Atorus, LLC 2/19/2014 : Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: hange on Day: | _-0.37% MSCI World Change on Day 39.38% 80.81% (1,199,730) Net Exposure: 3,189,803 Current No. of Positions: Starting Capital: ,000, Current NAV: 1,808,123 S Re x 8 8 8 2 i— > Current Leverage (Gross Exposures): 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: Historically 2.25X - 3.25X, depending on measurement interval - 50% historically We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T Vv Vv Vv Vv Vv Vv > “e) > >» > » » Se SS OM BP OM OP OM OM Pa a a a PHP A PF HP AP’ oP A’ EFTA00293394

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Atorus, LLC 2/19/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 53 Positions CO1 Comdty (24,622) 0.44% SX7E Index 5,898 0.33% MEXBOL Index (26,146) 0.47% AEX Index 5,925 0.33% NO_TSY CREDIT (27,378) 0.49% EDF FP Equity 5,931 0.33% SHCOMP Index (30,695) 0.55% UTX US Equity 5,967 0.33% ZA_TSY CREDIT (33,149) 0.59% MAERSKB DC Equity 6,227 0.34% XAU Comdty (41,262) 0.74% QQQ US Equity 6,229 0.34% CH_TSY CREDIT 59,299 1.06% SXSE Index 6,312 0.35% JP_TSY CREDIT (59,678) 1.07% BEL20 Index 6,358 0.35% SXDP Index 61,075 1.09% HON US Equity 6,396 0.35% SPX Index 62,272 1.11% MDT US Equity 6,440 0.36% FR_TSY CREDIT 62,478 1.12% DAI GR Equity 6,467 0.36% AT_TSY CREDIT 64,350 1.15% CA_TSY CREDIT 6,511 0.36% NL_TSY CREDIT 65,372 1.17% SXXP Index 6,513 0.36% FI_TSY CREDIT 66,540 1.19% ACA FP Equity 6,548 0.36% DE_TSY CREDIT 66,681 1.19% GS US Equity 6,610 0.37% BE_TSY CREDIT 67,610 1.21% SMI Index 6,768 0.37% STBCNZL Index 73,231 1.31% ROG VX Equity 6,837 0.38% IE_TSY CREDIT 78,270 1.40% ASE Index 6,840 0.38% AU_TSY CREDIT (79,133) 1.42% IT_TSY CREDIT 6,990 0.39% MY_TSY CREDIT (92,252) 1.65% BMY US Equity 7,011 0.39% SG_TSY CREDIT (95,749) 1.71% AMGN US Equity 7,083 0.39% CA_TSY CREDIT (97,153) 1.74% CMCSK US Equity 7,320 0.40% MMM US Equity 7,629 0.42% IBEX Index 7,802 0.43% PRU LN Equity 7,913 0.44% XLY US Equity 7,914 0.44% SXOP Index 8,269 0.46% HEX Index 8,498 0.47% ES_TSY CREDIT 9,219 0.51% BAC US Equity 9,240 0.51% DAX Index 9,241 0.51% LUXXX Index 9,483 0.52% TMO US Equity 9,512 0.53% BAYN GR Equity 9,667 0.53% KFX Index 10,009 0.55% SXAP Index 10,050 0.56% NG1 Comdty 10,496 0.58% TYC US Equity 10,530 0.58% BA US Equity 11,138 0.62% MAUS Equity 11,386 0.63% EFTA00293395

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XLV US Equity SXIP Index RTY Index SXMP Index NDX Index CELG US Equity SPX Index SXTP Index ISEQ Index SXDP Index IE_TSY CREDIT STBCNZL Index GILD US Equity Lategor) pAPACLong 88 | PAPACShort 2 | LEMEAShort PAMERShort ST | EquityComtong 8 | EquityCom Short Pt | G20Ratestong 8 | | G20RatesShort | rotaltong 8 12,228 12,517 12,903 13,269 13,549 13,832 15,958 22,217 24,536 24,608 29,063 30,832 34,081 0.68% 0.69% 0.71% 0.73% 0.75% 0.77% 0.88% 1.23% 1.36% 1.36% 1.61% 1.71% 1.88% EFTA00293396

