Atorus, LLC 2/27/2014 Change on Day: Current Date: Total Return since 1/1/12: MSCI World Change on 712M Return: Day T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: (1,134,776) Net Exposure: 3,513,003 Current No. of Starting Capital: Positions: Current NAV: 1,833,771 No of Positions (-MTM) ion Day Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: ~ 50% historically 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: 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. 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 SILK FISK S EL ELS SS ee IEE Cn T T T T T T > 8 Par \\ae EFTA00293426

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Atorus, LLC 2/27/2014 Percentile (@ cost ex-MTM) NAV) | Security | Notional [of Total Notional | Security _| MTM Gain | % Total NAV | 22 Positions | 23.16%] 53 Positions CO1 Comdty (24,622) 0.43% EDF FP Equity 5,950 0.32% XAU Comdty (24,757) 0.43% PSI20 Index 6,013 0.33% MEXBOL Index (26,146) 0.45% SX7E Index 6,069 0.33% NO_TSY CREDIT (27,378) 0.47% MAERSKB DC Equity 6,102 0.33% ZA_TSY CREDIT (33,149) 0.57% SXKP Index 6,205 0.34% SHCOMP Index (33,700) 0.58% Q0Q US Equity 6,314 0.34% JP_TSY CREDIT (59,678) 1.03% UTX US Equity 6,329 0.35% CH_TSY CREDIT 60,555 1.05% SXSE Index 6,376 0.35% SXDP Index 61,075 1.06% HON US Equity 6,457 0.35% SPX Index 62,272 1.08% DAI GR Equity 6,572 0.36% DE_TSY CREDIT 66,681 1.15% GS US Equity 6,610 0.36% AT_TSY CREDIT 67,328 1.16% SXXP Index 6,702 0.37% FR_TSY CREDIT 68,261 1.18% ACA FP Equity 6,886 0.38% NL_TSY CREDIT 68,398 1.18% CMCSK US Equity 6,909 0.38% FI_TSY CREDIT 69,620 1.20% AMGN US Equity 6,912 0.38% BE_TSY CREDIT 69,713 1.21% CA_TSY CREDIT 6,934 0.38% STBCNZL Index 73,231 1.27% BMY US Equity 6,937 0.38% IE_TSY CREDIT 78,270 1.35% IT_TSY CREDIT 6,937 0.38% AU_TSY CREDIT (79,133) 1.37% SMI Index 7,077 0.39% MY_TSY CREDIT (92,252) 1.60% MDT US Equity 7,152 0.39% SG_TSY CREDIT (95,749) 1.66% BEL20 Index 7,354 0.40% CA_TSY CREDIT (97,153) 1.68% ASE Index 7,496 0.41% ROG VX Equity 7,497 0.41% PRU LN Equity 7,942 0.43% MMM US Equity 8,152 0.44% IBEX Index 8,168 0.45% HEX Index 8591 0.47% XLY US Equity 8,728 0.48% DAX Index 8,765 0.48% ES_TSY CREDIT 9,098 0.50% BAYN GR Equity 9,223 0.50% BAC US Equity 9,345 0.51% SXOP Index 9,576 0.52% LUXXX Index 9,758 0.53% TMO US Equity 9,831 0.54% SXAP Index 9,886 0.54% BA US Equity 10,804 0.59% TYC US Equity 11,003 0.60% KFX Index 11,451 0.62% MA US Equity 11,553 0.63% EFTA00293427

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SXIP Index 12,234 0.67% SXMP Index 12,480 0.68% XLV US Equity 12,886 0.70% CELG US Equity 13,304 0.73% NDX Index 14,323 0.78% RTY Index 14,691 0.80% SPX Index 17,051 0.93% SXTP Index 23,560 1.28% SXDP Index 25,885 1.41% ISEQ Index 26,400 1.44% 1E_TSY CREDIT 29,309 1.60% STBCNZL Index 32,346 1.76% GILD US Equity 34,338 1.87% APAC Long APAC Short EMEA Long AMER Long EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short ‘otal Long otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites,G20Gov. Credit) = $2,000,000 @ APAC Long $1,500,000 @ APAC Short | EMEA Long sacle 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) EFTA00293428

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Atorus, LLC 2/27/2014 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- r T 25 | SX BaP” 9? UG er” | nome moo, AS AY SP AW Ruan (2,000,000) a (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 1,000,000 oS Pos SP oo OS™ 8 gos PP A A A AMT gh 3 av av av a > “cd cd Sod “cd Me) SOY Ow se os ® Ps we xe RS EFTA00293429

