Atorus, LLC 3/3/2014 Current Date: Change on Day: ~4.03% Total Return since 1/1/12: MSCI World Change on 712M Return: Day “1.1: T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Starting Capital: Positions: Current NAV: (Gross Exposures): Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: ion Day 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 + T T T T T T T T T T T T T St gh gh EFTA00293458

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Atorus, LLC 3/3/2014 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 [of Total Notional | Security _| MTMGain | % Total NAV | 24 Positions | 24.85%] 46 Positions XAG Curncy (20,150) 0.35% DAI GR Equity 6,206 0.35% IBOV Index (22,524) 0.39% SMI Index 6,242 0.35% CO1 Comdty (24,622) 0.43% CA_TSY CREDIT 6,244 0.35% MEXBOL Index (26,146) 0.45% MAERSKB DC Equity 6,268 0.35% NO_TSY CREDIT (27,378) 0.48% HON US Equity 6,336 0.35% ZA_TSY CREDIT (33,149) 0.58% UTX US Equity 6,375 0.36% SHCOMP Index (33,700) 0.59% GS US Equity 6,591 0.37% JP_TSY CREDIT (59,678) 1.04% BEL20 Index 6,738 0.38% DK_TSY CREDIT 60,407 1.05% BMY US Equity 6,744 0.38% CH_TSY CREDIT 60,555 1.05% ACA FP Equity 6,768 0.38% SXDP Index 61,075 1.06% CMCSK US Equity 6,770 0.38% SPX Index 62,272 1.08% ROG VX Equity 6,776 0.38% DE_TSY CREDIT 66,681 1.16% IBEX Index 6,910 0.38% FR_TSY CREDIT 69,707 1.21% AMGN US Equity 6,991 0.39% AT_TSY CREDIT 70,307 1.22% IT_TSY CREDIT 7,436 0.41% BE_TSY CREDIT 70,765 1.23% HEX Index 7,455 0.42% NL_TSY CREDIT 71,424 1.24% MDT US Equity 7,653 0.43% FI_TSY CREDIT 72,700 1.26% DAX Index 7,758 0.43% STBCNZL Index 73,231 1.27% PRU LN Equity 7,793 0.43% 1E_TSY CREDIT 78,270 1.36% MMM US Equity 7,817 0.44% AU_TSY CREDIT (79,133) 1.38% ASE Index 7,997 0.45% MyY_TSY CREDIT (92,252) 1.60% SXOP Index 8,480 0.47% SG_TSY CREDIT (95,749) 1.67% XLY US Equity 8,569 0.48% CA_TSY CREDIT (97,153) 1.69% SXAP Index 8,934 0.50% LUXXX Index 8,953 0.50% BAYN GR Equity 9,123 0.51% BAC US Equity 9,201 0.51% ES_TSY CREDIT 9,541 0.53% TMO US Equity 9,557 0.53% KFX Index 10,725 0.60% BA US Equity 10,762 0.60% MA US Equity 11,098 0.62% TYC US Equity 11,299 0.63% SXIP Index 11,525 0.64% SXMP Index 11,554 0.64% XLV US Equity 12,610 0.70% CELG US Equity 13,186 0.73% NDX Index 13,805 0.77% RTY Index 14,158 0.79% SPX Index 16,685 0.93% EFTA00293459

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SXTP Index 22,537 1.26% SXOP Index 23,874 1.33% ISEQ Index 25,661 1.43% 1E_TSY CREDIT 30,087 1.68% STBCNZL Index 32,687 1.82% GILD US Equity 33,260 1.85% : P28 | 23 PD EE ee | 169 | PAMER Short PG -eneycor tong | 3 | G20 Rates Long ey a) pS 354 | PS 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 $1,000,000 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) EFTA00293460

