Atorus, LLC 2/28/2014 Current Date: Total Return since 1/1/12: Sal 712M Return: . Day 0.42% T90 Day Return: 730 Day Return: (+MTM) on Day |___10.20%| 4,637,310 (1,102,179) Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: 3,535,131 Current No. of Starting Capital: Positions: Current NAV: 1,867,849 No of Positions (-MTM) ion Day Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 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 T rT r v Vv Vv Vv Vv Vv > Sh Sh OS Oy SP PE PE Ph PPE HQ VW oP Ws T T T ’ CC er CRN oy oY SY oY 0” oY PP oP WP’ ov” ~ a AY a » » EFTA00293442

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Atorus, LLC 2/28/2014 Largest Exposures Current Positions 97.5th Percentile 2,5st Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MT) Percentile MTM Gains % NAV) | Security | Notional [Xe of Total Notional | Security _| MTM Gain | % Total NAV | 24 Positions | 24.78%] 46 Positions XAG Curncy (20,150) 0.35% PSI20 Index 6,546 0.35% IBOV Index (22,524) 0.39% MAERSKB DC Equity 6,690 0.36% CO1 Comdty (24,622) 0.43% DAI GR Equity 6,819 0.37% MEXBOL Index (26,146) 0.46% GS US Equity 6,835 0.37% NO_TSY CREDIT (27,378) 0.48% SXSE Index 6,919 0.37% ZA_TSY CREDIT (33,149) 0.58% BMY US Equity 7,030 0.38% SHCOMP Index (33,700) 0.59% ACA FP Equity 7,162 0.38% JP_TSY CREDIT (59,678) 1.04% SXXP Index 7,177 0.38% DK_TSY CREDIT 60,407 1.05% CMCSK US Equity 7,217 0.39% CH_TSY CREDIT 60,555 1.05% AMGN US Equity 7,406 0.40% SXDP Index 61,075 1.06% IT_TSY CREDIT 7,521 0.40% SPX Index 62,272 1.08% SMI Index 7,557 0.40% DE_TSY CREDIT 66,681 1.16% ROG VX Equity 7,690 0.41% AT_TSY CREDIT 68,818 1.20% MDT US Equity 7,747 0.41% FR_TSY CREDIT 69,707 1.21% ASE Index 7,997 0.43% BE_TSY CREDIT 69,713 1.21% BEL20 Index 8,110 0.43% NL_TSY CREDIT 69,911 1.22% PRU LN Equity 8,208 0.44% FI_TSY CREDIT 71,160 1.24% IBEX Index 8,269 0.44% STBCNZL Index 73,231 1.27% MMM US Equity 8,329 0.45% 1E_TSY CREDIT 78,270 1.36% XLY US Equity 8,846 0.47% AU_TSY CREDIT (79,133) 1.38% HEX Index 9,031 0.48% MyY_TSY CREDIT (92,252) 1.61% BAC US Equity 9,499 0.51% SG_TSY CREDIT (95,749) 1.67% DAX Index 9,581 0.51% CA_TSY CREDIT (97,153) 1.69% ES_TSY CREDIT 9,660 0.52% BAYN GR Equity 9,702 0.52% TMO US Equity 9,817 0.53% LUXXX Index 10,028 0.54% SXOP Index 10,061 0.54% SXAP Index 10,361 0.55% TYC US Equity 10,855 0.58% BA US Equity 11,097 0.59% MA US Equity 11,670 0.62% KFX Index 12,192 0.65% SXIP Index 12,793 0.68% XLV US Equity 12,886 0.69% SXMP Index 12,901 0.69% CELG US Equity 13,526 0.72% NDX Index 14,262 0.76% RTY Index 14,465 0.77% SPX Index 17,272 0.92% EFTA00293443

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SXTP Index 24,222 1.30% SXODP Index 26,317 1.41% ISEQ Index 27,653 1.48% 1E_TSY CREDIT 30,271 1.62% STBCNZL Index 32,687 1.75% GILD US Equity 34,155 1.83% : P28 | | 23 P81 PEMEAShort PAMER Short] PS -eneucom tong | 3 fT G20 Rates tong P| a) P39 | PT 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 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) EFTA00293444

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Atorus, LLC 2/28/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 APAC + 2,000,000 EMEA — AMER —= EquityCom G20 Rates omen NexEposure RHS: (1,000,000) (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 rr APAT een EMEA 1,000,000 wr AMER —— Equitycom mmr G20 Rates 500,000 Vv Vv Vv Vv Vv vv » » » » » ‘) >» Sh OP OP OP VP YM YM SO gh PP PP PE PE PE PE PE Oh PHEW HH WE HH YK PH HH WY gh Wr gy EFTA00293445