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Atorus, LLC 2/27/2014 Current Gross Notional Risk by Category 243,884 595,038 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 1.95 175 iss 135 — MSCIWorld 115 ATORUS 0.95 o7s 4 1 - - - : - : - 1 : - - Vv a7 7 + Vv a Me) > ) > > > xr SY oS S ow oe ow oe wo w w Ww & AAAI LAREN UN UREN UMN TARTAR SPEDE EA Mh ha gh Ah Wh Qh > 2.00% 180% 1.60% 140% 1.20% _—— Rolli DayRe 0.80% 0.60% 0.00% - : , Yh gh Ph DY DY PP OP OP VP” OP” OP” OP PS gh? 8 8 EFTA00293430

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Atorus, LLC 2/27/2014 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 SSS HS SB SS SS Bo gt gt Se St BOBO EP SPP GAO AIP” GP" Oh” 5 3 ao) %S 0) % % MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00293431

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Atorus, LLC 2/27/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized} Change on MTM Gain/(Loss) | Exp. @ Cost Days Vol Day (in USD) 000270 KS Equity (31) (4,506) 51.62 51.97 0.59 1.14% (98.49) 005380 KS Equity 75 1,799 217.13 226.14 3.10 1.34% 41.63 005490 KS Equity 54 (3,782) 273.49 269.61 1.80 0.79% (17.34) 005930 KS Equity 170 (6,558) 1,285.62 1,252.34 291 0.89% (10.60) 012330 KS Equity 943 5,282 244.69 288.37 14.82 1.20% (33.91) 1 HK Equity 64 4,619 15.20 15.42 1.86 0.75% 40.85 1299 HK Equity 41 3,412 4.82 4.88 1.10 1.10% 30.84 13 HK Equity 2,006 12,243 11.40 13.27 19.08 0.86% 123.14 16 HK Equity (36) (9,935) 12.66 12.71 0.57 0.64% (1.25) 27 HK Equity 4 123 9.68 9.99 1.44 2.25% 3.70 2914 JP Equity 45 (4,719) 32.47 32.16 0.76 1.26% 62.88 3382 JP Equity 37 3,411 37.70 38.11 0.85 1.27% (37.57) 4063 JP Equity (26) (4,536) 56.40 56.72 0.44 1.30% (5.24) 4502 JP Equity 51 2,102 46.69 47.82 3.38 0.72% (1.20) 4689 JP Equity 35 1,082 6.06 6.25 2.27 1.43% (5.12) 5 HK Equity (59) 3,215 10.73 10.54 -2.30 0.80% 18.23 5108 JP Equity 3 3,498 36.36 36.39 0.06 1.31% 27.02 5401 JP Equity 78 (3,709) 2.99 2.92 1.39 1.52% (1.17) 6301 JP Equity 8 (3,515) 20.64 20.59 0.15 1.49% (9.62) 6752 JP Equity 1,686 4,145 9.01 12.68 14.39 2.83% 171.77 6902 JP Equity 2,563 9,730 41.48 52.40 21.42 1.23% (8.13) 6954 JP Equity 617 6,393 157.65 172.86 6.01 1.61% 136.06 7201 JP Equity (59) (3,743) 8.85 8.99 1.23 1.28% (26.17) 7203 JP Equity (28) (3,073) 57.44 57.96 0.72 1.25% (11.57) 7267 JP Equity 23 (4,885) 36.43 36.26 0.39 1.22% 7.03 762 HK Equity 352 (4,155) 1.43 131 7.96 1.06% (38.52) 7751 JP Equity 128 (6,865) 31.44 30.85 1.69 1.11% (21.97) 8031 JP Equity (2) 3,010 15.31 15.30 -0.06 1.13% 10.56 8058 JP Equity (5) 3,003 19.28 19.25 0.14 1.17% (26.07) 8306 JP Equity 1 (2,979) 5.88 5.88 0.03 1.34% 23.63 8316 JP Equity 23 (1,688) 46.23 45.61 0.87 1.54% 18.30 8411 JP Equity (77) 3,774 2.12 2.08 “1.58 1.29% (18.61) 8604 JP Equity (8) (1,201) 6.77 6.82 0.49 1.39% 6.65 8801 JP Equity 116 (2,516) 31.09 29.65 2.99 1.55% 72.23 8802 JP Equity 127 (3,308) 24.73 23.78 2.83 1.36% 92.43 9020 JP Equity (4) (3,967) 77.53 77.62 -0.10 1.13% (55.33) 941 HK Equity 840 (11,351) 10.25 9.49 11.18 0.66% (61.43) 9432 JP Equity 366 6,077 53.19 56.39 4.15 1.45% (35.35) 9433 JP Equity 3,934 9,476 42.13 59.63 24.84 1.67% (8.14) 9437 JP Equity (300) (5,749) 15.71 16.53 4.97 1.05% 11.91 9983 JP Equity (172) 3,177 368.00 349.12 -3.36 1.61% (31.58) EFTA00293432

