Atorus, LLC 2/26/2014 Current Date: 712M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Day No of Positions Current Short Exposure @ Cost: (+MTM) on Day Net Exposure: No of Positions (-MTM) Current No. of Positions: Starting Capital: Current NAV: Current Leverage (Gross Exposures): 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: ‘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 40% 2.25X - 3.25X, depending on measurement interval ~ 50% historically 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. --—_.._ Sa _-_ _oO. I > HS gh Sh gh PD Vv oy Ao” Ar Ady Ao” 0” Ao” Ao” Ao A AMM a Oo” PHP PHA’ WW > PP oo PP” WP” aN we Re ” EFTA00293410

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Atorus, LLC 2/26/2014 Percentile (@ cost ex-MTM) NAV) | Security | Notional [xe of Total Notional | Security __| MTM Gain | % Total NAV | 22 Positions | 23.17%] 53 Positions CO1 Comdty (24,622) 0.43% NOVN VX Equity 5,793 0.32% XAU Comdty (24,757) 0.43% EDF FP Equity 5,920 0.32% MEXBOL Index (26,146) 0.45% SX7E Index 5,979 0.33% NO_TSY CREDIT (27,378) 0.48% GS US Equity 6,297 0.34% ZA_TSY CREDIT (33,149) 0.58% UTX US Equity 6,318 0.35% SHCOMP Index (33,700) 0.59% QQ US Equity 6,380 0.35% JP_TSY CREDIT (59,678) 1.04% SXKP Index 6,401 0.35% CH_TSY CREDIT 60,555 1.05% HON US Equity 6,436 0.35% SXDP Index 61,075 1.06% SXSE Index 6,439 0.35% SPX Index 62,272 1.08% SXXP Index 6,632 0.36% AT_TSY CREDIT 65,839 1.15% CMCSK US Equity 6,665 0.36% DE_TSY CREDIT 66,681 1.16% DAI GR Equity 6,677 0.37% FR_TSY CREDIT 66,815 1.16% CA_TSY CREDIT 6,684 0.37% NL_TSY CREDIT 66,885 1.16% IT_TSY CREDIT 6,694 0.37% FI_TSY CREDIT 68,080 1.18% MAERSKB DC Equity 6,779 0.37% BE_TSY CREDIT 68,662 1.19% ACA FP Equity 6,781 0.37% STBCNZL Index 73,231 1.27% AMGN US Equity 6,801 0.37% 1E_TSY CREDIT 78,270 1.36% BMY US Equity 6,905 0.38% AU_TSY CREDIT (79,133) 1.38% BEL20 Index 6,911 0.38% MyY_TSY CREDIT (92,252) 1.60% MDT US Equity 7,042 0.39% SG_TSY CREDIT (95,749) 1.67% SMI Index 7,219 0.39% CA_TSY CREDIT (97,153) 1.69% ROG VX Equity 7,327 0.40% ASE Index 7,606 0.42% MMM US Equity 7,927 0.43% PRU LN Equity 8,102 0.44% IBEX Index 8,312 0.45% HEX Index 8,513 0.47% XLY US Equity 8,609 0.47% ES_TSY CREDIT 8,931 0.49% DAX Index 8,982 0.49% BAC US Equity 9,185 0.50% LUXXX Index 9,234 0.51% SXOP Index 9,339 0.51% BAYN GR Equity 9,348 0.51% TMO US Equity 9,787 0.54% SXAP Index 10,004 0.55% BA US Equity 10,613 0.58% TYC US Equity 11,133 0.61% MA US Equity 11,327 0.62% KFX Index 11,619 0.64% EFTA00293411

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SXIP Index 12,420 0.68% XLV US Equity 12,673 0.69% SXMP Index 12,680 0.69% CELG US Equity 13,406 0.73% NDX Index 13,941 0.76% RTY Index 14,405 0.79% SPX Index 16,660 0.91% SXTP Index 22,888 1.25% ISEQ Index 25,794 1.41% SXOP Index 26,135 1.43% 1E_TSY CREDIT 28,845 1.58% STBCNZL Index 32,346 1.77% GILD US Equity 34,561 1.89% EMEA Long PEMEAShort PAMERShort G20 Rates Long G20 Rates Short Total Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites,G20Gov. Credit) = $2,000,000 @ APAC Long $1,500,000 @ APAC Short m EMEA Long secede m EMEA Short m AMER Long $500,000 m AMER Short $- ® EquityCom Long ® EquityCom Short $(500,000) © G20 Rates Long ® G20 Rates Short $(1,000,000) EFTA00293412

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Atorus, LLC 2/26/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 FP MP FP os (sdNvo0) AYA FA Ma lr Ca a \ (1,000,000) 2 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 1,000,000 500,000 PPP PPP PPP PPK EFTA00293413