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Atorus, LLC 2/28/2014 Current Gross Notional Risk by Category 241,840 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 1.95 175 iss 135 —— Msciworld 115 ATORUS 0.95 075 + 1 - 1 ; r T Vv a7 Vv a7 + > i) > oy Sy SY Sy Sy sy Sy Sy SY “vy “vy “y vy iv 7 7 “ir SW Ph WP wr gh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 1.00% aizedvel 0.80% 0.60% 040% 0.20% 0.00% T T T vv a7 vv Vv Me) > HF gh oh gh Fe EFTA00293446

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Atorus, LLC 2/28/2014 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 SS SB St SS St SB St gt Se ge LPO PD PO OLA LS OP \ 5 3 ao) %S 0) % % MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | seas MTM Gains(Losses) % of NAV "Signficant"™ EFTA00293447

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Atorus, LLC 2/28/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day) M™ Senior) Exp. @ Cost (in USD) 000270 KS Equity (4,506) 52.75 51.97 1.30 1.14% 005380 KS Equity 89 1,799 217.13 227.82 3.71 1.33% 14.08 005490 KS Equity 120 (3,782) 273.49 264.84 3.78 0.84% 69.01 005930 KS Equity 168 (6,558) 1,285.62 1,252.66 2.95 0.87% (1.71) 012330 KS Equity 1,020 5,282 244.69 291.92 15.51 1.24% 77.57 1 HK Equity 154 4,619 15.20 15.71 4.17 0.80% 91.74 1299 HK Equity 48 3,412 4.82 4.89 131 1.08% 7.23 13 HK Equity 2,287 12,243 11.40 13.53 20.36 0.92% 286.42 16 HK Equity (94) (9,935) 12.66 12.78 “1.44 0.66% (57.16) 27 HK Equity 6 123 9.68 10.13 2.05 2.27% 1.77 2914 JP Equity 142 (4,719) 32.47 31.49 2.32 1.30% 101.03 3382 JP Equity (37) 3,411 37.70 37.29 0.83 1.33% (72.75) 4063 JP Equity (7) (4,536) 56.40 56.50 0.13 1.28% 18.19 4502 JP Equity 40 2,102 46.69 47.58 2.70 0.71% (10.82) 4689 JP Equity 36 1,082 6.06 6.26 2.36 1.40% 0.77 5 HK Equity (36) 2,572 10.73 10.58 “LIS 0.79% 11.31 5108 JP Equity (44) 3,498 36.35 35.90 0.95 1.31% (45.87) 5401 JP Equity 100 (3,709) 2.99 2.91 1.84 1.46% 22.53 6301 JP Equity (36) (3,515) 20.64 20.85 0.68 1.51% (43.61) 6752 JP Equity 1,606 4,145 9.01 12.50 13.76 2.81% (79.15) 6902 JP Equity 2,749 9,730 41.48 53.20 23.35 1.21% 189.58 6954 JP Equity 632 6,393 157.65 173.25 6.25 1.58% 15.71 7201 JP Equity (27) (3,743) 8.85 8.91 0.58 1.23% 31.79 7203 JP Equity 13 (3,073) 57.44 57.20 0.34 1.24% 40.39 7267 JP Equity 87 (4,885) 36.43 35.78 1.46 1.22% 65.26 762 HK Equity 320 (4,155) 1.43 1.32 7.28 1.06% (38.26) 7751 JP Equity 106 (6,865) 31.44 30.95 1.44 1.07% (23.09) 8031 JP Equity (7) 2,408 15.31 15.26 0.27 1.12% (5.56) 8058 JP Equity (33) 3,003 19.27 19.07 0.92 1.19% (27.76) 8306 JP Equity 49 (2,979) 5.88 5.79 1.20 1.36% 48.19 8316 JP Equity 64 (2,505) 45.91 44.74 1.63 157% 48.80 8411 JP Equity (96) 3,019 2.12 2.05 2.41 1.32% (34.22) 8604 JP Equity 12 (2,202) 6.77 6.74 0.38 1.41% 25.68 8801 JP Equity 129 (2,516) 31.09 29.49 3.32 1.55% 14.40 8802 JP Equity 170 (3,308) 24.73 23.45 3.68 1.40% 47.02 9020 JP Equity 21 (3,967) 77.53 77.12 0.48 1.10% 25.55 941 HK Equity 843 (11,351) 10.25 9.49 11.49 0.65% 3.21 9432 JP Equity 285 6,077 53.19 55.68 3.27 1.43% (79.85) 9433 JP Equity 4,124 9,476 42.13 60.47 25.64 1.70% 192.18 9437 JP Equity (313) (5,749) 15.71 16.56 5.26 1.03% (11.68) 9983 JP Equity (206) 3,177 367.53 345.18 -4.03 1.61% (33.59) EFTA00293448

