) 1,281 10 4,619 3,116 2,338 7,084 937 3,365 (10) (28) 2,496 4,610 4,045 4,408 11,147 9,716 (193) 1,142 (197) (275) 9,435 22 973 915 (185) 1,262 47 (234) 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 1,522 4,097 (2,109) (2,087) 5,408 3,677 9,052 1,193 3,463 (4,054) 6,808 1,683 4,012 6,526 7,550 5,742 22,886 10,655 14,103 794 (6,870) (5,635) 10,373 12,676 11,669 12,432 17,951 10,884 5,295 7,333 (5,600) (8,047) 11,757 (797) (6,743) (7,252) (4,014) 5,723 (6,644) 6,397 75.23 548.17 25.23 25.13 $1.33 6.80 6.81 101.58 39.00 20.38 20.39 14.81 97.34 82.48 76.31 63.03 25.91 125.57 135.02 49.80 72.60 177.65 177.68 125.09 83.23 352.30 28.54 83.26 82.99 88.79 68.14 68.01 68.13 130.38 16.56 4.33 113.29 52.10 69.34 139.23 8.50 11.11 11.12 65.01 12.25 42.99 17.56 74.38 543.49 25.34 25.28 50.61 6.92 6.95 100.69 38.85 20.44 20.45 14.63 96.68 82.07 76.12 63.06 25.99 124.49 136.74 48.68 72.53 177.50 177.49 123.73 83.00 356.30 28.17 82.86 81.36 88.78 67.92 67.87 67.67 129.42 16.70 4.25 112.45 50.80 69.11 138.13 8.63 11.09 11.14 63.24 12.32 42.87 17.07 47.16 4.67 7.08 6.53 2.09 3.06 3.53 0.36 0.06 11.76 11.72 80.22 4.38 7.88 6.68 1.00 10.16 15.83 0.75 0.03 63.19 42.70 43.50 31.12 10.88 18.12 0.00 -0.15 -0.58 23.66 36.63 35.08 34.84 54.17 97.32 2.93 17.72 3.68 6.14 82.11 1.68 11.35 11.21 4.33 17.18 1.05 2.90 1.57% 1.04% 1.05% 1.07% 1.08% 1.49% 1.33% 0.92% 0.83% 1.62% 1.61% 1.42% 0.69% 0.83% 0.78% 0.65% 1.41% 1.19% 0.75% 0.94% 1.12% 0.97% 0.94% 0.99% 0.81% 1.32% 0.89% 0.95% 0.84% 1.02% 0.99% 0.99% 1.02% 1.15% 0.92% 1.24% 0.88% 0.95% 0.56% 0.98% 1.64% 1.27% 1.13% 1.07% 1.28% 0.68% 1.26% EFTA00293385

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BEN US Equity 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 CL US 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 55 (101) 1 19 361 (196) 127 (191) 978 7,074 85 1,652 (199) 496 1,643 12 95 (1) 393 1,084 402 949 13,966 1,154 18 5,559 7,925 1,247 1,234 417 155 12 186 762 215 2,795 (179) 859 1,189 (57) 4,618 (3,003) 1,570 2,162 1,066 (3,561) 1,539 1,171 (3,958) 941 5,076 13,669 (3,684) 5,498 (3,682) 8,446 941 (8,171) 1,560 2,976 1,229 1,959 10,300 2,411 1,267 7,821 15,111 1,675 18,685 2,706 17,408 18,900 12,873 3,653 12,425 6,077 (7,980) 2,726 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (6,322) 53.44 18.18 35.00 70.07 333.21 32.41 31.80 305.30 32.42 65.52 115.71 54.67 69.05 79.88 57.92 8.23 114.73 4.86 101.06 31.47 49.58 36.11 96.50 67.31 66.10 39.91 165.38 98.90 62.37 81.91 53.55 51.52 56.00 35.69 56.03 72.65 65.42 115.42 #N/AN/A 71.29 63.38 27.34 22.44 27.33 25.89 70.32 113.18 52.71 17.94 34.04 68.40 329.19 31.92 31.81 303.93 31.69 64.97 117.62 54.19 68.91 80.34 57.73 8.13 114.78 4.94 101.26 31.28 