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Atorus, LLC 3/3/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 (1,000,000) 5,000,000 4,000,000 3,000,000 + 2,000,000 (1,000,000) (2,000,000) (3,000,000) APAC ——— EMEA ee 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 T T > Dd oy 8 we vo 7 + a ot yy Ata At ay os Fe AN\e Ae a7 oy Sy Pe” vs AY ae a > Re Re T Re) PP VP” WP” Ve we A » ye T n> EFTA00293461

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Atorus, LLC 3/3/2014 Current Gross Notional Risk by Category 245,022 585,256 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 195 175 1s5 135 — MSCIWorld ais ATORUS 0.95 0.75 4 r : 1 1 r r 1 r r : 1 7 r Cr ag Sr rt Ss S YS YP PS SP &- AP a AP Ah PP PE OP PE OE SVAN AV NN VA Noh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% _—— Rolli DayRe 1.00% sized! 0.80% 0.60% 0.40% 0.20% 0.00% T Yb ob % % b or” de or SY Sr Lo” oY or or A wr wo” Wo PNK KK Kh KP KP KK KP KP? SP GM WM EFTA00293462

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Atorus, LLC 3/3/2014 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 SS SS HS dS SS St SB gt gt Se gt gt LPO PD PO OLY LS OP \ 5 3 ao) S 0) % % MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00293463

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Atorus, LLC 3/3/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day) M™ Senftos) Exp. @ Cost (in USD) 000270 KS Equity (4,506) 52.75 51.97 1.30 1.14% 005380 KS Equity 87 1,799 217.13 227.61 3.68 1.31% (1.75) 005490 KS Equity 188 (3,782) 273.49 259,92 5.69 0.87% 73.72 005930 KS Equity 245 (6,558) 1,285.62 1,237.63 4.20 0.89% 81.66 012330 KS Equity 957 5,282 244.69 289.03 14.24 1.27% (61.63) 1 HK Equity 103 4,619 15.20 15.54 2.68 0.83% (50.70) 1299 HK Equity 8 3,412 4.82 4.83 0.22 1.09% (39.38) 13 HK Equity 2,331 12,243 11.40 13.57 20.56 0.93% 44.05 16 HK Equity 165 (9,935) 12.66 12.45 2.32 0.72% 260.97 27 HK Equity 4 123 9.68 9.98 137 2.26% (1.89) 2914 JP Equity 230 (4,719) 32.47 30.88 3.65 1.33% 95.12 3382 JP Equity (46) 3,411 37.69 37.19 -1.03 1.32% (8.82) 4063 JP Equity 64 (4,536) 56.40 55.61 1.06 1.33% 72.25 4502 JP Equity 29 2,102 46.69 47.34 1.95 0.72% (10.70) 4689 JP Equity 10 1,082 6.06 6.11 0.60 1.48% (25.63) 5 HK Equity (62) 2,572 10.73 10.47 “2.97 0.81% (25.94) 5108 JP Equity (75) 3,498 36.34 35.58 “1.64 1.31% (31.00) 5401 JP Equity 164 (3,709) 2.99 2.85 3.00 1.48% 69.68 6301 JP Equity (45) (3,515) 20.64 20.90 0.84 1.52% (8.32) 6752 JP Equity 1,565 4,145 9.01 12.42 13.83 2.73% (40.23) 6902 JP Equity 2,516 9,730 41.48 52.21 20.38 1.27% (228.60) 6954 JP Equity 466 6,393 157.65 169.15 4.61 1.58% (162.23) 7201 JP Equity i (3,743) 8.85 8.82 0.24 1.23% 37.62 7203 JP Equity 42 (3,073) 57.44 56.66 1.09 1.24% 29.19 7267 JP Equity 51 (4,885) 36.43 36.05 0.87 1.21% (36.67) 762 HK Equity 208 (4,155) 