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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 2,285 91 739 608 132 47 21 130 (9) (13) 6,886 107 730 85 26 1,529 11 31 4,772 2,950 2,200 6,912 705 3,462 266 (124) 2,695 4,691 4,110 4,570 10,804 9,345 (246) 1,189 87 (227) 9,223 12 560 (24) 1,268 (12) (262) 56 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,144 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) 3,160 5,723 (6,644) 6,397 4,618 42.69 518.25 23.59 23.63 49.49 7.25 7.29 101.78 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 64.49 10.09 43.17 17.69 52.08 77.57 524.25 25.27 25.28 50.71 7.20 7.27 103.95 39.72 20.86 20.82 15.54 96.58 83.26 77.55 63.09 127.95 135.84 49.04 73.53 174.74 174.47 123.02 81.34 358.27 28.75 79.54 82.89 90.16 68.23 68.15 68.32 127.90 16.40 4.21 113.07 $3.33 68.71 136.75 8.65 11.73 11.76 64.01 12.33 43.25 17.00 §2.71 48.21 1.07 7.06 6.36 2.55 0.45 0.23 2.44 2.96 0.27 0.39 109.35 4.46 10.32 11.70 1.06 18.93 0.35 0.74 68.77 42.98 42.03 29.69 7.75 18.83 1.19 3.49 2.23 25.78 40.71 39.73 37.76 51.94 95.71 4.01 20.51 2.27 4.58 87.20 0.35 6.95 6.04 0.66 21.00 0.29 3.21 1.11 1.69% 1.08% 1.01% 1.10% 0.97% 1.45% 1.36% 0.87% 0.74% 1.74% 1.69% 1.16% 0.65% 0.78% 0.61% 0.53% 1.00% 0.69% 1.05% 1.06% 0.91% 0.91% 1.02% 0.85% 1.30% 0.80% 1.11% 0.87% 1.01% 0.91% 0.89% 0.97% 1.16% 0.90% 1.16% 0.79% 0.91% 0.62% 0.90% 1.80% 1.37% 1.28% 1.13% 1.06% 0.61% 1.27% 1.09% (28.60) 84.19 1.72 10.58 8.02 (82.69) (111.76) 32.49 39.20 15.68 10.15 106.07 11.84 (22.76) 4.52 32.36 24.33 14.69 29.79 0.91 (253.20) (201.21) 111.05 60.18 (141.36) 0.63 74.01 0.23 60.08 87.41 39.11 139.96 192.75 162.03 (18.66) (58.87) 40.21 61.49 (124.22) (84.39) (210.37) (250.95) 15.54 (72.88) (38.20) 17.23 27.49 EFTA00293433

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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 (141) (21) 426 (54) 39 127 (52) 37 818 6,937 14 1,688 (26) 807 1,489 125 258 (28) 384 1,141 (26) 430 922 13,304 956 91 4,491 6,909 1,160 159 1,156 4l4 88 26 186 782 307 2,227 (34) 819 1,025 1,522 (210) 1,942 (3,003) 5,172 4,501 1,066 2,952 2,921 1171 3,437 6,957 5,076 13,669 (3,684) 5,498 4,379 9,797 4,878 (8,171) 6,259 2,976 1,966 1,959 10,300 6,284 1,267 7,821 15,111 3,567 18,685 5,611 17,408 18,900 12,873 6,397 12,425 6,077 (7,980) 5,201 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 32.55 31.29 274.17 32.41 65.40 98.63 35.71 70.54 61.78 57.47 7.76 114.00 6.18 101.80 30.31 49.08 30.49 87.23 67.73 49.35 36.20 85.54 99.44 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.40 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.17 34.47 69.22 344.16 31.96 31.70 303.85 31.93 65.75 114.51 53.83 70.27 80.75 57.13 8.40 114.04 5.06 103.84 32.94 48.38 36.46 96.89 67.46 66.08 40.47 160.84 99.47 62.01 82.49 $1.13 49.52 56.01 36.36 56.07 72.29 65.91 115.98 AN/A N/A 71.19 65.39 25.80 21.94 27.38 25.88 72.01 115.26 69.58 -3.30 0.42 0.15 28.24 “1.55 1.46 11.04 1.59 0.84 18.88 41.49 0.40 28.03 0.81 12.27 0.07 12.57 2.31 8.05 1.23 20.58 10.32 0.54 27.80 11.96 78.09 0.04 9.66 3.05 27.62 39.53 13.65 2.55 14.96 7.16 1.59 0.75 25.05 14.76 11.59 32.67 0.77 8.71 14.09 20.59 -3.63 23.64 1.42% 0.97% 0.94% 141% 1.18% 0.91% 0.98% 0.96% 0.64% 0.85% 1.22% 0.96% 1.10% 0.73% 0.67% 0.60% 1.45% 0.87% 1.08% 1.18% 0.95% 1.07% 0.77% 1.22% 0.99% 1.13% 1.04% 0.53% 0.53% 0.93% 0.92% 0.66% 0.98% 0.62% 0.95% 0.69% 0.68% 0.30% 0.83% 1.29% 1.01% 0.87% 1.06% 0.70% 0.72% 0.70% 0.67% 22.22 (21.61) 4.92 (12.86) 13.24 37.16 22.34 (4.18) 7.81 (26.80) 31.63 (7.21) (7.80) 2.07 (45.37) 16.14 (190.71) (12.26) 17.51 8.31 (6.29) (51.35) (16.04) 7.88 67.03 (101.20) 9.18 (26.25) 71.21 231.95 246.25 3.28 (62.29) 21.18 93.27 35.57 (5.67) 21.54 59.14 (109.09) (24.62) 21.31 (61.55) (43.00) 5.23 (74.43) EFTA00293434