49.57 36.61 96.41 68.53 65.00 40.60 164.59 99.62 62.63 81.49 53.63 51.47 56.35 35.28 56.39 72.33 65.35 115.97 #N/AN/A 71.00 62.85 27.44 22.57 27.49 25.96 69.98 113.01 1.26 -2.42 0.74 0.93 23.14 471 4.50 11.69 474 0.00 25.33 39.94 2.53 25.08 6.45 9.09 0.00 12.39 0.83 3.00 0.05 20.60 10.14 0.13 24.85 12.21 70.06 0.21 10.41 1.09 34.65 47.55 12.22 2.26 12.59 8.24 2.91 0.57 25.05 13.27 8.10 42.10 -3.99 8.93 13.99 15.54 1.21 0.95% 1.39% 0.93% 0.94% 1.46% 1.16% 0.86% 0.93% 1.02% 0.68% 0.76% 1.30% 0.91% 1.20% 0.84% 0.65% 0.61% 1.62% 0.90% 1.06% 1.20% 0.97% 1.04% 0.72% 1.28% 0.99% 1.32% 1.30% 0.59% 0.60% 0.92% 0.88% 0.79% 0.82% 0.79% 0.83% 0.67% 0.80% 0.30% 0.91% 1.29% 0.99% 0.90% 1.08% 0.68% 0.74% 0.74% EFTA00293386

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D US Equity 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 FDX US Equity FOX US Equity FOXA US Equity FP FP Equity G IM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity 2,175 6,579 211 2,236 3,757 20 14 3,947 (40) 4,280 1,543 (75) 1,224 1,940 151 4,845 1,812 (228) 16 161 71 5,757 197 124 (269) 1,275 (189) 1,257 714 161 1,442 (96) 1,379 (163) 576 161 413 2,465 33,051 171 1,008 (264) 2,085 12,109 13,908 4,052 12,305 8,377 8,122 6,715 9,889 (1,078) 14,097 9,908 3,650 9,129 6,446 547 13,640 9,349 (8,822) 6,359 5,059 3,983 9,189 8,839 2,174 (7,004) 6,725 (3,384) 2,606 5,573 9,800 4,975 9,815 3,006 (3,621) 2,610 (2,387) 5,338 2,116 1,952 4,762 4,115 16,425 13,861 7,619 3,248 (2,614) 11,376 70.97 91.38 49.41 64.80 91.44 85.06 #N/AN/A 72.30 31.22 76.03 79.69 80.71 17.72 46.69 36.50 16.79 72.74 71.76 62.85 55.15 103.33 38.22 25.44 63.98 43.38 5.06 23.66 19.19 179.25 66.72 12.57 76.94 72.47 15.40 66.88 33.74 133.23 32.15 33.02 61.03 23.05 25.75 83.22 49.65 64.69 5.75 19.10 70.71 91.63 49.04 64.35 91.55 85.86 #N/AN/A 71.83 30.64 76.35 79.01 80.32 17.75 46.62 36.02 16.56 71.99 71.40 61.93 54.64 102.96 38.13 25.43 64.58 43.29 5.05 23.52 18.97 176.46 66.69 12.59 76.49 72.54 15.21 67.15 33.73 134.00 31.81 32.50 60.66 22.85 25.67 81.31 49.67 64.87 5.65 19.14 23.16 45.75 4.04 20.06 38.45 0.36 2.65 48.96 -3.19 41.93 14.89 1.81 18.46 25.48 34.58 36.44 25.39 4.60 0.32 2.80 2.41 67.05 2.49 8.32 -7.40 18.52 7.28 1.87 23.23 10.90 3.71 21.39 2.90 “2.44 34.33 5.54 12.82 0.16 0.12 4.86 10.85 17.48 169.93 3.73 20.22 8.10 15.57 0.78% 1.03% 1.29% 0.91% 1.17% 0.66% 0.08% 0.82% 1.18% 0.72% 1.05% 1.14% 0.73% 1.18% 0.80% 0.97% 0.76% 0.56% 0.80% 1.14% 0.74% 0.93% 0.89% 0.68% 0.52% 1.02% 0.77% 0.90% 0.97% 0.67% 0.87% 0.69% 1.01% 1.09% 1.54% 1.24% 0.84% 0.96% 1.09% 0.70% 0.92% 0.86% 1.40% 0.60% 1.53% 1.24% 1.18% EFTA00293387