1.43 1.36 4.70 1.06% (127.45) 7751 JP Equity 202 (6,865) 31.44 30.51 2.66 1.11% 100.72 8031 JP Equity (26) 2,408 15.31 15.14 0.94 1.13% (18.27) 8058 JP Equity (49) 3,003 19.27 18.96 1.37 1.20% (16.16) 8306 JP Equity 82 (2,979) 5.88 5.72 1.98 1.39% 34.91 8316 JP Equity 113 (2,505) 45.91 43.85 2.82 1.60% 52.44 8411 JP Equity (115) 3,019 2.12 2.04 -2.88 1.32% (18.83) 8604 JP Equity 40 (2,202) 6.77 6.65 1.28 1.43% 29.28 8801 JP Equity 142 (2,516) 31.09 29.33 3.62 1.56% 14.18 8802 JP Equity 213 (3,308) 24.73 23.13 4.49 1.43% 48.18 9020 JP Equity 32 (3,967) 77.53 76.91 0.73 1.11% 11.00 941 HK Equity 790 (11,351) 10.25 9.54 10.96 0.63% (62.04) 9432 JP Equity 196 6,077 53.19 54.91 2.29 1.41% (87.57) 9433 JP Equity 3,989 9,476 42.13 59.87 24.49 1.72% (133.27) 9437 JP Equity (211) (5,749) 15.71 16.29 3.38 1.08% 92.88 9983 JP Equity (195) 3,177 367.69 346.47 -3.87 1.58% 11.14 EFTA00293464

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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 1,598 124 605 501 69 233 66 35 (25) (23) 6,768 101 621 72 82 1,394 (32) 56 4,425 2,846 2,143 6,991 681 3,448 (8) 223 (250) 2,646 4,224 3,689 4,178 10,762 9,201 (341) 989 95 (235) 9,123 (26) 812 571 (44) 1,112 (27) (380) 7 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 8,432 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 7.25 102.03 38.87 20.95 20.95 6.83 93.86 77.04 72.36 62.74 108.28 135.50 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 4.39 97.30 52.24 66.82 76.64 12.96 64.47 10.09 43.17 17.66 52.08 73.19 526.44 24.96 24.99 50.13 7.02 #N/A N/A 102.06 39.20 20.69 20.72 15.39 96.43 82.33 76.74 63.87 126.18 134.55 49.35 71.27 173.01 173.21 123.35 81.17 357.98 28.42 80.05 84.51 89.82 66.40 66.33 66.75 127.71 16.28 4.13 110.43 53.43 68.77 136.10 #N/A N/A 11.40 #N/A N/A 63.37 12.06 43.35 16.67 52.17 39.64 1.57 5.54 5.34 1.22 2.20 0.70 0.04 1.10 0.75 0.65 101.18 3.88 9.15 9.41 3.15 18.49 0.90 1.30 58.76 36.51 36.54 28.47 7.71 17.67 0.28 2.95 453 23.99 35.43 33.27 34.63 49.91 102.21 “5.57 14.73 2.27 4.58 76.30 0.71 8.74 6.05 1.65 17.52 0.63 4.83 0.15 1.80% 1.01% 1.05% 1.08% 1.07% 1.46% 1.37% 0.88% 0.79% 1.68% 1.75% 1.24% 0.71% 0.75% 0.64% 0.57% 0.89% 0.78% 1.08% 1.15% 1.03% 1.02% 1.07% 0.83% 1.38% 0.77% 1.10% 0.87% 1.06% 0.94% 0.95% 0.97% 1.20% 0.83% 1.15% 0.92% 1.00% 0.64% 1.02% 1.84% 1.38% 1.30% 1.05% 1.11% 0.64% 1.23% 1.16% (134.22) (15.81) (231.39) (185.56) (113.93) 160.83 (167.11) (64.62) 16.36 23.89 (381.78) (49.35) (122.02) (17.93) (16.25) (125.97) (92.92) (36.51) (340.82) (295.54) (198.00) (409.46) (22.61) (232.59) (35.54) (41.35) (23.19) (218.84) (462.11) (476.31) (329.09) (330.98) (294.05) (108.71) (303.17) (77.60) 67.77 (563.11) 193.14 (33.67) (179.26) 53.09 (115.30) (72.93) EFTA00293465