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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 6,572 104 2,560 3,765 (75) 14 4,362 (9) 4,430 1,728 (8) 1,229 2,253 164 5,126 2,414 (118) 249 524 209 5,950 531 (17) (78) 1,297 13 15 1,642 839 263 1,114 220 (122) 1,512 (18) 542 19 31 520 243 2,285 34,338 158 1,043 (11) 2,191 741 13,908 4,052 12,305 8,377 8,122 6,715 9,889 990 14,097 9,908 3,650 9,735 6,446 547 13,640 9,495 (8,822) 7,132 5,059 5,177 9,189 8,839 (678) (7,004) 7,503 7,309 2,996 5,573 10,466 6,004 9,815 4,809 (3,621) 2,630 2,977 5,338 3,520 3,246 8,334 5,607 16,425 13,861 13,333 3,248 395 11,376 2,560 62.20 46.61 54.46 63.20 85.64 51.34 31.46 58.57 68.36 82.02 15.77 35.84 28.24 12.22 60.49 69.60 61.93 52.95 102.22 23.45 24.88 63.75 41.70 4.32 23.75 18.77 143.99 62.42 12.27 66.69 72.24 14.82 44.06 33.56 120.94 31.89 32.65 59.78 21.32 22.32 24.02 49.12 49.51 5.63 16.17 28.27 91.60 47.81 65.79 91.61 84.86 #N/A N/A 73.98 31.17 76.97 80.28 81.84 17.76 48.36 36.68 16.81 75.87 70.53 64.09 58.44 106.34 38.63 26.37 65.37 42.16 5.06 23.79 18.86 186.42 67.42 12.80 74.26 75.54 15.32 69.38 33.35 133.21 32.07 32.97 63.51 22.24 25.42 83.54 49.70 65.42 5.48 19.29 36.46 45.94 2.38 25.50 38.35 “1.51 2.65 46.62 0.37 49.94 17.16 0.21 17.48 30.27 32.64 35.21 32.76 -2.80 4.39 10.25 5.47 67.77 6.86 “3.48 2.28 17.36 0.26 0.53 28.80 11.13 5.29 15.19 441 3.46 37.19 0.52 10.89 0.67 1.04 8.79 4.89 14.80 183.48 2.23 24.91 -2.15 18.08 25.04 1.03% 1.08% 0.82% 1.17% 0.61% 0.08% 0.95% 2.53% 0.63% 1.02% 1.04% 0.72% 1.15% 0.92% 1.07% 0.78% 0.48% 0.80% 1.01% 0.74% 0.96% 0.88% 0.73% 0.49% 1.00% 0.71% 0.93% 1.02% 0.72% 0.83% 0.75% 1.04% 0.98% 1.55% 1.18% 0.93% 0.81% 0.92% 0.71% 0.89% 0.94% 1.35% 0.53% 1.29% 1.25% 1.06% 1.16% (104.77) (30.18) 93.91 (31.42) 54.61 175.02 0.45 14.26 (2.58) 7.66 212.05 88.53 (4.69) (158.74) 111.35 42.26 45.21 109.40 41.92 29.81 41.97 (0.61) 49.85 (16.65) (5.53) (2.28) 6.73 182.07 (30.97) 18.25 (11.60) (5.42) (40.33) 4.16 13.37 0.28 (1.35) (5.59) (52.93) 134.39 (221.90) (48.98) 15.34 (1.96) 27.06 (24.35) EFTA00293435