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GM US Equity 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 MEC CN Equity MHS US Equity MMM US Equity 682 4,963 6,480 362 39 682 2,230 653 6,518 1,324 (64) 1,050 52 836 3,033 282 199 2,208 (47) 4,297 4,249 936 230 277 (29) 119 229 3,637 (100) 652 (111) 2,040 965 11,298 6,161 33 (60) 152 2,552 6,476 1,002 4,440 1,755 7,627 2,560 12,428 13,671 4,319 2,561 4,093 13,333 6,110 11,930 6,297 (1,445) 6,918 (8,393) 10,924 9,784 5,555 (5,909) (6,366) 14,011 (2,635) 9,883 12,630 8,516 7,934 (6,752) (6,962) 2,272 1,975 5,314 7,073 (4,787) 2,016 (364) (3,490) 6,808 2,297 17,711 14,148 2,801 (6,973) 1,762 13,641 20,811 7,556 8,003 13,962 21,331 36.24 1208.32 164.81 28.19 23.89 53.95 77.54 44.29 94.34 29.78 10.88 6.34 183.46 39.80 24.71 3.04 13.04 13.12 79.59 145.62 49.15 92.29 58.39 109.62 33.79 37.49 86.70 85.51 203.73 1.37 55.03 162.86 189.16 46.99 80.63 84.97 77.65 11810.21 186.43 96.16 177.50 34.18 55.94 50.84 19.43 #N/AN/A 132.05 35.80 1200.31 163.58 27.86 23.77 53.65 77.82 45.15 94.48 30.00 10.68 6.31 183.60 38.70 24.64 2.95 13.15 13.17 78.52 152.35 48.96 92.63 58.03 109.79 33.73 38.75 83.85 82.73 203.88 1.35 54.07 162.12 188.10 47.14 79.71 84.20 77.10 11788.91 184.27 95.69 175.73 34.05 56.67 50.25 19.24 #N/AN/A 131.54 22.99 42.23 67.31 6.77 2.14 18.59 32.65 12.09 89.66 19.14 1.88 23.16 0.80 6.11 4.11 42.67 3.53 2.47 26.42 -2.51 39.84 42.93 13.68 4.37 6.25 0.33 1.65 7.99 5.52 43.84 -2.57 31.74 1.39 3.86 20.66 36.93 53.03 36.89 1.08 1.65 7.56 23.26 33.17 12.20 52.97 11.02 50.01 1.16% 0.95% 0.70% 1.24% 0.72% 0.90% 0.51% 0.88% 0.61% 1.10% 2.34% 0.66% 0.78% 1.25% 0.85% 1.28% 1.35% 1.27% 0.60% 0.70% 1.09% 0.78% 0.80% 0.67% 0.66% 0.65% 0.78% 0.75% 0.78% 1.17% 0.81% 1.02% 1.68% 0.82% 1.45% 1.14% 1.20% 1.18% 1.11% 0.52% 1.14% 0.80% 0.94% 1.09% 1.05% 1.14% 0.71% EFTA00293388

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MO US Equity 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 (12) 401 (188) 1,255 129 571 703 2,759 4,135 2,348 574 1,821 778 3,652 5,406 954 1,457 4,216 5,036 57 1,058 325 1,026 3,087 (77) 357 373 4,832 108 2,015 635 632 (81) (80) 7,559 418 1,011 2,329 1,746 6,175 (44) (98) 3,964 11,917 (4,472) 9,350 1,649 7,177 7,535 1,719 (5,096) 14,649 (7,392) 9,821 11,416 2,940 4,498 1,817 18,291 7,721 9,590 15,510 (5,180) 2,001 2,960 7,418 2,453 (2,814) (2,795) 3,043 13,710 2,342 (2,923) (3,123) 21,828 4,762 11,244 (10,166) 7,645 (1,195) (1,120) 10,521 8,031 6,030 16,099 12,547 19,920 (3,454) (3,677) 35.55 109.85 47.87 55.71 29.66 37.53 216.86 31.56 10.27 93.47 24.07 73.94 13.73 75.27 7.30 76.10 82.67 43.63 91.14 82.75 0.10 167.31 12.78 37.97 96.00 11.27 12.01 1298.35 258.94 78.10 5.64 5.99 31.93 78.05 36.32 80.41 81.70 33.61 33.59 22.29 166.34 75.92 129.74 75.85 90.19 48.06 72.41 35.49 