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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 (128) (190) (61) 394 (122) 42 109 (66) (59) 722 6,744 1,538 (68) 612 76 1,779 22 238 (41) 346 1,047 (130) 422 13,186 (72) 1,016 160 4,409 6,770 1,204 251 1,167 414 27 13 183 776 146 2,052 56 889 803 1,630 (189) 1,755 (3,003) 5,931 4,501 1,066 2,362 3,723 1171 2,750 8,370 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) 6,551 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,240 17.35 34.40 69.11 245.93 32.47 31.43 274.17 32.40 65.44 98.63 35.71 70.54 61.78 57.46 7.76 114.00 6.18 102.05 30.31 49.05 30.49 87.23 67.71 49.35 36.20 85.54 99.42 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.59 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.09 33.34 68.18 336.83 30.88 31.78 299.65 31.65 64.98 112.65 §3.33 68.73 79.06 56.58 8.25 115.77 4.84 102.38 32.74 47.81 35.87 96.09 66.33 65.81 38.70 160.17 97.64 62.20 83.48 50.94 49.25 56.18 36.87 56.11 72.29 66.42 115.82 AN/A N/A 71.14 60.94 25.30 21.54 27.57 26.49 72.67 114.97 68.66 2.94 3.27 1.53 25.07 4.33 1.22 9.43 2.50 1.00 15.03 39.98 2.58 24.29 1.95 8.81 2.51 14.07 0.34 6.73 “2.43 17.08 9.85 -2.82 25.18 6.21 74.39 “1.75 9.13 4.72 28.57 39.81 14.42 3.95 14.28 6.62 0.49 0.28 22.97 13.54 5.11 28.29 1.31 11.14 10.05 20.56 -3.23 21.23 1.45% 0.98% 0.89% 147% 1.19% 0.92% 0.99% 0.95% 0.70% 0.95% 1.23% 0.99% 1.15% 0.80% 0.71% 0.62% 1.55% 0.96% 1.19% 1.07% 1.03% 1.03% 0.73% 1.32% 1.11% 1.17% 1.04% 0.60% 0.60% 0.89% 0.90% 0.65% 0.99% 0.66% 1.03% 0.69% 0.71% 0.33% 0.90% 1.39% 1.08% 0.86% 0.90% 0.77% 0.77% 0.71% 0.68% 25.81 (175.36) (62.38) (28.37) (76.07) (22.27) (27.02) (42.06) (163.52) (159.32) (281.43) 97.22 (228.33) (72.29) (226.21) 17.39 222.62 (159.63) (69.91) (26.81) (58.56) (108.43) (47.53) (32.88) (234.78) (336.55) (77.09) (199.72) (32.61) (327.03) (439.58) (132.10) 19.60 (164.23) (102.67) 11.90 (57.72) (86.75) (89.88) (260.29) 76.43 (66.07) 3.74 (74.77) 50.36 (155.27) EFTA00293466

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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 6,206 2,580 3,498 114 (3) 4,046 (28) 4,116 1,626 1,253 2,253 152 4,791 2,706 (90) 272 489 274 6,129 449 (7) (85) 1,143 (25) (22) 1,796 791 166 1,183 53 (83) 1,389 (62) 543 33 47 564 110 1,625 33,260 185 874 1,997 712 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 9,785 (8,822) 7,132 5,707 6,372 9,189 9,291 (678) (7,004) 7,503 7,309 2,996 5,573 10,799 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 3,248 587 11,376 2,560 62.20 46.61 54.46 63.20 85.65 51.34 31.44 58.57 68.36 82.02 15.77 35.84 28.24 12.22 60.88 69.60 61.93 53.54 103.19 23.45 24.95 63.75 41.70 4.32 23.75 18.77 143.99 62.55 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 5.42 16.17 28.27 89.96 47.19 65.88 89.59 86.85 #N/A N/A 72.34 30.72 75.67 