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9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AL FP Equity AIG US Equity AIR FP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity AZN SS Equity AZN US Equity BA US Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 1,738 140 842 691 186 79 66 174 101 (42) (47) 7,162 151 745 99 1,519 63 93 4,776 3,150 2,346 7,406 704 3,684 28 261 (225) 2,869 4,699 4,181 4,514 11,097 9,499 (229) 1,304 174 (308) 9,702 (26) 657 571 (10) 1,296 (81) (263) 81 2,238 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 2,002 2,034 5,408 3,677 9,052 1,193 4,556 8,245 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) 2,528 5,723 (6,644) 6,397 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.87 20.94 20.94 6.83 93.86 77.04 72.36 62.74 107.93 135.51 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 8.82 440 97.30 52.24 66.82 76.64 8.70 12.96 12.74 64.49 10.09 43.17 17.69 52.08 75.84 527.48 25.50 25.50 $1.21 7.17 7.22 104.66 39.83 20.52 20.47 15.89 97.71 83.38 77.84 64.09 127.82 137.41 49.79 73.56 178.07 177.67 125.06 81.33 362.79 28.71 79.59 84.19 91.35 68.26 68.46 68.10 129.20 16.52 4.22 114.60 54.42 69.38 139.87 8.81 11.70 11.74 64.24 12.38 43.70 17.00 §3.22 45.45 1.75 7.90 7.48 3.48 0.75 0.70 3.09 3.33 “1.17 1.32 113.96 6.02 11.42 12.51 3.83 19.89 1.96 2.14 68.91 43.71 42.90 30.91 7.99 19.43 1.02 3.48 4.07 27.27 41.90 40.62 38.89 53.01 107.46 -3.81 22.32 4.28 5.99 86.61 0.73 7.25 6.24 0.34 22.16 1.96 3.33 1.96 1.71% 1.02% 1.02% 1.06% 1.00% 1.45% 1.37% 0.84% 0.74% 1.77% 1.74% 1.16% 0.68% 0.72% 0.60% 0.56% 0.93% 0.72% 1.08% 1.06% 0.95% 0.95% 1.05% 0.83% 1.34% 0.76% 1.09% 0.87% 1.01% 0.88% 0.88% 0.93% 1.17% 0.81% 1.14% 0.80% 0.98% 0.64% 0.95% 1.80% 1.34% 1.26% 1.14% 1.02% 0.62% 1.23% 1.12% (88.78) 49.31 103.44 83.60 54.62 32.18 45.59 47.58 11.65 (31.78) (32.84) 282.28 44.66 14.77 4.81 73.99 (10.33) 52.92 62.65 4.18 203.79 148.76 502.67 (1.54) 224.34 (5.86) (4.70) (96.28) 175.75 8.12 71.15 (56.01) 295.85 (75.06) 489.83 (37.41) 19.94 13.64 9.09 28.35 (67.94) (1.05) 36.51 EFTA00293449

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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 (156) (33) 423 (43) 136 (23) 885 7,030 (1) 1,774 843 59 1,633 185 (14) 406 1,156 (82) 456 782 13,526 1,217 193 4,741 7,217 1,337 231 1,333 518 15 65 183 864 240 2,320 (20) 956 800 1,705 (242) 1,912 (3,003) 5,172 4,501 1,066 2,362 3,666 1171 2,750 7,663 5,076 13,669 (3,684) 5,498 4,379 9,797 4,878 (8,171) 6,846 2,976 1,573 1,959 10,300 6,284 1,267 7,821 15,111 3,973 18,685 5,611 17,408 18,900 12,873 6,397 12,425 6,077 (7,980) 5,876 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,240 17.35 34.60 69.12 245.93 32.55 31.42 274.17 32.42 65.48 98.63 35.71 70.54 61.78 57.47 7.76 114.00 6.18 102.05 30.31 49.08 30.49 87.23 67.72 49.35 36.20 85.54 99.45 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.56 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.26 34.39 69.16 343.51 31.96 31.97 306.12 32.15 66.29 115.83 54.07 70.55 81.71 57.54 8.43 115.37 4.95 104.81 33.46 48.66 36.80 97.02 66.85 67.11 39.82 162.10 99.61 62.83 83.96 $1.72 $0.11 56.71 36.76 56.80 73.45 66.52 116.85 AN/A N/A 72.01 63.53 26.07 21.88 27.76 26.50 73.12 115.70 69.43 “3.65 0.66 0.05 27.93 -1.68 1.92 11.78 0.92 1.88 20.34 43.04 0.02 30.67 0.17 12.73 1.97 13.46 3.02 9.32 0.76 21.73 11.15 “1.77 28.54 9.71 77.81 0.16 11.42 5.85 31.27 43.96 15.86 3.61 17.17 8.55 0.26 1.59 22.97 15.77 9.22 34.59 0.48 9.91 9.87 21.70 414 23.75 142% 0.96% 0.93% 1.42% 1.09% 0.91% 0.99% 0.91% 0.65% 0.86% 1.19% 0.92% 1.05% 0.75% 0.68% 0.61% 1.48% 0.90% 1.12% 1.14% 0.95% 1.01% 0.74% 1.26% 1.03% 1.15% 1.03% 0.57% 0.59% 0.87% 0.87% 0.65% 1.00% 0.62% 1.00% 0.71% 0.70% 0.33% 0.86% 1.27% 1.00% 0.82% 1.08% 0.78% 0.76% 0.71% 0.66% (13.57) (11.68) (4.09) (2.84) 31.72 9.76 19.02 63.32 68.52 93.16 (14.69) 86.65 31.52 36.09 57.38 211.33 66.16 52.35 9.10 22.25 15.24 (55.86) 26.87 (137.62) 224.04 5.58 264.60 103.23 252.98 311.65 179.08 73.17 178.91 106.11 (73.59) 44.33 83.21 (65.11) 93.79 13.85 (269.08) 186.37 (30.25) (29.96) EFTA00293450