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Atorus, LLC 2/19/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 } 4,000,000 1,500,000 3,000,000 APAC + 2,000,000 EMEA — AMER —= EquityCom G20 Rates omen NexEposure RHS- es | % + “Y Y op ia + Y SS BP ow ww (000 tsbooo0) > de ~~ N\__95) 9 (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 en AP AC ee EMEA 1,000,000 AMER ——Equitycom oom G20 Rates os YS MHP PP PS HH gg Hg? 8” 9” 8” 8 PF PF GP eh awh gh Kh gh A gh 50 Ce y . s se EFTA00293397

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Atorus, LLC 2/19/2014 Current Gross Notional Risk by Category 229,649 580,327 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 T 7 Vv 7 Vv Vv v > > ‘) “ > > & oy SY’ SY’ sy SY SY SY Sy Sy Sy’ Sy oY Sy vy iv iv vy 7 ir 7 iv 17 vy PEPE GH APH PH WE PE VN WE gh Ph Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 1.00% atzedvol 0.80% 0.60% 0.40% 0.00% T T T T Ym oe FY DY SP BS” Ah” vf EFTA00293398

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Atorus, LLC 2/19/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 20.00 10.00 7 EFL MEIE ESE BE OSS 10 A AO OO PD SO SOA GS GOP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | sass MTM Gains(Losses) % of NAV "Signficant™ EFTA00293399

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Atorus, LLC 2/19/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol 210 4.09 000270 KS Equity (4,506) 49.21 50.27 1.14% 005380 KS Equity (43) 1,439 211.50 218.10 -2.31 1.30% 005490 KS Equity 4 (2,544) 273.67 279.28 0.19 0.86% 005930 KS Equity 401 (6,558) 1,206.91 1,229.04 6.95 0.88% 012330 KS Equity 822 5,282 282.78 298.46 12.73 1.22% 1 HK Equity 10 1,855 15.33 15.27 0.80 0.66% 1299 HK Equity 25 2,051 4.88 4.74 1.17 1.05% 13 HK Equity 1,802 12,243 13.08 13.15 16.72 0.88% 16 HK Equity 22 (9,935) 12.63 12.44 0.37 0.60% 27 HK Equity (6) 123 9.20 9.51 -2.07 2.38% 2914 JP Equity (36) (4,719) 32.72 32.39 -0.59 1.30% 3382 JP Equity 90 3,411 38.70 38.20 2.08 1.27% 4063 JP Equity 117 (4,536) 54.95 55.19 2.01 1.28% 4502 JP Equity 28 2,102 47.31 46.46 1.96 0.68% 4689 JP Equity 6 941 6.07 5.99 0.36 1.70% 5 HK Equity (257) (3,773) 10.89 10.60 -8.95 0.76% 5108 JP Equity (36) 3,498 35.98 36.11 -0.83 1.25% 5401 JP Equity (9) (3,709) 2.99 2.93 0.16 1.49% 6301 JP Equity (19) (3,515) 20.75 20.75 -0.40 1.36% 6752 JP Equity 1,022 4,145 11.23 11.34 9.39 2.62% 6902 JP Equity 2,582 9,730 52.48 52.43 20.66 1.28% 6954 JP Equity 336 6,393 165.93 160.99 2.97 1.77% 7201 JP Equity (116) (3,743) 9.12 8.91 -2.40 1.29% 7203 JP Equity (17) (3,073) 57.75 57.37 0.43 1.25% 7267 JP Equity (37) (4,885) 36.70 36.81 -0.60 1.24% 762 HK Equity 309 (4,155) 1.33 1.35 7.36 1.01% 7751 JP Equity 148 (6,865) 30.76 29.69 2.08 1.04% 8031 JP Equity 2 1,220 15.38 14.98 0.12 1.16% 8058 JP Equity 23 2,407 19.47 19.03 0.85 1.12% 8306 JP Equity (65) (1,926) 6.07 5.84 2.53 1.33% 8316 JP Equity (36) (1,773) 47.23 45.76 -1.32 1.55% 8411 JP Equity 23 3,774 2.13 2.05 0.45 1.33% 8604 JP Equity (62) (3,003) 6.91 6.71 -1.40 1.48% 8801 JP Equity (51) (2,516) 31.72 30.23 “1.27 1.60% 8802 JP Equity (26) (3,308) 24.92 24.21 0.54 1.44% 9020 JP Equity 169 (3,967) 74.22 74.53 3.87 1.10% 941 HK Equity 854 (11,130) 9.48 9.48 12.42 0.62% 9432 JP Equity 258 6,077 55.45 55.03 2.99 1.42% 9433 JP Equity 3,109 9,476 55.96 55.15 20.85 1.57% 9437 JP Equity (195) (5,749) 16.24 16.11 3.14 1.08% 9983 JP Equity (168) 3,177 349.55 346.69 -3.19 1.66% EFTA00293400