79.58 82.21 17.80 48.36 36.10 16.51 77.72 70.31 64.29 58.12 107.63 39.08 26.15 64.38 42.20 4.98 23.67 18.63 190.39 67.13 12.61 74.73 73.22 15.15 67.32 32.86 133.24 32.20 33.13 63.82 21.84 25.08 81.68 49.80 62.83 5.42 19.01 36.14 39.02 1.22 24.55 34.05 2.06 0.57 40.46 0.90 44.34 15.41 0.20 15.37 29.72 26.25 31.22 35.10 2.03 4.83 8.34 5.78 67.07 5.97 1.32 -2.40 13.99 0.45 0.76 32.12 10.33 2.92 15.61 0.94 -2.40 33.19 “1.77 11.24 1.15 1.59 8.74 2.57 13.03 187.05 2.49 18.66 0.00 16.25 25.22 1.14% 1.01% 0.85% 1.23% 0.68% 0.07% 1.01% 2.58% 0.66% 1.06% 1.13% 0.84% 1.18% 1.06% 1.13% 0.79% 0.50% 0.79% 1.03% 0.75% 0.99% 0.81% 0.75% 0.51% 1.09% 0.77% 0.98% 1.00% 0.71% 0.94% 0.77% 1.08% 0.95% 159% 1.17% 0.90% 0.82% 0.92% 0.77% 0.95% 0.95% 1.28% 0.56% 1.44% 1.18% 1.08% 1.10% (594.74) (103.82) (139.09) (393.00) 80.42 (412.09) (24.59) (276.50) (197.89) (54.90) (214.79) (83.66) (23.64) (468.07) 45.81 71.01 (11.81) (92.98) 0.52 (159.63) (96.23) 11.25 37.48 (241.69) (132.34) (66.21) 60.52 (0.66) (176.06) (80.76) (136.71) 41.97 (74.49) 10.53 (5.61) (35.78) (32.05) (119.84) (121.40) (255.12) (877.81) (74.05) (225.42) (9.46) (176.44) (7.44) EFTA00293467

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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 4,968 6,591 324 308 2,959 490 6,336 1,189 (59) 1,336 41 1,330 266 3,162 401 2,892 258 4,194 4,013 617 173 682 140 115 172 3,584 12 666 (43) 274 2,675 1,109 11,098 6,268 (45) 156 2,416 7,653 970 4,125 1,862 7,817 91 12,428 13,671 4,874 5,466 5,408 13,333 6,110 11,930 6,863 1,223 7,236 (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) 6,486 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 4,559 857.75 110.98 25.93 23.77 48.07 66.67 40.79 61.10 25.14 10.85 5.52 184.74 35.95 23.81 1.92 13.81 67.84 149.71 34.13 69.31 52.29 106.69 35.17 38.83 86.99 78.63 198.03 0.89 58.84 122.48 192.19 47.99 61.33 59.29 47.01 8,212.58 183.40 94.88 162.99 28.68 43.22 44.37 12.38 96.89 35.71 1,200.64 164.48 27.66 25.11 56.43 81.46 44.06 93.55 29.49 10.35 6.54 183.84 40.32 24.46 3.00 12.87 #N/A N/A 81.84 141.41 48.61 91.34 56.08 109.01 31.62 38.05 87.10 83.22 202.24 1.35 59.08 162.93 202.03 50.01 85.43 87.92 76.46 11,850.89 181.05 94.34 176.00 33.76 59.12 50.06 18.75 #N/A N/A 132.40 36.42 45.98 62.62 8.58 5.22 15.92 30.26 7.85 86.64 18.38 5.45 30.79 0.72 10.93 3.54 47.16 4.52 1.13 30.21 5.59 37.56 41.54 8.75 2.92 11.33 2.88 0.05 2.29 2.57 49.25 0.48 31.82 -2.70 4.49 27.15 44.86 48.34 36.23 1.33 1.19 10.13 22.28 43.22 11.60 46.24 12.27 49.86 2.74 0.87% 0.77% 0.78% 1.08% 1.09% 0.73% 1.02% 0.61% 0.94% 0.89% 0.60% 0.67% 1.11% 0.77% 1.19% 1.50% 1.31% 0.68% 0.99% 1.13% 0.76% 0.83% 0.75% 0.89% 0.70% 2.49% 2.55% 0.83% 1.03% 0.83% 1.04% 1.90% 0.94% 1.45% 1.08% 1.30% 1.22% 0.98% 0.48% 0.79% 0.80% 0.85% 1.11% 1.11% 1.13% 0.74% 0.73% (228.53) (240.63) (61.06) (147.31) (51.96) (149.28) (150.67) (183.50) (141.00) (22.81) (130.01) 63.60 (139.46) (112.07) (194.01) 209.10 (173.90) 70.29 (251.81) (121.75) (136.37) (94.44) 52.03 34.68 (30.97) (35.97) (177.55) (229.85) (30.84) 6.64 15.94 (23.30) 37.20 (15.98) (560.89) (413.78) (85.06) 61.08 (9.75) (101.74) (93.58) (129.82) (259.02) (503.05) 22.05 EFTA00293468