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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 6,819 156 2,720 3,904 (3) 4,471 (2) 4,397 1,827 1,472 2,338 177 5,272 2,661 (163) 284 578 274 6,290 546 (18) (124) 1,391 110 45 1,736 792 347 1,265 194 (127) 1,465 (72) 548 69 686 235 1,884 34,155 260 1,113 2,176 720 13,908 4,052 12,305 8,377 8,122 6,715 9,889 1,190 14,097 9,908 3,650 9,735 6,446 547 13,640 9,640 (8,822) 7,132 5,383 5,775 9,189 9,291 (678) (7,004) 7,503 7,309 2,996 5,573 10,466 6,004 9,815 5,260 (3,621) 2,630 2,977 5,338 3,520 3,246 8,334 4,486 13,140 13,861 13,333 3,248 11,376 2,560 62.20 46.61 54.46 63.20 85.65 51.34 31.45 58.57 68.36 82.02 15.77 35.84 28.24 12.22 60.69 69.60 61.93 53.28 102.75 23.45 24.95 63.75 41.70 4.32 23.75 18.77 143.99 62.42 12.27 66.69 72.48 14.82 44.06 33.54 120.94 31.89 32.65 59.78 21.32 22.32 24.02 49.12 49.51 16.17 28.27 92.70 48.41 66.50 92.66 86.01 #N/A N/A 74.54 31.39 76.83 80.97 83.46 18.16 48.83 37.36 16.94 77.44 70.89 64.40 59.01 107.62 39.50 26.42 65.47 42.43 5.12 24.11 19.05 188.84 67.14 12.98 75.28 75.15 15.34 68.59 32.74 133.36 32.52 33.46 64.69 22.43 25.52 83.23 50.07 66.47 5.51 19.27 36.22 46.80 3.54 26.60 41.30 0.64 0.57 48.16 0.08 49.89 17.97 1.60 19.17 31.62 33.63 36.24 35.08 -3.89 4.95 10.87 6.15 68.65 7.34 -3.89 “3.52 18.29 2.05 1.63 31.32 10.49 6.72 16.74 3.66 -3.79 36.03 -2.06 11.14 2.42 2.71 10.88 5.88 15.81 183.45 3.60 26.51 18.28 24.95 1.05% 1.09% 0.83% 1.13% 0.65% 0.07% 0.94% 2.52% 0.63% 1.03% 1.10% 0.79% 1.15% 0.96% 1.07% 0.79% 0.48% 0.80% 0.99% 0.77% 1.00% 0.80% 0.70% 0.50% 1.01% 0.73% 0.93% 0.99% 0.72% 0.86% 0.77% 1.01% 0.93% 1.55% 1.18% 0.92% 0.82% 0.91% 0.76% 0.89% 0.91% 1.34% 0.54% 1.29% 1.31% 1.05% 1.13% 250.46 52.99 161.72 140.53 110.43 109.50 8.17 (32.77) 100.65 73.47 248.02 85.47 13.34 146.71 254.96 (43.79) 35.58 57.62 72.94 348.24 15.44 (1.09) (44.02) 95.71 97.36 30.84 94.81 (47.04) 85.51 153.13 (28.10) (4.36) (47.09) (53.17) 6.80 51.07 49.37 168.31 40.45 56.56 (182.77) 102.15 70.20 (14.69) (21.16) EFTA00293451