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Atorus, LLC 2/26/2014 Current Gross Notional Risk by Category 242,535 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 1.95 175 ass 135 — MSCIWorld ais ATORUS 0.95 O75 + T T T T T T T T T T T T a re re GG) CG ee oy Sy AY OY oY OY oY oY oY 0” OY 0” PP PP PPP oP OP oO OP ot PH PE HH WE gh WH PHP Gh WY gh Wh Rolling 30 Day Realized Volatility - Atorus 2.00% 180% 1.60% 140% 1.20% ——— Rolling30DayRe 1.00% alizedVol 0.80% 0.60% 0.40% 0.20% 0.00% T Vv ob or” Sy rot” a EFTA00293414

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Atorus, LLC 2/26/2014 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 r ’ Gear aa at at at at tt tt tt ot ot oh oh oh TOPCO OOO OSL LL RM H 5 3 ao) %S 0) % % MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | son MTM Gains(Losses) % of NAV "Signficant"™ EFTA00293415

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Atorus, LLC 2/26/2014 Current Portfolio -Listed Equity Portfolio ne in Vol |30P Realized Change on M™ nite Exp. @ Cost Day (in USD) 000270 KS Equity (4,506) 51.62 50.85 1.38 1.08% (85.74) 005380 KS Equity 34 1,799 217.13 221.22 1.40 1.34% 42.03 005490 KS Equity 70 (3,782) 273.49 268.40 231 0.81% 32.62 005930 KS Equity 180 (6,558) 1,285.62 1,250.37 2.92 0.94% (35.11) 012330 KS Equity 977 5,282 244.69 289.95 15.46 1.20% (17.06) 1 HK Equity 24 4,619 15.20 15.28 0.70 0.73% (27.00) 1299 HK Equity 10 3,412 4.82 4.84 0.28 1.08% 20.57 13 HK Equity 1,884 12,243 11.40 13.16 18.07 0.85% (28.72) 16 HK Equity (35) (9,935) 12.66 12.70 0.54 0.64% (19.36) 27 HK Equity 0 123 9.68 9.71 0.14 2.22% 1.33 2914 JP Equity (18) (4,719) 32.47 32.59 0.31 1.22% 22.97 3382 JP Equity 75 3,411 37.70 38.53 175 1.25% (79.00) 4063 JP Equity (20) (4,536) 56.40 56.66 0.34 1.32% (16.43) 4502 JP Equity 52 2,102 46.69 47.85 3.47 0.72% (2.07) 4689 JP Equity 40 941 6.03 6.28 2.86 1.47% (15.57) 5 HK Equity (72) 2,280 10.80 10.48 “3.87 0.81% (14.20) 5108 JP Equity (24) 3,498 36.36 36.11 0.52 1.33% (19.29) 5401 JP Equity 79 (3,709) 2.99 2.92 1.40 1.52% 33.39 6301 JP Equity 7 (3,515) 20.64 20.53 0.34 1.48% 76.66 6752 JP Equity 1,519 4,145 9.01 12.31 13.05 2.81% 282.92 6902 JP Equity 2,571 9,730 41.48 52.44 21.00 1.26% (219.71) 6954 JP Equity 483 6,393 157.65 169.57 4.75 1.59% (3.38) 7201 JP Equity (33) (3,743) 8.85 8.93 0.69 1.26% 35.70 7203 JP Equity (16) (3,073) 57.44 57.74 0.42 1.25% 39.74 7267 JP Equity 16 (4,885) 36.43 36.31 0.27 1.22% (2.40) 762 HK Equity 384 (4,155) 143 1.30 8.72 1.06% (4.55) 7751 JP Equity 150 (6,865) 31.44 30.75 1.98 1.10% 78.98 8031 JP Equity (13) 3,010 15.31 15.24 0.37 1.14% (20.14) 8058 JP Equity 21 3,003 19.28 19.41 0.61 1.17% (30.79) 8306 JP Equity (23) (2,979) 5.88 5.93 0.57 1.33% 29.48 8316 JP Equity 5 (1,182) 46.29 46.10 0.26 1.55% 19.47 8411 JP Equity (58) 3,774 2.12 2.09 1.18 1.31% (37.21) 8604 JP Equity (30) (2,403) 6.77 6.86 0.89 1.40% 31.62 8801 JP Equity 49 (2,516) 31.09 30.49 1.27 1.52% 13.26 8802 JP Equity 39 (3,308) 24.73 24.43 0.90 1.32% (2.15) 9020 JP Equity 50 (3,967) 77.53 76.55 1.12 1.13% (27.42) 941 HK Equity 893 (11,351) 10.25 9.45 11.84 0.66% 73.05 9432 JP Equity 401 6,077 53.19 56.70 4.56 1.45% 11.03 9433 JP Equity 3,942 9,476 42.13 59.66 24.58 1.69% (80.43) 9437 JP Equity (313) (5,749) 15.71 16.57 5.12 1.06% 24.86 9983 JP Equity (140) 3,177 368.36 352.83 “2.79 1.58% (48.77) EFTA00293416