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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 5,257 6,610 412 326 836 3,021 538 6,457 1,259 (47) 1,403 (23) 1,402 3,250 168 2,973 248 4,501 3,994 692 164 614 147 144 266 3,618 24 625 (88) 358 2,607 1,090 11,553 6,102 (5) 134 2,443 7,152 978 4,264 1,755 8,152 22 12,428 13,671 4,319 5,466 5,145 13,333 6,110 11,930 6,863 1,529 7,143 (8,393) 10,924 9,784 5,631 (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 2,312 2,016 (833) 5,142 6,808 2,297 17,711 14,148 3,466 (6,973) 1,886 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 10.86 5.51 184.74 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 58.64 122.48 192.19 47.46 61.33 59.29 47.01 8,212.58 183.43 94.88 162.57 28.68 43.22 44.37 12.38 96.89 35.61 1,220.60 164.63 28.16 25.19 55.44 81.77 44.38 94.17 29.75 10.54 6.59 185.24 40.56 24.64 3.03 13.42 13.49 82.23 141.73 49.67 91.24 56.54 108.89 31.97 38.01 85.06 83.73 204.55 1.35 59.26 160.44 212.53 50.76 84.82 87.43 77.67 11,754.35 185.53 94.94 174.15 33.82 58.08 50.11 18.97 #N/A N/A 133.92 35.80 49.78 60.63 9.53 6.08 16.18 32.74 9.68 88.63 19.34 1.26 35.65 0.39 11.78 4.26 50.89 1.97 0.59 31.83 5.68 42.04 43.46 9.84 3.06 10.58 3.13 0.18 8.37 444 54.49 1.14 29.28 5.46 7.48 26.23 43.84 $2.13 38.59 1.21 0.15 9.27 22.51 43.28 11.90 52.10 11.02 53.88 0.80 0.85% (24.84) 0.80% 318.34 1.00% 17.71 0.98% 270.65 1.00% 5.60 0.69% (31.92) 0.91% (42.17) 0.61% 20.53 0.95% (62.76) 2.44% 14.63 0.55% 7.92 0.69% (32.07) 1.09% 15.91 0.82% (86.01) 1.13% (22.81) 1.44% (134.00) 1.33% (154.94) 0.67% (42.89) 0.94% 69.90 1.08% (80.01) 0.73% 30.12 0.83% (30.55) 0.68% (16.64) 0.86% 72.27 0.67% (28.64) 0.87% 7.06 0.87% 5.75 0.74% (2.05) 0.94% 52.46 0.93% 26.91 1.06% (26.06) 1.94% 7.55 0.93% 24.15 1.46% 128.77 1.08% 14.83 1.25% 227.33 1.12% (655.31) 0.94% 14.67 0.47% 87.56 0.77% (16.65) 0.80% (75.88) 0.79% 110.21 1.09% 24.29 1.02% 55.08 1.14% 0.71% 226.39 0.70% 28.74 EFTA00293436

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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 342 (118) 1,461 158 575 m4 (3) 2,184 3,595 2,382 760 2,114 912 4,193 (59) 5,332 1,657 1,174 4,125 5,053 12 10 1,237 413 396 1,278 2,829 (16) 394 433 5,005 38 1,238 579 602 (90) (83) 7,942 492 968 2,313 1,525 6,314 (28) 144 11,917 (2,505) 10,017 1,649 7,177 7,645 6,672 (4,077) 14,649 (7,392) 9,821 12,114 4,704 4,498 3,707 18,291 8,410 9,590 15,510 (5,180) 3,253 4,555 7,418 4,632 (2,814) (2,795) 3,043 13,710 (2,708) (2,923) (3,123) 21,828 4,762 8,995 (10,166) 7,645 (3,323) (3,554) 10,521 9,413 6,030 16,099 12,547 19,920 1,919 4,217 5,192 106.02 46.15 49.24 27.57 34.82 197.70 31.16 21.94 72.62 34.95 69.64 11.82 65.15 3.96 75.77 63.81 39.64 80.49 65.07 4.43 167.89 12.58 33.31 94.24 13.30 13.87 956.05 212.47 78.56 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 49.83 73.28 75.80 109.06 48.32 56.42 30.21 37.61 216.16 31.14 10.19 90.44 23.69 75.02 13.89 77.79 7.66 74.57 82.41 47.46 90.35 82.37 0.11 168.53 12.61 38.86 95.34 11.35 11.90 1,357.58 256.32 79.04 5.66 5.98 32.09 77.96 34.62 80.61 81.21 33.45 33.42 22.40 166.82 75.03 129.57 74.95 90.16 49.91 72.77 77.90 3.76 4.84 17.60 8.08 9.26 15.98 0.05 25.33 34.33 17.33 9.84 25.17 21.88 63.81 1.94 40.40 15.30 10.52 37.64 21.31 0.36 0.22 23.73 1.54 9.56 9.34 31.07 23.26 0.96 9.32 9.63 28.00 1.07 16.03 6.60 8.25 2.89 2.24 64.60 9.43 15.43 19.13 16.22 51.62 0.24 0.89 3.43 0.76% 0.97% 0.83% 1.19% 0.87% 0.58% 0.85% 2.12% 0.71% 1.86% 0.79% 0.69% 0.89% 1.46% 0.83% 0.72% 1.29% 1.16% 0.71% 4.58% 1.08% 1.00% 0.70% 0.76% 1.54% 1.52% 1.35% 0.89% 0.63% 1.45% 144% 0.82% 0.75% 0.86% 0.86% 0.95% 0.93% 1.04% 1.17% 0.55% 1.04% 0.75% 0.75% 0.61% 0.68% 0.77% 0.81% 52.74 (14.77) 37.70 21.69 22.97 (22.92) (6.20) 67.26 (55.35) (46.98) 43.83 84.10 (60.62) 21.96 15.55 (451.29) 49.50 (77.59) (287.87) (18.86) (14.27) (77.50) 58.02 2.95 (62.88) (33.23) (5.37) 158.53 (0.32) (66.74) (52.34) 138.10 (13.38) (44.42) (172.34) 28.01 (19.03) (14.87) (158.32) (36.47) (178.03) 70.07 (39.11) (65.37) 6.00 (11.77) (26.24) EFTA00293437