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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 2,121 325 803 651 202 538 530 18 (484) (475) 6,548 134 735 67 14 1,379 (15) 83 4,617 3,134 2,349 7,083 1,068 3,008 21 (156) (190) 2,617 4,262 3,659 4,041 11,138 9,240 (131) 1,224 10 (325) 9,667 118 941 (157) 1,191 (218) 138 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 3,833 4,097 (2,812) (2,783) 5,408 3,677 9,052 1,193 4,556 7,058 3,793 4,012 6,526 7,550 5,742 22,886 10,655 14,103 2,461 (6,870) (5,635) 10,373 12,676 11,669 12,432 17,951 10,884 5,295 7,333 2,109 (8,047) 11,757 (1,954) (6,743) (7,252) (2,007) 5,723 (6,644) 6,397 4,618 75.06 539.62 25.41 25.40 $1.37 6.71 6.73 101.28 39.03 20.13 20.14 15.11 97.27 83.30 76.45 62.93 125.99 135.18 49.67 72.52 177.80 177.74 123.73 83.94 349.01 28.71 84.61 83.70 89.62 66.55 66.20 66.19 129.38 16.31 4.30 113.53 52.18 69.52 139.64 8.18 11.15 11.08 65.19 12.20 42.81 17.12 53.64 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 48.01 3.94 7.58 6.86 3.77 5.06 5.90 0.20 0.57 -10.68 -10.47 96.24 5.31 9.64 8.07 0.52 16.87 -0.56 2.05 67.22 45.99 46.65 30.21 12.29 16.34 0.92 2.26 3.66 24.95 32.69 29.80 29.33 54.02 98.36 -2.06 21.38 0.49 7.14 86.39 3.56 11.09 11.95 6.93 19.46 1.29 “2.47 3.06 1.58% 1.05% 1.02% 1.09% 1.01% 147% 1.30% 0.93% 0.76% 1.61% 1.63% 1.26% 0.68% 0.84% 0.70% 0.59% 1.16% 0.69% 1.01% 1.05% 0.90% 0.88% 1.02% 0.82% 1.31% 0.92% 1.00% 0.92% 1.01% 1.03% 1.05% 1.11% 1.15% 0.86% 1.20% 0.78% 0.99% 0.57% 0.95% 1.69% 1.26% 1.09% 1.13% 1.07% 0.65% 1.38% 0.98% EFTA00293401