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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 AI 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 2,314 737 597 124 128 131 101 51 (25) (23) 6,781 95 753 81 (6) 1,505 (4) 4,771 3,210 2,407 6,801 646 3,605 33 196 (124) 2,635 4,604 4,071 4,431 10,613 9,185 (227) 1,248 47 (293) 9,348 92 768 (36) 1,342 26 (279) 29 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 5,566 4,097 2,002 2,034 5,408 3,677 9,052 1,193 4,556 8,057 4,497 4,012 6,526 7,550 5,742 22,886 10,655 14,103 3,602 (6,870) (6,360) 10,373 12,676 11,669 12,432 17,951 10,884 5,295 7,333 4,163 (8,047) 11,757 (1,954) (6,743) (7,252) 2,533 5,723 (6,644) 6,397 4,618 42.69 518.25 23.59 23.63 49.49 7.25 7.29 101.57 38.87 20.95 20.95 6.83 93.86 77.04 72.36 62.74 107.54 135.51 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.48 82.74 81.31 71.56 49.80 50.40 49.96 79.84 8.82 4.40 97.30 52.24 66.82 76.64 8.70 12.96 12.74 64.60 10.09 43.17 17.69 52.08 78.01 518.77 25.26 25.25 50.64 7.12 7.15 103.41 39.35 20.69 20.71 15.40 96.28 83.45 77.28 62.65 127.63 135.40 48.68 73.53 179.06 179.00 122.57 80.91 361.18 28.75 80.37 82.90 89.75 67.89 67.98 67.76 127.04 16.27 4.22 113.86 52.83 69.25 137.56 8.29 11.40 11.39 63.70 12.46 43.00 16.95 §2.41 49.16 0.09 6.90 6.21 2.39 1.24 1.38 2.04 1.72 0.72 0.69 107.57 3.98 10.63 11.18 0.27 16.62 0.12 0.05 67.20 49.90 49.29 28.93 7.20 19.85 1.14 2.63 2.06 24.62 38.81 37.67 33.68 50.18 95.08 -3.63 21.39 1.27 5.95 87.16 2.77 9.37 8.70 1.26 22.65 0.67 3.35 0.57 1.68% (43.80) 1.09% (89.59) 1.03% 34.52 1.10% 19.27 0.97% (13.46) 1.42% (41.05) 1.37% (31.90) 0.89% 68.32 0.72% 7.20 1.72% (52.61) 1.67% (50.16) 1.17% (43.21) 0.65% (12.53) 0.78% 7.89 0.61% 6.15 0.52% 8.09 1.12% 188.18 0.68% (23.36) 1.04% (32.82) 1.09% 72.25 0.85% (50.58) 0.85% (34.91) 1.03% (512.36) 0.84% (1.31) 1.29% 185.40 0.81% (18.29) 1.09% 208.48 0.94% 1.08 1.03% (15.92) 0.94% (103.63) 0.93% (52.09) 1.06% (57.98) 1.18% (148.38) 0.89% (194.13) 1.18% (83.11) 0.80% 17.40 0.88% (11.36) 0.61% (48.46) 0.91% (284.57) 1.70% 40.14 1.28% 80.34 1.22% 132.10 1.12% (12.18) 1.03% (39.07) 0.59% 35.00 1.30% (92.07) 1.09% (39.08) EFTA00293417

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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 (166) 439 (67) 11 105 (48) 845 6,905 21 1,696 (28) 852 (14) 1,618 137 240 (34) 390 1,193 (10) 422 855 13,406 (7) 983 21 4,261 6,665 1,157 222 1,135 322 53 31 186 761 249 2,338 (9) 798 1,076 1,565 (215) 2,017 (3,003) 5,172 4,501 1,066 2,952 2,177 1171 3,437 6,251 5,076 13,669 (3,684) 5,498 4,379 9,797 4,878 (8,171) 5,671 2,976 1,362 1,959 10,300 6,284 1,267 7,821 15,111 3,162 18,685 5,611 17,408 18,900 12,873 6,397 12,425 6,077 (7,980) 4,526 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,240 17.35 34.61 69.12 245.93 32.54 31.15 274.17 32.42 65.36 98.63 35.71 70.54 61.78 57.47 7.76 114.00 6.18 101.59 30.31 49.38 30.49 87.23 67.74 49.35 36.20 85.54 99.43 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.31 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.31 34.61 69.14 347.16 31.82 31.31 298.71 31.97 65.68 115.04 53.75 70.13 80.84 $7.11 8.44 113.67 4.96 104.04 32.76 48.17 36.56 97.33 67.63 65.78 40.16 161.42 99.22 62.09 81.47 50.60 49.05 55.99 36.71 55.98 71.27 66.20 116.11 AN/A N/A 70.98 63.79 26.12 21.83 27.32 25.74 72.27 115.34 69.94 “3.85 0.01 0.03 28.64 1.80 0.60 9.60 1.30 0.75 19.76 41.02 0.60 28.19 0.86 12.72 0.50 14.09 2.75 7.42 “2.14 19.19 10.90 -0.20 26.81 11.37 76.48 0.19 9.94 0.76 27.11 39.35 12.76 3.67 13.78 5.73 0.97 1.01 25.05 14.19 9.85 35.47 0.20 8.44 14.87 20.82 -3.69 24.38 1.43% 4.33 0.98% (101.27) 0.96% (38.62) 1.44% 6.90 1.26% (42.69) 0.88% (13.85) 0.93% (11.32) 1.08% (19.29) 0.64% (10.71) 0.84% (36.66) 1.23% (101.77) 0.95% 15.53 1.09% (55.76) 0.74% (14.25) 0.68% (37.48) 0.59% 2.85 1.41% 119.73 0.88% 102.21 1.09% (12.91) 1.17% (13.17) 1.04% (15.34) 1.06% 100.67 0.77% (45.74) 1.24% (2.24) 0.96% 26.59 1.16% (448.66) 1.09% (26.13) 0.53% 35.86 0.49% (4.14) 0.90% (3.47) 0.90% 64.53 0.70% 37.48 0.94% 1.82 0.66% 37.77 0.92% 19.65 0.68% 41.94 0.68% 32.50 0.30% 0.84% 46.11 1.23% 4.88 0.98% (188.13) 0.87% 24.80 1.06% (29.60) 0.69% 75.43 0.73% 48.05 0.71% (27.29) 0.68% (308.29) EFTA00293418