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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 213 (34) 193 750 (21) 257 320 7,497 (10) 120 36 565 482 (130) (177) (7) 2,617 1,619 1,269 997 227 (4) 1,501 228 208 (31) (38) 286 (43) 675 (64) 562 (20) (32) (39) 537 2,925 (29) (12) 9,831 437 (61) (0) 208 812 4,065 4,084 4,580 5,026 5,779 5,748 4,934 17,035 4,764 4,132 (6,174) 7,256 5,315 5,241 7,101 (622) 7,836 11,259 8,908 6,528 (7,260) 270 4,487 9,709 (5,283) 6,281 2,074 4,576 6,518 4,606 5,950 (8,069) (8,522) 4,716 2,810 2,725 (10,717) 9,492 6,561 4,427 (5,170) 10,218 4,973 (6,953) 4,763 (7,398) 5,154 34.48 36.63 37.36 294.77 60.05 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 81.50 81.55 71.23 44.08 114.69 114.81 79.94 644.51 42.49 160.18 80.14 22.30 25.39 68.59 33.28 84.31 33.29 24.71 359.52 34.31 44.82 15.60 15.48 63.57 46.31 4.59 7.62 117.86 63.59 58.26 43.75 83.58 5.65 119.96 36.28 36.32 38.94 338.79 59.83 57.17 57.55 306.43 64.98 48.16 103.06 9.00 9.03 79.53 79.57 72.01 58.81 131.17 131.17 92.15 624.37 41.90 160.20 92.53 21.34 26.23 67.59 33.01 88.01 32.98 27.51 362.39 32.05 44.63 15.42 15.26 60.39 60.59 4.57 7.60 115.61 124.76 63.38 44.14 83.58 5.49 138.86 6.45 1.00 4.76 9.12 0.40 3.73 4.36 54.03 0.32 3.04 0.77 9.60 8.57 “3.47 “3.41 -1.03 33.23 18.10 18.75 18.38 3.28 -3.17 0.02 19.35 3.86 3.43 1.37 1.24 4.80 “1.44 13.04 0.78 8.46 0.89 “1.47 “1.55 4.97 37.39 0.67 0.34 2.40 108.37 11.58 1.36 0.00 3.29 19.90 0.81% 0.84% 0.88% 1.64% 0.91% 1.20% 1.49% 0.81% 0.69% 0.95% 0.75% 0.81% 1.06% 0.71% 0.73% 1.07% 1.00% 0.79% 0.76% 0.83% 0.95% 0.45% 0.74% 0.80% 1.12% 0.97% 1.07% 0.67% 0.91% 0.65% 0.87% 1.03% 0.78% 0.47% 0.77% 0.91% 1.01% 0.82% 0.66% 0.78% 0.80% 0.89% 0.76% 0.65% 0.74% 0.85% 0.79% (21.72) (15.22) (19.55) 13.27 (31.87) 30.83 81.92 171.06 (11.78) 3.16 (18.05) (17.69) (8.40) (32.12) (9.79) (6.79) 8.34 (71.26) (85.50) (51.80) 24.05 (1.26) (21.76) (68.94) 19.30 (33.93) 0.81 (7.47) 2.95 (14.36) (12.72) (21.22) (6.50) 15.23 (43.61) (47.69) (72.66) (81.89) (11.43) (40.83) 4.87 43.79 (8.84) (14.87) 14.69 (143.99) 53.76 EFTA00293438