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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 (153) 72 (236) 127 (317) 915 7,011 45 1,617 (7) 674 (13) 1,830 115 (32) 330 1,135 (12) 426 13,832 (11) 882 4,902 7,320 1,090 258 1,059 354 144 (19) 186 778 230 2,730 (136) 810 1,075 1,254 (137) 2,249 (3,003) 3,466 3,331 1,066 (3,561) 1,539 1,171 (3,958) 2,957 5,076 13,669 (3,684) 5,498 1,777 8,784 2,995 (8,171) 3,126 2,976 2,436 1,959 10,300 5,315 1,267 7,821 15,111 2,756 18,685 4,158 17,408 18,900 12,873 4,873 12,425 6,077 (7,980) 4,526 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (7,260) 12,109 18.24 35.01 70.24 330.93 32.26 31.43 303.95 32.65 65.24 116.41 54.03 69.67 79.95 57.46 8.29 114.04 4.80 101.35 31.48 48.72 35.63 96.84 67.69 65.96 39.39 163.83 98.93 61.78 81.27 52.09 $0.31 55.73 36.90 55.67 71.62 65.44 114.81 #N/A N/A 71.15 63.26 27.25 22.38 27.35 25.75 70.38 114.27 71.08 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 HN/AN/A 71.00 62.85 27.44 22.57 27.49 25.96 69.98 113.01 3.63 2.21 2.43 23.71 5.68 3.09 11.63 -7.55 0.03 22.86 38.71 1.38 27.55 0.51 11.44 0.71 13.35 0.56 3.75 1.16 16.53 10.86 0.28 25.29 8.33 76.25 -0.34 7.53 0.20 28.43 40.56 10.85 5.61 11.20 6.64 2.75 0.55 25.05 13.73 8.87 44.08 3.00 8.64 15.69 17.01 “2.47 23.93 1.40% 0.94% 0.98% 1.46% 1.17% 0.85% 0.93% 1.06% 0.68% 0.79% 1.33% 0.89% 1.07% 0.80% 0.67% 0.60% 1.68% 0.88% 1.03% 1.14% 1.02% 1.02% 0.81% 1.33% 1.06% 1.20% 1.19% 0.63% 0.57% 0.99% 0.95% 0.78% 0.94% 0.76% 0.88% 0.66% 0.78% 0.30% 0.89% 1.26% 0.92% 0.91% 1.05% 0.66% 0.71% 0.76% 0.78% EFTA00293402

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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 FDX US Equity FOX US Equity FOXA US Equity FP EP Equity G IM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 6,467 214 2,311 3,729 (84) 14 3,969 (191) 4,160 1,573 (34) 1,190 1,965 159 5,115 1,977 (293) 204 71 5,931 181 31 (202) 1,346 82 1,401 652 155 1,456 (127) 1,435 (1) 490 14 23 203 461 2,362 34,081 128 968 (337) 1,988 735 13,908 4,052 12,305 8,377 8,122 6,715 9,889 (1,621) 14,097 9,908 3,650 9,735 6,446 547 13,640 9,349 (8,822) 7,132 5,059 3,983 9,189 8,839 725 (7,004) 7,192 2,850 2,606 5,573 10,466 6,004 9,815 3,006 (3,621) 2,630 1,219 5,338 3,520 3,246 6,905 5,557 16,425 13,861 7,619 3,248 (2,614) 11,376 2,560 91.13 49.08 64.69 91.34 84.76 #N/A N/A 71.94 31.66 75.85 79.22 81.26 17.70 46.76 36.44 16.80 73.05 71.91 64.59 55.09 102.95 38.58 25.39 63.69 42.90 5.09 23.77 19.25 180.18 66.31 12.58 76.58 72.50 15.34 68.08 33.68 132.05 32.02 32.88 61.12 23.07 25.53 83.10 49.39 64.26 5.80 19.00 36.39 70.71 91.63 49.04 64.35 91.55 85.86 4N/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 45.05 4.40 21.08 38.33 1.54 2.65 48.72 441 40.87 14.73 -0.82 17.40 26.27 35.23 37.98 26.45 5.94 4.83 3.97 2.54 68.98 2.32 6.02 $5.71 19.16 0.45 3.52 24.89 9.48 3.20 20.69 2.86 3.23 35.38 -0.08 10.71 0.42 0.64 445 9.41 16.45 174.53 2.73 21.92 10.45 15.16 26.18 1.03% 1.20% 0.89% 1.16% 0.67% 0.08% 0.82% 2.67% 0.72% 1.08% 1.13% 0.70% 1.16% 0.82% 0.99% 0.80% 0.56% 0.89% 1.01% 0.70% 0.94% 0.89% 0.70% 0.51% 0.98% 0.73% 0.90% 1.01% 0.66% 0.81% 0.72% 1.01% 1.09% 1.54% 1.18% 0.86% 0.96% 1.10% 0.66% 0.88% 0.87% 1.41% 0.61% 1.36% 1.23% 1.15% 1.10% EFTA00293403