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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 6,677 134 2,467 3,797 (129) 14 4,189 (10) 4,416 1,730 (16) 1,021 2,166 168 5,286 2,304 (162) 204 417 172 5,920 489 (25) (130) 1,313 18 7 1,636 660 294 1,095 230 (117) 1,553 (22) 528 19 33 526 297 2,152 34,561 203 1,028 (13) 2,164 766 13,908 4,052 12,305 8,377 8,122 6,715 9,889 790 14,097 9,908 3,650 9,735 6,446 547 13,640 9,495 (8,822) 7,132 5,059 4,580 9,189 8,839 (1,017) (7,004) 7,503 6,605 2,996 5,573 10,466 6,004 9,815 4,358 (3,621) 2,630 2,977 5,338 3,520 3,246 8,334 5,607 16,425 13,861 12,190 3,248 593 11,376 2,560 62.20 46.61 54.46 63.20 85.63 51.34 31.54 58.57 68.36 82.02 15.77 35.84 28.24 12.22 60.49 69.60 61.93 52.95 101.70 23.45 24.88 63.75 41.70 4.32 23.75 18.77 143.99 62.42 12.27 66.69 71.91 14.82 44.06 33.56 120.94 31.89 32.65 59.78 21.32 22.32 24.02 49.06 49.51 5.63 16.17 28.27 92.07 48.16 65.38 91.85 84.29 #N/A N/A 73.08 31.16 76.91 80.30 81.67 17.43 47.88 36.93 16.95 75.16 70.88 63.70 57.32 105.52 38.55 26.26 65.31 42.47 5.07 23.81 18.87 186.25 66.35 12.87 74.13 75.71 15.29 70.07 33.31 132.91 32.06 32.98 63.55 22.45 25.24 83.93 49.88 65.18 5.51 19.25 36.73 46.68 3.11 24.62 37.32 -2.66 2.65 44.82 0.47 46.30 16.98 0.41 15.63 29.35 33.79 36.61 32.48 -3.90 3.64 8.53 5.24 65.77 6.16 -3.29 -3.86 17.54 0.39 0.60 27.57 9.30 5.95 14.98 5.06 -3.28 38.79 0.63 10.51 0.62 1.03 8.86 6.11 14.18 182.40 3.10 24.31 1.68 17.24 26.33 1.03% 1.07% 0.81% 1.21% 0.60% 0.08% 0.95% 2.56% 0.68% 1.03% 1.04% 0.67% 1.14% 0.91% 1.06% 0.75% 0.47% 0.79% 0.97% 0.72% 0.98% 0.90% 0.74% 0.48% 1.00% 0.71% 0.94% 1.06% 0.68% 0.82% 0.75% 1.04% 0.98% 1.52% 1.19% 0.94% 0.85% 0.97% 0.71% 0.87% 0.92% 1.37% 0.54% 1.30% 1.31% 1.10% 1.14% (46.89) (56.23) 97.00 (20.34) 4.74 (174.29) (12.63) 25.41 (24.41) (6.61) 7.85 104.44 3.04 (321.65) 21.39 47.09 (11.38) 122.34 56.23 (318.66) 221.43 (11.41) 53.53 (128.92) (39.26) (98.33) 131.46 93.85 55.10 (15.15) 26.37 (27.74) 7.80 40.64 (6.01) (21.68) (22.94) 11.70 (41.11) (62.13) 84.38 (43.53) (8.68) (4.67) (8.65) 47.36 EFTA00293419