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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 567 (76) 1,439 155 597 588 (73) 1,689 3,587 2,356 705 2,027 871 4,059 63 5,255 1,493 1,324 3,928 5,052 (24) (105) 1,176 86 497 494 1,198 2,787 (18) 418 474 4,891 19 848 616 560 (89) (92) 7,793 575 951 2,367 1,266 6,113 151 (73) 87 11,917 (1,253) 10,685 1,649 7,177 7,645 6,672 (3,262) 14,649 (7,392) 9,821 12,114 5,145 4,498 4,672 18,291 9,100 9,590 15,510 (5,180) 3,253 4,555 7,533 4,632 (2,814) (2,795) 3,043 13,710 (1,625) (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 3,506 4,217 5,192 106.02 46.15 49.65 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 40.13 80.49 65.07 167.88 12.58 33.38 94.24 13.30 13.87 956.05 212.47 78.56 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 50.60 73.26 75.80 111.07 48.95 56.34 30.16 37.72 212.91 30.79 10.58 90.40 23.81 74.63 13.80 77.29 7.54 76.98 82.14 46.71 91.61 81.55 #N/A N/A 166.66 12.29 38.59 96.00 10.95 11.42 1,332.45 255.66 79.42 #N/AN/A #N/A N/A 31.95 77.65 34.01 80.29 80.80 33.44 33.50 22.22 168.22 74.84 129.96 73.57 89.47 52.78 72.02 77.07 6.11 6.71 14.80 7.98 9.63 11.23 1.41 25.25 32.11 16.10 8.71 24.24 18.57 59.99 1.45 35.20 12.73 12.49 33.05 21.30 0.65 2.21 21.27 2.31 11.59 11.38 29.80 21.90 -1.66 9.81 10.33 27.70 0.51 12.12 7.11 8.06 3.17 2.74 60.75 10.58 15.80 19.55 13.07 49.83 5.12 -2.13 2.01 0.78% 0.91% 0.91% 1.18% 0.86% 0.69% 0.83% 2.05% 0.76% 1.98% 0.82% 0.69% 0.91% 1.50% 0.92% 0.82% 1.29% 1.11% 0.77% 4.58% 1.11% 1.04% 0.73% 0.81% 1.52% 1.55% 1.32% 0.93% 0.66% 1.46% 1.47% 0.81% 0.81% 0.97% 0.85% 0.91% 0.85% 0.94% 1.22% 0.58% 1.00% 0.75% 0.77% 0.62% 0.84% 0.81% 0.84% 158.74 (7.44) (164.32) (32.11) (105.14) (197.62) (50.58) (206.20) (188.12) (248.69) (131.76) (160.45) (79.04) (169.74) 21.15 (411.76) (191.39) (35.41) (390.27) (50.58) (87.65) (109.03) (31.21) 79.71 86.55 (62.56) (215.43) 7.44 (180.41) (57.70) (225.84) 105.15 (123.01) (0.27) (8.61) (406.04) (29.43) (1.75) (78.35) (298.54) (276.74) 151.51 (59.09) (71.20) EFTA00293469