109.58 47.77 55.35 29.73 37.59 215.86 30.76 10.06 93.11 23.85 73.71 13.58 74.95 7.18 76.23 82.66 43.91 92.73 82.76 0.12 168.23 12.61 38.06 95.29 11.49 12.26 1278.28 260.30 78.64 5.75 6.12 31.88 79.08 35.88 80.13 81.51 33.71 33.70 21.93 165.41 75.49 129.69 76.13 89.68 48.11 71.32 -0.43 4.01 3.71 14.03 7.54 7.69 14.15 0.36 25.48 39.71 17.59 6.70 22.78 32.43 58.86 0.42 43.31 10.76 13.04 41.36 24.75 0.12 1.92 20.31 2.96 9.12 7.89 28.37 24.87 5.19 8.90 8.63 28.43 2.97 22.92 7.36 9.00 5.89 6.02 56.81 8.30 17.13 19.74 18.02 46.93 -2.09 3.47 0.73% 0.84% 1.13% 0.96% 1.04% 1.03% 0.66% 0.82% 2.12% 0.71% 1.81% 0.87% 0.70% 0.82% 1.38% 0.76% 0.68% 1.15% 1.17% 0.66% 3.93% 1.15% 1.00% 0.70% 0.83% 1.49% 1.47% 1.19% 0.91% 0.63% 1.37% 1.38% 0.78% 0.76% 0.78% 0.85% 0.92% 1.16% 1.19% 1.26% 0.63% 0.98% 0.73% 0.77% 0.66% 0.61% 0.77% EFTA00293389

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RDS/B US Equity 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 72 127 (115) 132 481 158 431 428 6,387 (0) (59) 541 459 (122) (144) 2,159 1,514 1,199 871 323 (113) (124) 1,510 184 (157) 177 (132) 605 (124) 285 (63) 1,239 2,774 159 107 9,639 259 (233) (117) 294 3,994 4,065 (4,359) 3,982 4,722 4,788 4,819 4,934 17,035 1,941 (1,472) (6,174) 7,256 5,315 5,241 7,101 647 7,778 11,259 8,908 6,528 (7,260) (7,210) (2,260) 9,709 (5,283) 5,200 3,457 (4,100) 4,283 (3,345) 5,950 (3,587) (8,522) 1,892 (3,477) 818 (10,717) 9,492 4,525 1,785 (5,170) 10,218 2,896 (6,953) (3,686) (7,398) 77.84 36.04 36.01 38.75 331.56 63.67 59.38 59.71 297.85 65.30 46.63 100.76 8.95 8.98 80.45 80.37 74.30 55.91 130.30 130.69 90.37 609.82 42.55 159.47 93.76 22.03 26.44 68.18 33.43 87.07 33.41 26.95 370.21 32.83 45.10 15.48 15.45 56.44 60.13 4.72 7.59 116.37 123.36 61.01 45.43 84.36 5.49 76.39 35.59 35.56 38.32 322.14 61.42 58.66 58.73 292.56 64.86 46.12 99.89 8.97 8.99 79.64 79.95 74.80 56.21 130.11 130.26 90.61 615.87 42.39 159.77 92.60 21.52 25.98 68.62 33.55 86.19 33.52 27.22 361.58 33.16 44.86 15.52 15.47 56.22 59.84 4.68 7.62 115.42 123.57 60.84 45.22 83.65 5.43 2.24 3.53 3.13 3.67 5.91 3.82 7.17 6.06 47.33 0.02 4.70 441 8.09 7.05 3.06 2.36 0.00 31.97 17.84 17.51 16.52 4.78 3.00 -7.23 17.47 2.68 3.21 0.02 5.39 443 5.65 11.63 3.50 4.18 0.54 2.24 0.19 14.47 34.42 5.21 0.49 2.88 100.16 10.75 5.53 4.28 5.38 0.81% 0.89% 0.84% 0.91% 1.72% 0.86% 1.25% 1.43% 0.79% 0.73% 0.85% 0.83% 0.92% 1.23% 0.76% 0.86% 1.09% 0.87% 0.75% 0.77% 0.81% 0.93% 0.52% 0.76% 0.89% 1.30% 0.93% 1.08% 0.71% 0.93% 0.70% 0.87% 0.99% 0.80% 0.55% 0.81% 0.97% 0.80% 0.85% 0.68% 0.78% 0.72% 0.94% 0.83% 0.61% 0.74% 0.74% EFTA00293390