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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 5,282 6,297 395 67 830 3,053 580 6,436 1,322 (61) 1,395 1,387 427 3,273 292 199 3,016 184 4,582 3,964 723 181 553 174 (4) 138 268 3,565 651 (146) 337 2,480 1,075 11,327 6,779 25 (94) 151 2,520 7,042 954 4,209 1,755 7,927 (6) 12,428 13,671 4,319 5,466 5,145 13,333 6,110 11,930 6,863 1,529 7,103 (8,393) 10,924 9,784 5,608 (5,909) (6,366) 14,011 (4,648) 9,883 12,630 8,516 7,934 (6,752) (6,962) 2,272 1,975 8,087 7,073 1,756 2,016 (1,249) 4,470 6,808 2,297 17,711 14,148 3,466 (6,973) 1,824 13,641 20,811 7,556 8,003 13,962 21,331 3,964 857.75 110.98 25.71 23.77 47.69 66.67 40.79 61.10 25.14 10.85 5.50 184.74 35.95 23.81 1.92 13.81 13.59 67.84 149.71 34.13 69.31 52.29 106.69 35.17 38.83 84.93 78.04 198.03 0.89 58.44 122.48 192.19 47.00 61.33 59.29 47.01 8,212.58 183.43 94.88 162.20 28.68 43.22 44.37 12.38 96.89 35.61 1,222.32 162.09 28.06 24.07 55.39 81.93 44.66 94.06 29.98 10.44 6.58 184.53 40.51 24.85 3.04 13.13 13.17 82.44 143.79 49.94 91.07 56.73 109.12 32.29 37.86 84.80 83.50 204.60 1.34 58.58 162.04 214.71 50.54 83.67 87.04 77.07 12,147.46 184.76 96.15 175.59 33.98 57.85 49.97 18.88 #N/A N/A 132.90 35.55 48.74 61.48 7.90 1.49 15.71 32.78 10.66 86.25 20.24 1.66 35.06 0.16 11.20 5.00 51.10 3.52 2.36 32.15 4.42 43.19 43.09 10.42 3.38 9.78 3.78 0.17 7.71 4.34 $1.01 0.27 30.13 6.10 7.98 25.71 41.47 51.61 46.14 0.75 3.09 10.78 23.67 42.30 11.70 50.57 11.02 52.54 0.24 0.87% 54.09 0.75% (310.61) 1.16% 19.15 0.83% (89.64) 1.03% 9.52 0.70% 374.64 0.89% (19.13) 0.63% 48.89 0.95% 47.14 2.42% (5.64) 0.56% 34.60 0.69% (49.63) 1.13% 101.20 0.87% 116.92 1.14% (38.14) 1.40% 51.48 1.32% 72.82 0.67% 94.18 0.89% 47.10 1.07% 58.62 0.73% (5.01) 0.82% (96.82) 0.67% (79.07) 0.84% 69.67 0.66% (14.64) 0.90% (28.64) 0.91% (37.19) 0.77% (36.16) 0.99% (80.85) 0.89% 4.69 1.07% (40.37) 1.92% (31.30) 0.94% (246.03 1.42% 5.10 1.13% 32.47 1.24% 209.94 1.04% (198.95) 0.97% (78.07) 0.43% 22.74 0.77% (18.32) 0.78% (104.61) 0.80% 201.65 1.08% (96.05) 1.04% (160.12) 1.14% 0.71% 12.33 0.69% (12.78) EFTA00293420

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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 289 (127) 1,424 137 552 737 2,164 3,650 2,406 716 2,030 969 4,171 (71) 5,793 1,610 1,252 4417 5,054 27 88 1,179 $1 459 421 1,283 2,672 (16) 472 4,868 52 1,604 730 574 (70) (67) 8,102 528 1,151 2,243 1,565 6,380 (20) 171 11,917 (3,132) 9,684 1,649 7,177 7,645 6,672 (4,077) 14,649 (7,392) 9,821 12,114 4,263 4,498 2,772 18,291 8,066 9,590 15,510 (5,180) 3,253 4,522 7,418 4,632 (2,814) (2,795) 3,043 13,710 (1,765) (2,923) (3,123) 21,828 4,762 11,244 (10,166) 7,645 (3,323) (3,554) 10,521 9,413 6,030 16,099 12,547 19,920 906 3,372 5,192 106.02 46.15 49.03 27.57 34.82 197.70 31.16 21.94 72.62 34.95 69.64 11.82 64.07 3.96 76.16 63.81 39.37 80.49 65.07 4.43 167.89 12.58 33.31 94.24 13.30 13.87 956.05 212.47 78.31 6.54 6.95 26.10 77.33 30.43 85.47 75.28 32.57 32.66 12.76 158.54 64.65 113.30 66.83 68.46 49.76 73.41 75.80 108.59 48.03 56.24 29.85 37.50 216.75 31.17 10.30 90.71 23.57 74.71 13.80 78.64 7.64 74.25 84.01 47.22 91.00 83.60 0.11 169.27 12.83 38.60 95.28 11.13 11.78 1,359.28 253.88 79.03 5.55 5.90 31.92 78.17 34.77 79.33 80.93 33.25 33.28 22.59 167.43 76.99 129.08 75.16 90.38 49.76 72.98 78.29 3.20 -3.87 17.86 7.16 8.75 16.58 0.06 23.87 35.24 17.45 8.83 24.80 25.91 61.57 -3.12 45.07 15.51 11.34 43.29 21.17 0.72 2.03 22.87 1.45 10.87 9.96 31.09 22.18 1.42 10.59 10.51 27.34 1.42 16.88 8.83 7.90 -2.10 -1.76 64.02 9.73 19.72 18.82 16.58 50.96 0.00 0.76 4.11 0.76% 1.05% 0.82% 1.16% 0.88% 0.58% 0.87% 2.22% 0.71% 1.87% 0.83% 0.68% 0.88% 1.51% 0.82% 0.70% 1.29% 1.15% 0.66% 4.61% 1.14% 0.97% 0.70% 0.76% 1.50% 1.51% 1.36% 0.88% 0.64% 1.43% 144% 0.82% 0.77% 0.85% 0.81% 0.95% 1.00% 1.08% 1.20% 0.58% 0.97% 0.74% 0.75% 0.63% 0.67% 0.77% 0.80% (58.33) 1.37 34.99 (1.85) (25.43) (46.70) (12.55) 105.65 (230.83) 88.02 (21.98) (168.35) 32.45 (23.99) (9.86) (31.21) (5.69) 48.59 (74.28) 185.23 (45.29) (115.74) 82.77 (20.34) 115.26 115.24 49.43 (115.60) 8.91 141.64 130.08 65.64 9.85 (59.00) 70.10 26.62 (4.72) (6.71) (196.34) (34.18) (46.36) 63.95 21.74 15.93 (0.74) (15.20) (24.31) EFTA00293421