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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 170 (67) 133 736 (107) 98 158 6,776 (37) 122 149 388 351 (208) (321) 28 2,318 1,358 1,083 930 317 32 1,414 362 382 (35) (11) 250 (9) 655 (213) 613 14 (56) (42) 263 2,940 (92) (77) 187 9,557 454 (44) (28) 353 814 4,065 4,084 4,580 5,633 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) 925 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 5,540 (6,953) 4,763 (7,398) 5,234 34.51 36.62 37.36 298.72 60.03 54.73 54.04 212.78 65.12 46.80 103.67 8.35 8.28 81.42 81.44 71.41 44.08 114.69 114.81 79.94 644.51 42.17 160.18 80.14 22.30 25.39 68.42 33.28 84.31 33.29 24.71 359.52 34.20 44.82 15.58 15.47 63.57 46.52 4.58 7.61 117.86 63.59 58.81 43.75 83.58 5.65 120.22 35.96 36.03 38.45 337.76 58.94 55.66 55.77 297.42 64.62 48.19 101.16 8.79 8.83 78.31 77.92 70.35 $7.12 128.52 128.77 91.33 616.36 42.17 161.34 91.80 20.77 26.94 65.09 33.20 87.55 33.23 27.43 369.00 31.85 44.96 14.98 15.00 62.01 60.93 4.52 7.45 113.59 123.06 63.63 44.03 83.09 5.38 138.91 5.39 2.12 3.51 7.82 -1.99 1.38 2.26 42.89 1.06 2.99 2.87 6.20 6.20 4.80 5.45 1.34 25.21 14.11 13.76 15.34 4.60 0.00 0.98 18.13 5.85 5.99 AAS 0.37 3.86 0.29 10.79 “2.47 9.22 0.56 4.67 -3.31 2.28 36.31 -2.15 -2.33 4.35 105.84 9.36 0.94 0.78 5.43 18.39 0.78% 0.77% 0.83% 1.67% 0.93% 1.23% 142% 0.93% 0.74% 0.99% 0.84% 0.86% 1.07% 0.83% 0.83% 1.10% 1.17% 0.85% 0.88% 0.93% 0.95% 0.48% 0.74% 0.80% 1.17% 1.02% 1.16% 0.68% 1.00% 0.67% 1.02% 1.07% 0.75% 0.55% 0.85% 0.93% 1.07% 0.85% 0.65% 0.93% 0.83% 0.88% 0.88% 0.67% 0.75% 0.88% 0.85% (57.61) (60.03) (66.23) 69.51 (107.75) (177.77) (143.44) (879.98) (63.52) (51.23) 160.21 (206.12) (144.66) (138.62) (200.03) 16.50 (452.53) (435.43) (322.03) (156.90) 108.41 (2.85) 3.86 (191.46) 79.97 125.49 (7.99) (6.29) (122.02) 5.82 (179.24) (107.56) 44.40 (44.60) (29.46) (18.12) 36.81 (51.37) (7.15) (113.65) 88.49 (257.02) (98.92) 43.94 (45.20) 174.49 (66.23) EFTA00293470

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TWX US Equity 89 4,212 65.11 66.48 2.37 0.89% (42.19) TXN US Equity 3,376 12,205 34.93 44.59 34.70 0.80% (127.30) TYC US Equity 11,299 24,080 29.17 42.85 66.50 0.71% 450.24 UBS US Equity 323 5,489 19.43 20.58 5.47 1.07% (224.85) UBSN VX Equity 316 5,158 19.51 20.70 6.46 0.95% (178.76) UCG IM Equity 1,920 5,391 5.58 757 25.55 1.39% (317.93) ULVR LN Equity (56) (2,960) 39.29 40.03 -1.98 0.95% 61.22 UNA NA Equity (93) (6,295) 38.14 38.70 “1.55 0.95% 146.77 UNH US Equity 2,033 10,037 64.08 77.06 25.38 0.80% (9.41) UNP US Equity 1,072 10,433 162.47 179.16 13.18 0.78% (74.41) UPS US Equity 2,880 14,806 79.87 95.41 34.41 0.57% (60.17) USB US Equity 2,447 14,238 34.71 40.68 27.02 0.64% (227.65) UTX US Equity 6,375 15,190 82.05 116.49 52.87 0.79% (121.66) V US Equity 3,841 3,914 111.85 221.62 98.55 1.00% (161.29) VALE US Equity 314 (3,908) 15.08 13.87 5.65 1.42% 79.80 VALE3 BZ Equity 276 (4,586) #N/A N/A 4.14 1.45% VIAB US Equity 3,986 7,376 55.90 86.11 51.51 1.05% (216.96) VIV EP Equity 193 2,668 26.19 28.08 7.85 0.92% (49.61) VMW US Equity 382 4,244 87.26 95.11 8.04 1.12% (65.85) VOD LN Equity 10 (475) 4.17 