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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 5,200 6,835 383 459 992 3,109 6,522 1,332 (36) 1,467 (23) 1471 379 3,360 213 3,068 194 4,450 4,136 756 269 639 107 115 353 3,818 43 659 (61) 295 2,638 1,125 11,670 6,690 42 (21) 165 2,518 7,747 1,102 4,390 1,862 8,329 72 12,428 13,671 4,597 5,466 5,408 13,333 6,110 11,930 6,863 1,223 7,183 (8,393) 10,924 9,784 5,653 (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 2,868 2,016 (833) 5,814 6,808 2,297 17,711 14,148 3,466 (6,973) 1,949 13,641 20,811 7,556 8,003 13,445 21,331 3,964 857.75 110.98 25.83 23.77 48.07 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 88.19 80.01 198.03 0.89 58.84 122.48 192.19 47.76 61.33 59.29 47.01 8,212.58 183.43 94.88 162.99 28.68 43.22 44.37 12.38 96.89 35.61 1,216.62 166.46 27.98 25.77 56.89 82.21 45.09 94.50 30.02 10.55 6.64 185.24 40.79 24.73 3.07 13.32 13.39 82.69 143.47 49.49 92.01 56.93 110.30 31.84 38.24 88.30 84.67 206.69 1.38 59.72 162.53 206.19 50.18 85.09 88.33 77.98 12,096.04 185.66 95.16 176.82 33.98 59.31 50.84 19.16 #N/A N/A 134.73 36.25 49.83 63.42 11.00 8.35 17.19 33.12 10.99 93.81 20.17 1.92 35.66 0.42 12.49 4.99 53.08 2.45 1.13 33.07 4.33 41.40 43.71 11.15 4.73 10.84 2.22 0.05 2.32 5.74 55.77 1.67 31.55 -3.63 5.36 26.91 45.55 53.43 40.41 1.32 0.65 10.51 23.48 43.58 13.39 52.13 12.27 56.99 2.46 0.84% (57.50) 0.79% 227.55 0.76% (31.21) 1.01% 136.61 1.07% 167.29 0.70% 88.79 0.96% 108.19 0.58% 65.55 0.96% 73.74 1.54% 1.51 0.57% 65.37 0.65% (0.14) 1.08% 69.31 0.78% 38.98 1.12% 111.58 1.47% 47.35 1.31% 45.41 0.66% 95.96 0.96% (59.31) 1.09% (50.97) 0.75% 142.60 0.80% 64.09 0.71% 105.71 0.87% 30.68 0.69% (41.80) 2.47% 86.51 2.51% 23.65 0.76% 87.95 0.97% 204.69 0.89% 22.81 1.04% 34.84 2.01% 23.04 0.95% (69.59) 1.44% 31.07 1.08% 35.40 1.23% 117.31 117% 608.76 0.92% 2.53 0.47% (16.35) 0.81% 32.51 0.79% 75.25 0.85% 607.73 1.09% 125.90 1.05% 127.53 1.13% 0.69% 178.15 0.74% 50.37 EFTA00293452

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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 41 (102) 1,601 188 703 791 (28) 2,190 3,778 2,482 838 2,189 951 4,232 42 5,674 1,682 1,360 4,326 5,052 28 (15) 1,286 118 432 1,261 3,005 (34) 418 474 5,073 78 1,080 522 685 (89) (83) 8,208 952 2,446 1,571 6,393 33 (13) 160 11,917 (1,879) 10,351 1,649 7,177 7,645 6,672 (4,077) 14,649 (7,392) 9,821 12,114 5,145 4,498 4,641 18,291 8,755 9,590 15,510 (5,180) 3,253 4,555 7,533 4,632 (2,814) (2,795) 3,043 13,710 (2,166) (2,923) (3,123) 21,828 4,762 7,196 (10,166) 7,645 (3,323) (3,554) 10,521 9,413 6,030 16,099 12,547 19,920 2,826 4,217 5,192 106.02 46.15 49.46 27.57 34.82 197.70 31.15 21.94 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 39.90 80.49 65.07 4.43 167.89 12.58 33.38 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 50.10 73.28 75.80 109.67 48.64 $7.11 30.71 38.23 218.15 31.03 10.16 91.34 23.22 75.58 13.96 78.32 7.69 76.64 83.60 47.57 91.91 83.22 0.11 169.32 12.54 39.08 96.64 11.22 11.73 1,352.40 259.04 79.79 5.61 5.89 32.17 78.60 35.00 81.08 82.03 33.44 33.41 22.72 168.71 74.86 130.51 75.19 90.43 50.68 73.06 78.13 4.56 6.08 17.79 10.01 11.90 17.05 0.49 27.82 34.56 17.45 10.55 26.91 20.70 64.81 0.98 40.49 15.11 11.72 37.85 21.26 0.79 0.34 24.55 3.23 10.44 10.16 31.48 24.75 2.42 9.70 10.35 29.30 2.11 16.86 5.93 9.49 2.94 “2.44 66.55 11.04 15.55 20.44 17.56 55.12 1.60 0.38 3.77 0.76% 0.89% 0.87% 1.14% 0.82% 0.61% 0.85% 1.93% 0.75% 1.92% 0.81% 0.67% 0.89% 1.45% 0.92% 0.77% 1.27% 1.21% 0.74% 4.59% 1.08% 1.00% 0.70% 0.79% 1.50% 1.52% 1.32% 0.89% 0.65% 147% 147% 0.79% 0.77% 0.89% 0.87% 0.94% 0.91% 0.95% 1.17% 0.58% 1.02% 0.74% 0.71% 0.58% 0.73% 0.78% 0.81% 69.54 (11.71) 146.29 30.09 130.13 77.54 (24.69) 18.27 184.45 195.87 79.17 75.81 41.70 39.33 129.93 346.21 25.20 189.07 203.62 (103.55) 15.28 (25.41) 50.68 64.47 35.92 48.66 (16.45) 177.91 (20.32) 31.56 55.12 68.16 39.70 90.37 (63.08) 84.48 0.66 0.32 270.20 113.98 (15.63) 133.95 45.73 78.48 44.19 16.48 15.45 EFTA00293453