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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 5,005 6,610 115 774 2,011 417 6,396 1,177 1,169 1,177 310 3,340 418 347 2,469 181 4,447 4,131 891 185 335 283 210 226 3,712 (246) 674 (42) (2) 2,085 11,386 6,227 74 (73) 178 2,628 6,440 1,151 4,338 1,755 7,629 (34) 12,428 1,203.18 13,671 164.63 4,319 28.02 4,740 24.25 4,093 54.69 13,333 76.72 6,110 43.57 11,930 93.85 6,439 29.43 920 10.98 6,918 6.41 (8,393) 183.98 10,924 39.82 9,784 24.56 5,585 3.06 (5,909) 12.84 (6,366) 12.85 14,011 79.79 (4,648) 143.88 9,883 49.48 12,630 91.98 8,516 57.76 7,934 109.18 (6,752) 33.42 (6,962) 37.26 2,272 87.34 1,975 86.35 7,394 203.73 7,073 1.36 (2,872) 57.50 2,016 163.41 (1,206) 196.35 1,783 46.86 6,808 80.11 2,297 85.09 17,711 77.27 14,148 11,827.28 2,801 186.88 (6,973) 95.87 1,762 178.15 13,641 34.21 20,811 56.60 7,556 51.13 8,003 19.08 13,962 #N/AN/A 21,331 131.55 3,964 35.30 35.80 1,200.31 163.58 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 11,788.91 184.27 95.69 175.73 34.05 56.67 50.25 19.24 HN/AN/A 131.54 41.83 70.92 7.22 3.27 19.99 28.43 7.75 85.92 16.88 0.40 26.83 0.53 8.85 3.78 50.65 5.03 4.16 29.41 4.50 40.53 42.70 12.93 3.48 7.19 5.50 3.24 12.40 4.19 48.91 8.87 32.36 1.97 0.17 21.43 38.11 52.43 41.61 2.59 2.06 8.74 24.24 34.42 13.80 48.70 11.02 48.91 1.23 0.96% 0.68% 1.24% 0.74% 0.95% 0.53% 0.88% 0.62% 1.08% 2.33% 0.63% 0.77% 1.22% 0.84% 1.18% 1.41% 1.31% 0.60% 0.86% 1.11% 0.77% 0.81% 0.67% 0.69% 0.74% 0.87% 0.86% 0.73% 1.07% 0.96% 1.03% 1.75% 0.77% 1.43% 1.14% 1.23% 1.06% 1.02% 0.51% 1.16% 0.79% 0.90% 1.10% 1.11% 1.14% 0.73% 0.70% EFTA00293404

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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 QQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 433 (187) 1,246 95 558 746 82 2,755 4,097 2,313 601 2,120 787 3,791 5,302 1,259 4,062 5,068 111 1,057 72 457 417 1,052 2,875 (36) 445 4,653 2,133 671 (98) (100) 7,913 502 1,051 2,209 1,660 6,229 (8) (84) 164 11,917 (4,472) 9,350 1,649 7,177 7,645 3,872 (5,096) 14,649 (7,392) 9,821 11,416 2,940 4,498 3,686 18,291 7,721 9,590 15,510 (5,180) 3,253 2,960 7,418 3,906 (2,814) (2,795) 3,043 13,710 781 (2,923) (3,123) 21,828 4,762 11,244 (10,166) 7,645 (2,183) (2,151) 10,521 8,952 6,030 16,099 12,547 19,920 (4,767) (1,838) 3,994 109.87 47.77 55.30 29.16 37.53 216.99 31.79 10.08 92.93 24.01 73.90 13.89 75.12 7.30 76.73 82.30 44.12 91.06 82.11 0.10 168.14 12.83 38.05 95.79 11.14 11.80 1,286.70 257.03 77.55 5.55 5.87 31.67 78.37 36.20 79.83 80.30 33.63 33.66 22.36 167.03 75.92 128.84 75.67 89.87 4775 72.66 78.10 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 1,278.28 260.30 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 4.37 3.76 13.53 5.55 8.14 17.05 2.35 26.87 38.25 17.28 7.37 26.31 32.80 59.27 0.92 43.41 11.14 11.10 39.64 23.31 0.14 3.91 20.51 2.23 10.57 9.71 28.37 23.45 6.94 10.74 10.97 26.95 1.67 24.78 7.91 6.95 3.95 3.93 58.87 8.82 18.22 18.49 17.42 47.77 -0.29 5.74 4.81 0.83% 1.11% 0.98% 1.04% 0.96% 0.57% 0.91% 2.01% 0.73% 1.81% 0.83% 0.71% 0.82% 1.42% 0.76% 0.67% 1.16% 1.18% 0.66% 4.20% 1.10% 0.96% 0.69% 0.83% 1.54% 1.54% 1.22% 0.89% 0.67% 1.42% 141% 0.79% 0.81% 0.77% 0.84% 0.96% 1.14% 1.18% 1.28% 0.64% 0.96% 0.74% 0.76% 0.65% 0.59% 0.80% 0.85% EFTA00293405