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TWC US Equity TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV FP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTIUS Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity 1,096 3,103 10,485 403 375 2,531 1,390 1,097 3,191 2,424 5,806 7,115 116 146 3,908 184 1,253 1,161 1,407 819 945 521 220 192 31 2,286 1,810 37 (188) 370 320 248 Current Portfolio - Global Macro Portfolio SPX Index NDX Index RTY Index MTM Gain/(Loss) 16,381 13,731 12,910 4,834 1,665 12,205 24,080 5,222 5,158 5,391 (4,933) (6,295) 10,037 9,767 14,806 14,238 15,190 7,870 (3,908) (4,586) 6,364 2,437 4,244 7,591 7,517 6,826 1,611 1,880 5,134 (7,247) (6,121) 1,820 2,564 10,067 10,369 4,005 (8,665) 10,902 (2,238) 1,282 5,221 6,394 Exp. @ Cost 62,272 46,686 39,938 145.15 65.45 43.86 42.19 21.05 21.01 8.19 40.09 38.70 74.10 178.16 96.53 40.76 113.71 226.65 14.62 14.60 85.69 28.26 95.68 3.72 37.16 276.18 145.91 144.83 96.14 38.97 45.91 29.69 39.28 46.17 88.10 75.25 32.20 94.01 HN/AN/A 38.36 73.43 303.13 1457.39 2843.20 877.75 145.84 30.43 65.41 0.56 43.81 30.32 41.87 62.87 20.86 7.23 20.93 8.19 8.20 29.93 39.29 0.01 37.94 0.56 72.96 15.41 179.59 14.53 97.08 36.70 40.62 25.86 113.41 51.64 225.50 98.47 14.63 2.09 14.56 2.38 85.49 62.94 27.97 9.52 95.24 6.81 3.66 19.20 36.51 18.47 275.90 19.32 140.23 33.46 140.06 37.02 95.73 18.96 39.11 3.26 46.61 4.24 29.48 0.70 39.39 1.60 46.09 34.13 87.28 17.05 75.77 1.65 31.98 -3.15 93.55 4.80 #N/AN/A 0.04 38.27 18.01 73.50 0.86 303.25 5.58 Current Price} P/Lin Vol (in USD) Days 1,840.76 39.57 3,679.43 35.39 1,161.48 36.17 0.74% 0.83% 0.84% 0.69% 1.07% 0.89% 1.57% 0.92% 0.95% 0.90% 0.77% 0.59% 0.66% 0.74% 0.92% 1.42% 1.34% 0.98% 0.79% 1.34% 0.86% 0.84% 1.07% 1.52% 1.36% 0.54% 0.93% 0.74% 0.93% 0.74% 0.67% 1.02% 0.56% 0.69% 0.71% 2.26% 1.38% 1.06% 0.69% 30P Realized Vol 0.66% 0.83% 0.89% EFTA00293391

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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 9,429 (26,146) (22,524) (4,458) 39,963 36,674 13,989 38,422 43,402 23,580 24,289 40,099 35,416 42,240 41,743 39,715 38,048 40,933 21,206 28,102 17,693 22,138 (11,305) 2,925 (16,223) 7,618 (5,983) (27,718) (12,401) 7,582 73,231 (6,119) (1,667) 14,269 (1,151) 13,610 6,361 12,860 16,147 7,329 20,539 4,209 14,930 24,346 43,407 28,526 47,032 12784.31 3125.74 21309.27 737.42 10470.07 10653.60 5497.28 11439.25 8241.19 22977.52 8169.09 4290.19 6.57 489.61 3612.63 1672.37 101.38 8594.25 187.80 3251.29 1246.17 84.92 41.57 3919.68 333.33 130.84 2827.66 343.48 1.77 4837.69 445.00 40.38 64.10 185.02 40.68 15.60 38.25 30.82 38.17 41.14 46.78 84.39 37.60 39.23 403.78 520.17 373.98 12,860.84 3,055.62 19,501.07 784.32 11,347.32 13,286.06 5,956.46 13,812.73 9,477.62 28,166.17 9,941.16 6,821.34 7.68 552.39 4,107.33 2,042.07 