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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 229 (6) 200 671 281 306 7,690 27 174 (7) (65) (115) i 2,791 1,809 1,416 1,090 216 29 1,608 291 259 (27) (5) 375 (15) 839 (101) 574 (25) (24) 228 2,992 (85) 104 9,817 549 (89) 18 190 881 4,065 4,084 4,580 5,329 5,779 5,748 4,934 17,035 4,764 4,132 (6,174) 7,256 5,315 5,241 7,101 (1,875) 7,836 11,259 8,908 6,528 (7,260) 4,487 9,709 (5,283) 6,281 691 4,576 6,518 4,606 5,950 (8,069) (8,928) 4,716 1,405 1,363 (10,717) 9,492 6,561 3,542 (5,170) 10,218 5,256 (6,953) 4,763 (7,398) 5,234 34.51 36.63 37.36 296.76 60.05 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 81.53 81.58 71.41 44.08 114.69 114.81 79.94 644.51 160.18 80.14 22.30 25.39 68.50 33.28 84.31 33.29 24.71 359.52 34.20 44.82 15.59 15.48 63.57 46.52 4.58 7.62 117.86 63.59 58.58 43.75 83.58 5.65 120.22 36.45 36.57 39.00 334.11 60.08 57.40 57.39 308.84 65.50 48.77 103.79 9.04 9.06 80.53 80.28 70.97 59.79 133.11 133.06 93.29 625.31 42.30 161.20 93.41 21.07 26.44 65.89 33.24 89.16 33.19 28.19 364.01 32.00 45.39 15.32 15.21 62.22 61.18 4.53 7.70 115.50 124.68 64.70 44.31 83.89 5.51 140.45 7.37 0.19 5.35 7.62 0.06 4.23 4.30 55.86 0.79 4.30 0.16 10.56 9.29 1.70 2.18 0.56 34.50 20.50 20.21 19.36 3.15 0.87 21.04 481 4.17 -3.51 0.16 6.08 0.48 14.86 1.21 8.71 2.40 2.32 1.93 1.92 37.00 “1.95 1.37 2.55 111.71 12.68 1.94 0.51 3.08 20.48 0.76% 0.78% 0.82% 1.65% 0.89% 1.16% 1.44% 0.81% 0.71% 0.98% 0.76% 0.78% 1.01% 0.73% 0.74% 1.09% 1.03% 0.78% 0.79% 0.86% 0.95% 0.44% 0.73% 0.79% 1.15% 0.99% 1.13% 0.69% 0.94% 0.67% 0.95% 1.04% 0.74% 0.53% 0.78% 0.90% 1.10% 0.85% 0.66% 0.83% 0.79% 0.86% 0.82% 0.65% 0.73% 0.84% 0.82% 20.33 28.56 7.45 (82.83) 23.97 23.90 (14.29) 194.00 37.76 54.81 (43.40) 35.45 18.16 64.87 62.93 27.40 177.60 193.00 148.43 93.79 (11.22) 28.22 107.99 69.68 51.40 (16.74) 33.10 89.94 28.59 168.83 (35.70) 14.83 80.68 (9.56) (4.40) (332.32) 122.73 (55.33) 50.45 5.04 (13.33) 120.82 (26.78) 17.92 (17.95) 70.03 EFTA00293454