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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 227 (87) 229 569 350 562 552 6,837 160 441 (86) (139) (17) 2,245 1,570 1,231 437 (56) (187) 1,650 62 317 (17) (1) 245 555 (212) 363 (9) (78) 1,062 2,831 209 (7) 9,512 269 (214) (216) 71 914 4,065 (1,744) 3,982 4,722 5,779 5,129 4,934 17,035 3,823 1,700 (6,174) 7,256 5,315 5,241 7,101 2,072 7,778 11,259 8,908 6,528 (7,260) (3,605) (3,014) 9,709 (5,283) 6,281 3,457 1,813 5,959 1,843 5,950 (4,489) (8,522) 3,775 (3,477) 2,180 (10,717) 9,492 5,204 4,441 (5,170) 10,218 3,651 (6,953) (4,915) (7,398) 4,834 36.44 36.37 39.21 327.53 63.69 60.13 60.08 298.19 65.21 46.73 100.98 8.91 8.97 80.21 80.00 73.68 56.70 130.68 130.68 91.06 605.69 42.38 160.84 93.75 22.04 26.67 68.27 33.41 87.34 33.44 27.01 370.15 32.85 44.70 15.58 15.53 57.27 60.12 4.73 7.59 115.83 122.79 61.03 45.10 84.65 5.60 141.37 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 6.11 5.65 6.19 6.68 6.96 9.35 7.94 48.78 0.33 0.13 3.28 8.77 7.01 2.25 2.31 -0.76 31.76 18.27 19.17 17.49 6.50 3.01 8.38 19.93 0.91 5.13 -0.49 0.04 4.62 0.08 10.44 4.72 5.31 0.46 -2.90 0.38 12.02 35.65 6.04 0.20 2.28 98.12 9.03 5.30 5.79 1.19 23.23 0.92% 0.88% 0.93% 1.80% 0.87% 1.17% 1.41% 0.82% 0.71% 0.85% 0.79% 0.77% 1.18% 0.73% 0.85% 1.10% 0.91% 0.76% 0.72% 0.80% 0.93% 0.52% 0.74% 0.85% 1.28% 0.98% 1.01% 0.69% 0.89% 0.68% 0.89% 1.00% 0.80% 0.53% 0.77% 0.98% 0.82% 0.84% 0.66% 0.75% 0.76% 0.95% 0.82% 0.58% 0.76% 0.80% 0.81% EFTA00293406