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TWX US Equity 3 4,212 65.11 65.16 0.09 0.78% 45.50 TXN US Equity 3,399 12,205 34.93 44.65 36.17 0.77% (19.40) TYC US Equity 11,003 24,080 29.17 42.49 67.18 0.68% (129.80) UBS US Equity 448 5,489 19.43 21.02 8.91 0.92% 136.87 UBSN VX Equity 381 5,158 19.51 20.95 9.52 0.77% 128.18 UCG IM Equity 2,268 5,391 5.58 7.93 31.16 1.35% (103.17) ULVR LN Equity (98) (2,960) 39.29 40.59 -3.76 0.88% 18.23 UNA NA Equity (192) (6,295) 38.14 39.30 “3.58 0.85% 11.07 UNH US Equity 1,867 10,037 64.08 76.00 21.89 0.85% 41.20 UNP US Equity 1,000 10,100 161.98 178.01 12.46 0.79% 19.46 UPS US Equity 2,867 14,806 79.87 95.34 33.80 0.57% 10.80 USB US Equity 2,588 14,238 34.71 41.02 28.92 0.63% (4.84) UTX US Equity 6,329 15,190 82.05 116.24 52.49 0.79% 10.93 V US Equity 4,011 3,914 111.85 226.47 104.51 0.98% 0.24 VALE US Equity 220 (3,908) 15.08 14.23 3.98 1.42% (96.04) VALE3 BZ Equity 231 (4,586) 15.04 14.28 3.52 1.43% (146.82) VIAB US Equity 4,059 7,376 55.90 86.66 56.83 0.97% 49.60 VIV EP Equity 214 2,668 26.19 28.29 9.18 0.87% (33.64) VMW US Equity 484 4,244 87.26 97.21 9.69 1.18% (45.00) VOD LN Equity 72 1,518 3.91 4.10 3.27 1.46% 0.85 VOD US Equity 63 1,503 39.50 41.15 2.81 1.49% 17.95 VOW3 GR Equity 861 6,826 228.75 257.59 9.89 1.27% (64.10) VRX CN Equity 971 1,611 92.95 148.96 51.47 1.17% 28.60 VRX US Equity 1,121 1,880 93.20 148.79 57.39 1.04% 23.53 VTIUS Equity 592 5,134 86.91 96.92 20.95 0.55% 7.83 VWO US Equity 233 (7,247) 40.33 39.04 3.47 0.93% (92.96) VZUS Equity 131 (6,121) 48.12 47.09 2.44 0.88% (121.12) WBC AU Equity 62 3,018 29.45 30.06 2.44 0.84% (4.45) WES AU Equity (112) 6,679 38.79 38.14 247 0.78% (41.67) WFC US Equity 2,240 10,067 37.56 45.92 35.12 0.63% (42.84) WLP US Equity 2,098 10,369 74.31 89.35 19.35 1.05% (35.23) WMT US Equity (8) 2,403 74.70 74.44 0.54 0.65% (5.02) WOW AU Equity (322) (6,932) 31.30 32.75 7.43 0.62% 33.19 XOM US Equity 627 10,902 90.48 95.69 7.87 0.73% (44.03) XTA LN Equity 2 (2,238) #N/A N/A 0.04 2.26% YHOO US Equity 320 1,282 30.64 38.27 19.87 1.25% 22.30 YUM US Equity 64 5,221 72.83 73.73 1.35 0.91% 21.57 ZURN VX Equity 200 6,394 291.95 301.07 4.35 0.72% 42.63 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 17,051 62,272 1,455.70 1,854.29 42.70 0.64% NDX Index 14,323 46,686 2,831.19 3,699.80 41.79 0.73% RTY Index 14,691 39,938 868.48 1,187.94 41.07 0.90% 287.70 EFTA00293439