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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 230 (22) 212 738 11 227 239 7,327 117 582 490 (97) (167) 2,608 1,690 1,355 1,049 204 (4) 22 1,571 210 242 (42) (31) 283 (29) 687 (43) 568 (35) 16 13 602 3,008 (18) 9,787 445 (46) (15) 341 760 4,065 3,264 4,580 4,722 5,779 5,748 4,934 17,035 4,764 4,132 (6,174) 7,256 5,315 5,241 7,101 649 7,836 11,259 8,908 6,528 (7,260) 405 4,487 9,709 (5,283) 6,281 2,766 4,576 6,518 4,606 5,950 (8,069) (8,522) 4,716 4,395 3,406 (10,717) 9,492 6,561 4,427 (5,170) 10,218 4,690 (6,953) 4,763 (7,398) 5,074 34.51 36.70 37.36 292.33 60.05 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 81.52 81.56 71.23 44.08 114.69 114.81 79.94 644.51 42.50 160.18 80.14 22.30 25.39 68.59 33.28 84.31 33.29 24.71 359.52 34.31 44.82 15.61 15.48 63.57 46.31 4.59 7.62 117.86 63.59 57.98 43.75 83.58 5.65 119.70 36.47 36.46 39.10 338.01 60.17 56.88 56.66 304.31 65.14 48.12 102.77 9.02 9.04 80.03 79.68 71.23 58.76 131.90 132.28 92.79 626.38 42.09 160.98 93.10 21.41 26.37 67.57 33.06 87.97 33.09 27.56 361.43 32.02 44.49 15.67 15.54 60.00 60.99 4.57 7.67 115.72 124.49 63.48 44.04 83.32 5.39 137.62 6.90 -0.80 5.21 8.51 0.21 3.02 3.33 54.05 0.04 2.89 1.16 9.99 8.49 -2.62 3.11 0.00 32.89 18.85 20.78 19.35 2.96 2.17 0.68 19.90 3.56 4.00 1.39 1.00 4.53 0.94 13.13 0.52 8.52 1.60 0.51 0.42 5.63 37.52 0.40 0.86 2.25 106.66 11.88 1.02 0.41 5.79 17.49 0.82% (29.46) 0.85% (25.87) 0.89% (31.00) 1.84% (36.65) 0.92% (185.80) 1.31% (46.82) 1.45% (27.17) 0.80% (54.68) 0.68% (27.99) 0.98% 20.44 0.75% (41.61) 0.80% (39.95) 1.09% (34.47) 0.71% 3.85 0.76% (24.32) 1.05% (0.96) 1.01% (194.29) 0.80% (51.84) 0.73% (22.88) 0.83% 49.17 0.95% (96.48) 0.44% (1.42) 0.73% 35.24 0.81% (130.80) 1.12% 7.23 0.96% (34.57) 1.08% (21.04) 0.66% (23.95) 0.96% (127.18) 0.67% (21.29) 0.88% 30.24 1.02% 86.16 0.78% 44.49 0.46% (10.95) 0.71% 3.92 0.88% (7.14) 0.84% 40.57 0.67% (86.69) 0.78% (27.78) 0.81% 35.13 0.90% 125.48 0.80% 2.27 0.65% 40.07 0.75% 11.18 0.80% 256.81 0.86% (16.82) EFTA00293422