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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 EP 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 (7) 3,159 10,530 416 391 2,469 (148) (128) 1,517 944 2,911 2,249 5,967 3,974 127 158 3,989 246 372 1,437 1,348 1,426 912 1,062 538 294 246 (30) 2,213 1,881 (13) (330) 491 305 35 226 Current Portfolio - Global Macro Portfolio SPX Index NDX Index RTY Index MTM Gain/(Loss) 15,958 13,549 12,903 3,363 65.04 12,205 43.97 24,080 41.92 5,222 20.91 5,158 20.99 5,391 8.14 (4,933) 40.47 (6,295) 38.92 10,037 73.76 9,767 177.07 14,806 95.57 14,238 40.20 15,190 114.28 3,914 225.41 (3,908) 14.59 (4,586) 14.52 7,376 86.13 2,668 28.60 4,244 94.92 7,591 3.73 7,517 37.30 6,826 276.55 1,611 145.55 1,880 145.87 5,134 96.01 (7,247) 38.69 (6,121) 46.19 3,018 29.94 4,743 38.77 10,067 45.81 10,369 87.79 4,005 74.84 (8,665) 32.49 10,902 94.56 (2,238) #N/A N/A 1,282 37.92 5,221 73.32 6,394 302.26 Exp. @ Cost 62,272 46,686 39,938 1,455.70 2,831.19 868.48 145.84 0.25 65.41 32.01 43.81 66.17 41.87 71 20.86 10.35 20.93 33.71 8.20 -3.15 39.29 -2.12 37.94 16.68 72.96 12.30 179.59 33.38 97.08 24.15 40.62 52.47 113.41 107.85 225.50 2.45 14.63 2.65 14.56 56.47 85.49 11.39 27.97 6.48 95.24 21.80 3.66 20.36 36.51 19.75 275.90 44.29 140.23 40.98 140.06 19.36 95.73 4.38 39.11 5.29 46.61 1.74 29.48 0.84 39.39 33.23 46.09 17.79 87.28 -0.56 75.77 5.45 31.98 6.16 93.55 0.04 HN/AN/A 17.23 38.27 0.64 73.50 4.80 Current Price} P/Lin Vol (in USD) Days 1,828.75 37.64 3,652.85 34.76 1,149.07 34.98 0.82% 0.81% 0.66% 1.03% 0.73% 1.36% 0.95% 0.96% 0.91% 0.79% 0.59% 0.65% 0.75% 0.94% 1.33% 1.30% 0.96% 0.81% 1.35% 0.87% 0.88% 1.06% 1.28% 1.38% 0.54% 0.93% 0.76% 0.96% 0.75% 0.66% 1.02% 0.56% 0.70% 0.73% 2.26% 1.38% 1.04% 0.74% 30P Realized Vol 0.68% 0.83% 0.92% EFTA00293407

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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 (6) 1,120 2,446 (27) 4,190 9,241 1,247 7,802 6,768 5,448 5,663 24,536 5,858 5,925 6,358 9,483 10,009 8,498 1,763 3,622 6,840 1,701 32 (20) (135) 690 10 (791) (44) 144 30,832 261 4,722 (12) 5,075 2,159 5,347 24 7,914 126 3,281 12,228 6,513 10,050 5,619 14,438 (26,146) (22,524) 2,219 39,963 36,674 18,831 38,422 43,402 24,329 24,289 40,099 35,416 42,240 42,647 39,715 38,048 40,933 21,684 28,102 17,693 22,138 (8,479) 10,972 (16,223) 10,764 6,238 (30,695) 9,850 12,591 73,231 (6,119) 921 14,269 (1,535) 13,610 7,179 12,860 16,147 7,329 20,539 4,209 14,930 24,346 43,407 28,526 47,032 12,758.90 3,142.70 22,076.65 774.80 10,288.22 10,610.77 5,599.03 11,492.37 8,201.97 22,964.56 8,026.78 4,246.25 6.58 484.27 3,595.92 1,655.49 100.82 8,513.92 190.26 3,213.33 1,246.19 84.29 4171 3,903.81 330.60 135.68 2,917.54 343.76 1.83 4,825.68 446.30 40.76 67.65 184.03 40.64 15.57 38.35 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,753.80 3,008.11 19,678.98 765.63 11,366.82 13,284.50 5,969.88 13,825.99 9,481.04 28,106.75 9,898.24 6,844.45 7.67 552.20 4,131.99 2,050.76 127.34 10,281.49 205.73 3,627.53 1,727.97 90.77 41.55 3,896.63 333.36 144.37 2,922.42 352.62 1.82 4,880.94 634.20 39.02 67.65 244.92 40.96 21.38 40.19 35.97 50.85 41.51 64.72 86.53 45.83 58.39 460.61 703.58 409.88 -0.07 4.38 8.14 -0.53 16.16 38.32 10.65 25.60 29.18 30.32 24.01 88.00 28.65 23.53 26.75 36.05 33.62 26.64 11.79 15.74 29.94 11.14 0.44 -0.22 -1.00 4.82 0.21 “3.40 -0.68 1.66 82.06 4.18 0.00 37.45 4.40 45.25 7.68 23.99 41.20 0.53 47.97 3.71 27.39 58.77 26.91 39.57 17.74 0.58% 0.98% 1.33% 2.25% 0.65% 0.66% 0.62% 0.79% 0.53% 0.74% 0.97% 0.70% 0.58% 0.60% 0.56% 0.66% 0.78% 0.78% 0.69% 0.82% 1.29% 0.69% 0.85% 0.85% 0.84% 1.33% 0.80% 0.76% 0.65% 0.69% 0.51% 1.02% 0.56% 0.88% 0.18% 0.82% 0.62% 0.70% 0.80% 0.61% 0.80% 0.81% 0.80% 0.85% 0.56% 0.89% 0.67% EFTA00293408