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TWX US Equity 131 4,212 65.11 67.14 3.61 0.86% 132.19 TXN US Equity 3,505 12,205 34.93 44.96 37.21 0.77% 106.60 TYC US Equity 10,855 24,080 29.17 42.31 67.78 0.67% (147.57) UBS US Equity 557 5,489 19.43 21.41 10.46 0.97% 111.05 UBSN VX Equity 501 5,158 19.51 21.40 11.47 0.85% 122.60 UCG IM Equity 2,252 5,391 5.58 7.91 32.22 1.30% (15.80) ULVR LN Equity (120) (2,960) 39.29 40.89 4.62 0.88% (21.29) UNA NA Equity (248) (6,295) 38.14 39.64 AAT 0.88% (51.80) UNH US Equity 2,043 10,037 64.08 77.12 23.25 0.88% 178.54 UNP US Equity 1,144 10,100 161.98 180.33 14.03 0.81% 146.08 UPS US Equity 2,941 14,806 79.87 95.73 34.86 0.57% 74.09 USB US Equity 2,678 14,238 34.71 41.24 31.55 0.60% 91.05 UTX US Equity 6,498 15,190 82.05 117.15 54.71 0.78% 170.07 V US Equity 4,006 3,914 111.85 226.32 107.73 0.95% (5.31) VALE US Equity 244 (3,908) 15.08 14.13 4.49 1.39% 27.26 VALE3 BZ Equity 276 (4,586) 15.04 14.14 4.17 1.44% 49.86 VIAB US Equity 4,207 7,376 55.90 87.78 57.18 1.00% 150.72 VIV EP Equity 243 2,668 26.19 28.58 10.14 0.90% 29.90 VMW US Equity 448 4,244 87.26 96.48 9.34 1.13% (34.92) VOD LN Equity . (419) 4.17 4.17 0.00 1.47% (7.57) VOD US Equity . (403) 41.67 41.67 0.00 1.52% (5.01) VOW3 GR Equity 949 6,826 228.75 260.54 10.62 1.31% 89.05 VRX CN Equity 916 1,611 92.95 145.78 47.00 1.21% (53.94) VRX US Equity 1,076 1,880 93.20 146.56 52.92 1.08% (44.12) VTIUS Equity 627 5,134 86.91 97.52 22.44 0.54% 35.42 VWO US Equity 247 (7,247) 40.33 38.96 3.68 0.92% 14.59 VZ US Equity 79 (6,121) 48.12 47.50 155 0.83% (54.52) WBC AU Equity 48 3,018 29.45 29.92 191 0.83% (14.00) WES AU Equity (89) 7,648 38.73 38.28 “1.48 0.79% 26.87 WFC US Equity 2,380 10,067 37.56 46.44 39.50 0.60% 141.12 WLP US Equity 2,312 10,369 7431 90.88 21.64 1.03% 217.65 WMT US Equity 2 3,204 74.72 74.77 0.11 0.67% 14.49 WOW AU Equity (149) (6,932) 31.30 31.97 -3.12 0.69% 161.45 XOM US Equity 704 10,902 90.48 96.33 8.59 0.75% 77.36 XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 345 1,282 30.64 38.88 21.05 1.28% 25.63 YUM US Equity 80 5,221 72.83 73.95 1.68 0.91% 15.90 ZURN VX Equity 312 6,394 291.95 306.18 6.50 0.75% 113.70 Current Portfolio - Global Macro Portfolio P/Lin Vol Security MTM Gain/(Loss) | Exp. @ Cost Days SPX Index 17,272 62,272 1,455.70 1,859.45 43.79 0.63% 221.35 NDX Index 14,262 46,686 2,831.19 3,696.10 43.01 0.71% (60.98) RTY Index 14,465 39,938 868.48 1,183.03 40.85 0.89% (225.06) EFTA00293455