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TWX US Equity (42) 4,212 65.11 64.46 “1.32 0.76% (19.17) TXN US Equity 3,418 12,205 34.93 44.71 34.26 0.82% 111.56 TYC US Equity 11,133 24,080 29.17 42.65 68.78 0.67% 181.24 UBS US Equity 314 5,489 19.43 20.55 6.82 0.84% (31.74) UBSN VX Equity 255 5,158 19.51 20.47 6.77 0.73% (63.90) UCG IM Equity 2,372 5,391 5.58 8.04 33.13 1.33% (57.99) ULVR LN Equity (78) (1,973) 39.29 40.85 4.43 0.89% 13.71 UNA NA Equity (204) (6,295) 38.14 39.38 -3.66 0.88% 31.35 UNH US Equity 1,826 10,037 64.08 75.74 21.42 0.85% 53.15 UNP US Equity 981 10,100 161.98 177.70 12.15 0.80% (69.69) UPS US Equity 2,856 14,806 79.87 95.28 32.99 0.58% (37.44) USB US Equity 2,592 14,238 34.71 41.03 28.65 0.64% 72.58 UTX US Equity 6,318 15,190 82.05 116.18 51.09 0.81% 37.37 V US Equity 4,011 3,914 111.85 226.47 104.31 0.98% (27.18) VALE US Equity 304 (3,908) 15.08 13.90 5.75 1.35% 19.81 VALE3 BZ Equity 360 (4,586) 15.04 13.86 5.69 1.38% 50.68 VIAB US Equity 4,009 7,376 55.90 86.28 55.24 0.98% (25.53) VIV EP Equity 248 2,668 26.19 28.62 11.05 0.84% 24.93 VMW US Equity 529 4,244 87.26 98.14 9.94 1.25% 85.15 VOD LN Equity 143 3,036 3.91 4.09 3.21 1.46% (24.43) VOD US Equity 90 3,007 39.50 40.69 2.00 1.50% (29.74) VOW3 GR Equity 925 6,826 228.75 259.75 10.72 1.26% (36.73) VRX CN Equity 942 1,611 92.95 147.32 50.49 1.16% 43.48 VRX US Equity 1,098 1,880 93.20 147.63 55.81 1.05% 59.23 VTIUS Equity 584 5,134 86.91 96.79 20.62 0.55% 9.57 VWO US Equity 319 (7,247) 40.33 38.56 491 0.90% 26.01 VZUS Equity 245 (6,121) 48.12 46.19 4.81 0.83% 27.80 WBC AU Equity 67 3,018 29.45 30.10 2.56 0.86% (14.38) WES AU Equity (76) 5,711 38.90 38.39 177 0.76% (27.58) WFC US Equity 2,283 10,067 37.56 46.08 35.22 0.64% 2.65 WLP US Equity 2,133 10,369 7431 89.60 19.69 1.04% (76.96) WMT US Equity (5) 1,602 74.83 74.59 0.49 0.66% 28.35 WOW AU Equity (359) (6,932) 31.30 32.92 8.27 0.63% 33.22 XOM US Equity 672 10,902 90.48 96.05 8.56 0.72% (43.33) XTA LN Equity 2 (2,238) #N/A N/A 0.04 2.26% YHOO US Equity 298 1,282 30.64 37.75 18.87 1.23% 18.92 YUM US Equity 43 5,221 72.83 73.43 0.90 0.92% 13.76 ZURN VX Equity 158 6,394 291.95 299.14 3.18 0.77% (70.57) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized} Change on Security MTM Gain/(Loss) | Exp. @ Cost Days Vol Day (in USD) SPX Index 16,660 62,272 1455.70 1,845.16 40.49 0.66% 171 NDX Index 13,941 «46,686 = 2,831.19 3,676.60 38.41 0.78% (41.89) RTY Index 14,405 39,938 868.48 1,181.72 39.09 0.92% 359.82. EFTA00293423