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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 TOP4O0 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 3 1,809 1,617 (243) 4,169 8,765 1,434 8,168 7,077 5,184 6,013 26,400 5,518 5,391 7,354 9,758 11,451 8,591 2,236 3,587 7,496 1,884 572 284 (355) 676 203 1,027 302 67 32,346 151 14 5,122 23 5,259 330 2,301 5,816 121 8,728 161 3,714 12,886 6,702 9,886 6,205 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,237 44,078 25,266 24,289 40,099 35,800 42,240 44,003 39,715 38,048 40,933 23,118 28,102 17,693 22,138 (15,948) 25,595 (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 12,764.15 3,142.70 22,076.65 765.16 10,288.22 10,610.77 5,625.44 11,534.65 8,219.62 23,118.99 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,213.33 1,246.19 84.29 41.62 3,920.67 139.54 2,903.48 344.53 1.82 4,825.68 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 12,765.82 2,925.21 20,491.89 733.00 11,361.57 13,146.56 6,027.89 13,936.00 9,539.30 27,862.09 10,014.08 7,041.91 7.61 546.08 4,214.23 2,062.22 131.16 10,300.76 209.93 3,623.47 1,774.16 91.46 40.13 3,964.17 #N/A N/A 146.18 2,941.36 334.03 1.85 4,851.36 #N/A N/A 39.75 67.90 250.08 41.43 21.59 40.17 36.31 51.96 42.06 66.57 87.21 46.92 59.44 462.35 700.59 414.44 0.02 6.94 5.28 1.96 16.18 37.86 11.90 26.41 31.60 30.87 23.32 81.40 24.13 20.43 27.68 33.85 30.99 26.39 13.75 14.91 30.11 12.09 3.74 1.23 2.79 3.75 1.49 3.70 2.40 0.80 101.71 2.52 0.69 44.59 2.50 48.40 7.38 28.63 46.51 2.89 55.76 5.00 31.88 68.55 27.06 38.83 18.33 0.55% 16.61 1.00% (284.60) 1.36% | (838.31) 2.24% (47.26) 0.64% 194.41 0.63% (216.57) 0.60% 58.71 0.79% (144.69) 0.51% (143.47) 0.66% (28.59) 1.06% 293.54 0.64% 0.62% 92.73 0.73% 0.97% (168.14) 0.80% 77.42 0.70% (87.90) 0.86% (315.96) 1.41% (109.95) 0.70% 78.93 0.96% 278.78 0.91% 263.58 0.78% 1.27% 20.73 0.88% 274.14 0.82% (75.93) 0.76% 98.49 0.66% (48.22) 0.43% 0.98% (118.94) 0.49% (4.35) 0.80% 91.14 0.20% 9.04 0.80% 96.63 0.53% (21.69) 0.62% 122.06 0.77% 127.54 0.57% 33.81 0.76% 119.18 0.76% 4.51 0.78% 148.19 0.77% 214.19 0.57% 70.02 0.89% (118.26) 0.72% (195.59) EFTA00293440

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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 5,269 1,285 12,234 5,045 420 25,885 3,201 2,582 9,576 685 12,480 23,560 6,069 6,376 (67) 1,332 (14) 996 3,276 2,049 2,903 47 6,934 1,119 624 1,029 582 2,616 3,514 2,560 3,050 2,151 29,309 6,937 2,484 9,098 2,458 (406) 802 1,267 (428) 3,074 997 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 18,745 40,148 15,946 (20,150) (24,622) 23,341 16,608 (24,757) 53,418 31,907 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 67,328 69,713 69,620 68,261 66,681 78,270 54,111 68,398 50,187 60,407 (27,378) 22,143 (33,149) (21,138) 60,555 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 159.55 3,709.25 4,965.58 22.78 108.90 98.21 3.77 109.12 220.12 760.78 1,269.35 209.03 1,457.62 822.10 167.43 219.11 355.23 474.03 346.59 1,667.46 1,235.81 336.92 1,612.72 1,319.56 392.28 725.64 334.30 420.32 83.13 452.11 1,007.73 1,489.15 407.02 460.99 316.34 568.49 677.52 867.33 1,030.98 392.90 470.15 808.73 444.96 352.24 275.33 211.20 4,298.32 4,944.88 21.27 108.96 102.40 4.51 100.09 232.09 761.90 1,178.75 208.12 1,437.01 813.51 165.56 217.78 369.03 497.92 359.33 1,741.97 1,275.68 463.09 1,819.48 1,367.48 463.40 755.17 339.26 435.54 79.95 461.26 1,058.89 1,515.27 22.63 6.69 55.61 26.13 3.59 67.49 17.76 21.46 27.63 1.94 4.05 53.57 87.26 34.49 26.14 0.87 6.11 0.10 5.67 4.13 12.08 49.67 1.13 20.94 0.98 3.62 2.83 4.30 2.99 13.54 18.29 13.27 15.91 11.33 122.01 37.57 13.09 54.89 13.50 -3.31 6.97 4.22 -7.98 15.71 5.46 0.65% (105.08) 0.76% (184.50) 0.68% 107.49 0.64% 7.11 0.63% (249.53) 0.70% (85.82) 0.68% (34.84) 0.86% 238.31 0.76% 81.34 0.58% 107.92 0.65% (199.03) 0.69% [i eraie7) 0.94% 91.80 0.61% (63.66) 0.48% (62.92) 1.08% (32.57) 0.56% 125.83 0.75% (45.07) 0.69% 42.78 0.11% 48.53 0.13% 41.15 0.34% 287.95 0.44% (13.28) 0.39% (213.90) 0.37% (101.72) 0.26% 252.86 0.20% (119.58) 0.29% 270.18 0.28% 272.20 0.28% 316.20 0.28% 245.30 031% 466.63, 0.34% 247.27 0.28% 272.13 0.33% 168.07 0.30% 267.52 0.45% (192.97) 0.52% 50.16 0.91% (242.77) 0.25% (22.02) 0.32% 0.32% EFTA00293441