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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 147 1,744 1,938 (229) 4,285 9,581 1,643 8,269 7,557 5,582 6,546 27,653 5,603 5,760 8,110 10,028 12,192 9,031 2,682 3,148 7,997 2,207 502 455 (547) 597 209 973 263 (2) 32,687 192 42 5,146 35 5,355 391 2,317 5,858 172 8,846 183 3,778 12,886 7,177 10,361 6,491 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 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 5,353 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 22,076.65 765.32 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,213.33 1,246.19 84.29 41.62 3,920.67 330.60 139.54 2,903.48 344.53 1.82 4,825.68 444.47 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,860.52 2,933.10 20,177.55 734.86 11,391.27 13,382.82 6,086.68 13,965.69 9,628.87 28,226.88 10,189.97 7,174.60 7.63 550.30 4,276.21 2,073.47 133.13 10,392.27 213.62 3,573.32 1,809.41 92.69 40.31 3,990.34 341.75 145.40 2,942.53 334.59 1.85 4,824.88 642.86 39.48 68.35 250.39 41.53 21.70 40.45 36.35 52.06 42.35 66.84 87.65 47.08 59.44 466.74 709.25 416.67 1.35 6.98 6.16 1.84 16.94 38.15 13.12 26.62 32.15 31.23 24.18 79.30 24.32 21.27 28.68 34.06 31.85 27.38 15.52 12.48 31.15 13.32 3.25 1.98 431 3.29 1.55 3.20 2.08 0.03 109.23 3.12 2.02 45.65 3.18 50.72 8.48 30.64 47.92 3.96 56.12 5.64 32.80 68.81 27.60 39.73 19.22 0.56% 145.35 0.96% (75.19) 1.40% 375.23 2.25% 13.46 0.63% 115.64 0.62% 211.48 0.78% 102.08 0.53% 484.81 0.71% 403.89 1.11% 0.64% 84.53 0.64% 371.14 0.64% | 766.82, 0.74% 271.32 0.81% 443.90 0.75% 452.98 1.45% 510.45 0.75% 327.78 0.97% (75.03) 0.90% 171.96 0.78% 1.28% (78.54) 0.87% 6.27 0.90% (57.46) 0.77% (39.04) 0.66% (68.71) 0.41% 1.00% 42.87 0.50% 28.21 0.79% 24.07 0.20% 13.00 0.78% 96.63 0.55% 61.31 0.59% 16.72 0.76% 42.35 0.59% 51.72 0.77% 119.18 0.77% 22.16 0.77% 63.80 0.77% = 0.60% 480.23 0.91% 480.51 0.72% 287.72 EFTA00293456

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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 5,505 1,622 12,793 5,468 576 26,317 3,764 2,875 10,061 464 898 12,901 24,222 6,279 6,919 (3) 1,372 (39) 1,051 3,708 2,950 28 6,156 (17) 1,019 570 864 687 3,010 3,983 2,998 3,445 2,579 30,271 7,521 2,940 9,660 2,816 (639) 1,015 1,251 (572) 3,593 1,159 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 18,886 40,148 15,946 (20,150) (24,622) 26,344 16,608 53,418 41,878 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 68,818 69,713 71,160 69,707 66,681 78,270 54,111 69,911 50,187 60,407 (27,378) 22,143 (33,149) (16,910) 60,555 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 159.85 3,709.25 4,965.67 22.78 108.90 98.65 3.77 220.12 760.94 1,269.35 209.03 1,457.62 822.10 167.43 219.11 355.56 474.03 346.90 1,669.12 1,235.81 336.92 1,612.28 1,320.74 392.28 725.64 333.32 420.32 83.13 452.11 1,000.12 1,489.15 409.45 466.06 320.64 575.68 683.21 871.64 1,051.00 398.55 474,71 815.18 448.12 355.31 278.23 212.99 4,348.46 4,964.60 21.23 109.07 102.59 4.61 99.55 232.28 761.44 1,188.92 209.29 1,438.84 814.25 165.86 217.54 371.11 501.11 361.51 1,751.62 1,283.60 467.23 1,836.37 1,376.28 467.79 759.47 341.09 439.58 79.99 467.40 1,059.46 1,519.51 23.34 8.03 55.53 27.25 4.82 67.28 19.16 22.76 28.15 2.91 5.17 53.45 85.65 35.43 27.11 0.04 6.46 0.28 5.50 4.62 49.89 0.51 17.23 0.29 3.30 2.58 3.53 3.56 14.58 19.31 14.41 16.69 12.94 116.90 37.71 14.34 54.19 14.93 5.06 8.39 4.32 “11.55 17.40 6.45 0.69% 236.67 0.69% 340.52 0.80% 566.44 0.71% 428.61 0.66% 157.46 0.64% 434.62 0.76% $74.61 0.71% 297.09 0.88% 490.06 0.79% 165.97 0.59% 214.86 0.67% 424.43 0.72% 668.65, 0.94% 212.59 0.64% $49.05 0.48% 63.58 1.05% 46.03 0.55% (24.82) 0.73% 50.83 4.83% 441.36 0.11% 46.46 0.13% (25.30) 0.37% (UNESHEA} 0.44% (77.18) 0.39% (102.07) 0.37% (54.80) 0.27% (168.73) 0.20% 0.30% 0.30% 0.29% 0.30% 0.30% 0.33% 0.37% 0.29% 106.27 404.85 472.15 449.90 405.24 429.99 468.81 036% $66.96 0.31% 0.46% 0.55% 0.87% 0.29% 0.34% 0.32% EFTA00293457