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index (14) 2,055 2,319 (195) 3,976 8,982 1,375 8,312 7,219 5,212 5,723 25,794 4,891 5,299 6,911 9,234 11,619 8,513 2,323 3,906 7,606 1,805 309 45 (355) 655 (66) 1,098 204 115 32,346 263 19 5,031 14 5,162 352 2,180 5,689 87 8,609 156 3,567 12,673 6,632 10,004 6,401 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 38,829 43,402 25,079 24,289 40,099 35,800 42,240 44,003 39,715 38,048 40,933 22,640 28,102 17,693 22,138 (15,948) 23,401 (16,223) 14,214 15,574 (33,700) 16,497 12,591 73,231 (6,119) 4,214 14,269 4,652 13,610 8,406 12,860 16,147 7,329 20,539 4,209 14,930 24,346 43,407 28,526 47,032 12,764.14 3,142.70 22,076.65 765.68 10,288.22 10,610.77 5,625.44 11,513.85 8,201.97 23,089.63 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 191.06 3,213.33 1,246.19 84.29 41.62 3,916.64 330.60 139.54 2,903.43 344.53 1.82 4,825.68 444.47 40.76 67.67 184.03 41.22 15.57 38.65 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,754.93 2,895.73 19,804.17 739.61 11,311.75 13,209.52 6,011.46 13,978.66 9,566.13 27,888.28 9,918.00 6,977.67 7.50 545.02 4,177.89 2,040.38 131.61 10,284.68 210.66 3,659.97 1,781.94 91.16 40.81 3,924.20 337.84 145.97 2,891.12 333.30 1.84 4,869.92 640.79 39.01 67.97 248.91 41.35 21.48 40.27 36.02 51.66 41.87 66.30 87.12 46.55 59.10 461.70 702.75 415.97 0.13 8.01 7.96 1.56 15.67 39.43 11.40 26.75 32.07 30.12 22.57 81.86 22.66 20.01 26.98 33.61 31.75 26.27 14.72 16.50 30.17 11.53 2.10 0.22 2.79 3.48 0.51 3.86 1.64 141 101.71 4.49 0.87 42.57 1.56 46.89 7.93 25.91 44.59 2.08 53.93 4.62 29.84 65.47 26.74 39.18 18.63 0.57% (73.92) 0.98% 1.29% 261.10 2.27% (29.59) 0.63% (361.45) 0.62% (481.65) 0.60% (209.67) 0.80% (357.52) 0.52% (148.52) 0.69% 1.04% 0.79% 0.60% 0.63% 0.58% (286. 35.42 (61.71) 0.69% 0.96% 0.79% 0.70% (82.25) 0.84% (259.14) 1.42% G7) 0.71% (75.10) 0.92% 241.81 0.88% (210.71) 0.78% (22.80) 1.32% (137.33) 0.83% 84.16 0.85% (122.63) 0.75% 108.58 0.65% (94.01) 0.43% 1.65 0.96% (4.91) 0.51% 11.86 0.83% 78.63 0.20% 4.52 0.81% (26.18) 0.53% (28.18) 0.65% 12.54 0.79% 21.15 0.57% (7.08) 0.78% 163.58 0.80% (27.39) 0.80% 140.13 0.80% - 0.57% (392.53) 0.90% (171.16) 0.73% EFTA00293424

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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 4,735 1,390 12,420 4,938 413 26,135 3,287 2,617 9,339 219 578 12,680 22,888 5,979 6,439 (17) 1,360 (140) 1,042 4,792 2,060 2,855 19 6,684 73 1,326 716 781 700 2,353 3,156 2,294 2,742 1,907 28,845 6,694 2,219 8,931 2,191 (290) 752 1491 (405) 2,835 673 34,237 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 20,335 29,339 35,766 39,247 18,604 39,732 12,631 (20,150) (24,622) 23,341 16,608 (24,757) 53,418 21,936 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 65,839 68,662 68,080 66,815 66,681 78,270 54,111 66,885 50,187 60,407 (27,378) 22,143 (33,149) (21,138) 60,555 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 159.25 3,703.93 4,971.14 22.78 108.90 98.21 3.77 109.35 220.12 760.27 1,269.35 209.03 1,457.62 822.00 167.43 219.11 354.93 473.68 346.31 1,665.92 1,235.81 336.92 1,612.63 1,318.51 392.28 725.64 333.32 420.32 83.13 452.11 1,000.12 1,489.15 401.52 462.58 317.76 566.66 677.26 869.83 1,034.04 393.58 467.92 805.55 443.37 353.69 272.39 210.43 4,304.21 4,964.55 21.24 109.52 102.59 4.86 100.25 231.89 760.92 1,182.02 207.92 1,433.19 812.14 166.01 217.51 367.61 495.45 357.98 1,734.28 1,271.15 461.09 1,812.14 1,362.25 462.09 751.97 336.85 434.59 79.39 460.77 1,046.95 1,506.79 21.59 7.35 55.85 25.98 3.42 67.35 18.32 20.76 27.32 1.43 3.36 53.66 87.26 32.50 26.02 0.28 6.19 1.05 5.76 6.25 12.15 48.92 0.65 20.14 1.14 4.04 3.25 3.24 3.59 12.58 17.04 12.29 14.94 10.07 123.35 37.07 12.11 54.32 12.10 2.35 6.60 5.00 -7.18 14.40 3.78 0.64% (145.32) 0.77% (363.92) 0.67% (268.01) 0.66% (43.36) 0.64% (235.28) 0.69% (251.90) 0.71% (59.31) 0.84% (437.33) 0.75% (210.37) 0.59% 0.67% (349.06) 0.99% (291.36) 0.62% (403.65) 0.47% 11.14 0.54% (2.24) 0.77% 181.98 4.62% 0.68% 0.11% 76.16 0.13% 28.60 0.34% 114.95 0.46% 61.54 0.37% 71.31 0.26% (354.40) 0.20% 53.18 0.28% (125.91) 0.27% (123.00) 0.27% (147.13) 0.27% (118.12) 0.28% (136.78) 0.30% (481.03) 0.33% (166.64) 0.27% (130.12) 0.33% (234.47) 0.30% (64.03) 0.45% 120.09 0.51% (230.51) 0.90% 345.58 0.27% 32.35 0.33% (229.25) 0.31% (91.84) EFTA00293425