126.22 10,263.98 204.89 3,658.81 1,753.55 90.67 42.46 3,919.68 331.97 144.98 2,912.70 349.26 1.83 4,874.57 631.60 39.29 67.67 246.52 41.00 21.68 40.42 36.09 51.33 41.60 65.25 86.42 46.15 58.75 460.21 705.13 410.54 1.06 2.34 6.87 2.84 13.64 35.85 12.87 22.58 28.58 28.30 21.20 81.29 27.01 21.43 25.10 32.75 31.05 25.47 13.65 13.91 28.42 9.80 244 0.00 0.49 8.38 3.56 2.24 479 1.07 79.20 2.68 9.74 37.79 4.34 48.83 9.32 24.16 43.19 1.86 49.27 2.99 28.32 60.32 24.85 38.40 15.13 0.57% 0.96% 1.24% 2.24% 0.61% 0.69% 0.65% 0.92% 0.53% 0.80% 1.02% 0.73% 0.62% 0.60% 0.55% 0.67% 0.79% 0.76% 0.67% 0.90% 1.43% 0.69% 0.88% 0.85% 0.82% 1.29% 0.84% 0.75% 0.74% 0.71% 0.53% 1.00% 0.57% 0.88% 0.18% 0.80% 0.61% 0.71% 0.80% 0.60% 0.80% 0.81% 0.80% 0.83% 0.56% 0.93% 0.65% EFTA00293392

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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 SXS5E 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 4,368 12,382 4,842 127 24,208 3,356 2,303 8,105 12,741 21,987 5,851 6,102 (411) 1,125 (41) 497 6,375 3,774 2,292 (7) 6,146 76 879 462 1,916 a8 2,091 2,894 2,112 2,440 1,736 28,255 6,367 2,015 8,794 1,960 (239) 790 1,881 (407) 2,647 672 32,231 21,794 28,923 28,384 10,383 61,075 25,840 14,885 40,520 9,092 21,794 35,766 39,247 17,757 38,482 (26,779) (20,150) (24,622) 23,341 16,608 (41,262) 53,418 3,447 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 64,350 67,610 66,540 62,478 66,681 78,270 54,111 65,372 50,187 51,087 (27,378) 22,143 (33,149) (16,910) 59,299 31,846 351.19 442.37 223.40 484.04 659.85 612.86 920.19 338.56 380.67 798.95 431.70 263.61 173.76 158.27 3700.91 4890.69 23.23 110.28 100.29 4.01 113.19 220.48 771.56 1273.47 209.85 1455.25 817.39 167.64 218.88 354.69 476.38 347.94 1671.37 1241.72 339.08 1631.47 1325.22 395.55 705.53 335.75 422.75 83.49 451.77 1005.15 1575.10 398.78 453.74 319.04 566.61 667.92 855.79 1,039.71 390.94 456.81 804.90 442.41 357.52 271.11 210.42 4,287.73 4,965.66 21.93 110.46 102.43 5.55 102.84 229.93 769.89 1,192.90 208.69 1,439.08 811.06 164.16 218.68 366.22 496.77 358.98 1,736.65 1,274.05 461.49 1,823.45 1,366.06 464.86 732.60 338.68 437.84 78.75 462.65 1,050.02 1,608.34 21.65 3.94 54.34 26.04 1.72 66.72 17.96 23.00 25.63 0.88 4.28 54.60 85.59 26.52 23.27 3.15 5.24 -0.30 2.71 10.42 14.18 42.56 “144 16.91 0.95 2.27 1.95 8.76 0.38 10.66 14.52 10.66 13.03 8.47 115.12 39.21 10.45 56.92 11.78 “1.87 7.04 5.95 6.92 12.38 6.28 0.63% 0.65% 0.79% 0.65% 0.71% 0.59% 0.72% 0.67% 0.78% 0.85% 0.58% 0.65% 0.65% 1.24% 0.68% 0.49% 1.07% 0.55% 0.78% 3.68% 0.64% 0.10% 0.15% 0.37% 0.58% 0.49% 0.40% 0.24% 0.24% 0.31% 0.29% 0.30% 0.30% 0.31% 0.31% 0.30% 0.30% 0.31% 0.33% 0.47% 0.51% 0.95% 0.35% 0.36% 0.34% EFTA00293393