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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 4,772 867 12,517 5,048 287 24,608 3,576 2,427 8,269 184 613 13,269 22,217 5,898 6,312 (488) 1,105 (355) 1,213 10,496 3,975 2,474 3 6,511 112 849 m7 1,531 167 2,509 3,353 2,510 2,871 2,127 29,063 6,990 2,400 9,219 2,285 (479) 784 1,909 (503) 3,095 805 32,231 29,339 28,923 28,384 11,940 61,075 25,840 17,778 40,520 15,838 29,339 35,766 39,247 18,134 38,482 (13,390) (20,150) (24,622) 23,341 16,608 (41,262) 53,418 7,977 (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 56,679 (27,378) 22,143 (33,149) (21,138) 59,299 46,843 349.85 441.65 222.31 482.69 655.80 609.16 917.36 343.07 380.28 795.16 434.81 261.12 172.05 158.25 3,686.95 4,817.40 22.78 108.90 98.21 3.77 110.08 220.12 758.73 1,269.31 209.03 1,457.62 822.10 167.43 219.11 354.64 473.36 346.05 1,661.26 1,235.81 336.92 1,612.72 1,317.53 392.28 724.05 333.32 420.32 83.13 452.11 999.11 1,486.42 401.65 454.70 318.51 568.54 671.58 854.59 1,044.33 389.91 457.89 804.41 443.90 357.99 269.44 209.72 4,291.72 4,993.06 21.53 110.47 103.31 6.15 99.48 230.31 758.98 1,184.25 207.32 1,441.97 811.48 164.65 218.73 368.47 496.83 359.10 1,737.59 1,275.23 462.03 1,821.04 1,365.90 464.34 753.23 339.15 435.19 78.34 462.88 1,051.26 1,511.95 23.75 4.68 57.03 27.51 3.41 67.15 19.50 20.40 26.44 1.44 3.53 57.46 85.28 31.34 25.76 7.01 5.07 -2.55 6.38 14.90 13.92 46.26 0.23 18.61 1.42 2.26 3.15 6.65 0.72 12.86 16.58 12.81 15.23 10.57 116.22 39.17 12.60 56.78 12.58 3.68 6.63 6.25 7.21 14.63 5.18 0.62% 0.63% 0.76% 0.65% 0.71% 0.60% 0.71% 0.67% 0.77% 0.81% 0.59% 0.65% 0.66% 1.04% 0.64% 0.52% 1.08% 0.57% 0.81% 4.24% 0.69% 0.10% 0.14% 0.36% 0.58% 0.48% 0.41% 0.25% 0.24% 0.30% 0.30% 0.29% 0.30% 0.30% 0.32% 0.33% 0.29% 0.32% 0.32% 0.48% 0.53% 0.92% 0.33% 0.36% 0.33% EFTA00293409