4.08 1.42 1.54% 10.57 VOD US Equity i (453) 41.67 40.69 1.47 1.59% 10.85 VOW3 GR Equity 77 6,826 228.75 252.78 7.48 1.41% (224.62) VRX CN Equity 858 1,611 92.95 142.46 43.73 1.22% (56.17) VRX US Equity 996 1,880 93.20 142.61 47.03 1.13% (77.63) VTIUS Equity 567 5,134 86.91 96.51 19.22 0.57% (59.31) VWO US Equity 389 (7,247) 40.33 38.17 5.50 0.98% 155.48 VZUS Equity 109 (6,121) 48.12 47.26 2.18 0.82% 31.37 WBC AU Equity 23 3,018 29.45 29.67 0.91 0.83% (25.10) WES AU Equity (141) 8,616 38.64 38.01 241 0.78% (58.93) WFC US Equity 2,285 10,067 37.56 46.08 36.69 0.62% (93.74) WLP US Equity 2,137 10,369 74.31 89.63 21.47 0.96% (172.56) WMT US Equity (27) 4,005 74.59 74.09 “1.03 0.66% (36.34) WOW AU Equity (87) (6,932) 31.30 31.69 “1.79 0.70% 60.50 XOM US Equity 608 10,902 90.48 95.52 7.23 0.77% (95.68) XTA LN Equity (36) (2,238) #N/A N/A 0.72 2.21% YHOO US Equity 315 1,282 30.64 38.17 19.20 1.28% (29.15) YUM US Equity 41 5,221 72.83 73.41 0.86 0.91% (38.80) ZURN VX Equity 203 6,394 291.95 301.23 3.99 0.80% (106.65) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day : SPX Index 16,685 62,272 1,455.70 1,845.73 41.00 0.65% (582.58) NDX Index 13,805 46,686 2,831.19 3,668.37 40.29 0.73% (453.83) RTY Index 14,158 39,938 868.48 1,176.36 39.37 0.90% (304.97) EFTA00293471

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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 61 2,127 1,938 (229) 3,436 7,758 957 6,910 6,242 4,397 5,596 25,661 5,250 4,269 6,738 8,953 10,725 7,455 1,793 1,862 7,997 1,871 2,426 (52) (312) 502 (22) 102 (50) 32,687 297 45 5,032 (2) 5,206 2,154 5,710 132 8,569 155 3,734 12,610 5,773 8,934 4,949 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 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 84.29 41.62 3,920.65 330.60 139.54 2,903.47 344.53 1.82 4,825.61 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 12,804.27 2,887.09 #N/A N/A #N/A N/A 11,172.76 12,855.37 5,893.94 13,569.38 9,383.58 27,141.91 9,876.25 6,963.64 7.56 533.22 4,163.68 2,028.69 129.24 10,064.61 206.26 3,426.28 #N/A N/A 91.41 35.29 3,912.70 336.97 144.47 2,899.46 337.58 1.83 4,806.59 #N/A N/A 38.78 68.40 248.92 41.25 21.53 40.05 35.96 51.71 42.12 66.21 87.09 46.97 59.00 453.78 683.23 404.66 0.55 8.22 6.03 -1.80 12.44 25.99 6.56 19.92 23.16 21.02 18.98 66.37 22.21 13.66 21.01 28.32 25.87 20.16 9.02 6.49 31.63 10.80 11.01 0.21 2.41 2.75 0.15 2.24 0.79 0.59 106.61 4.64 2.19 43.81 0.13 48.99 6.47 26.89 45.86 2.94 53.41 4.67 32.43 65.92 19.34 30.36 12.97 0.57% (85.33) 0.99% 443.51 1.43% 2.31% 0.69% (832.49) o.si% |) (751.23) 0.73% (664.93) 0.87% 0.61% 0.83% 1.21% (920.08) o.96% | (4/838.83) 0.66% (349.25) 0.74% 0.73% 0.80% 1.09% 0.90% 0.86% (858.12) 1.43% 0.78% (331.01) 0.95% (496.94) 0.80% 222.57 1.28% (94.13) 0.90% (227.64) 0.90% (307.52) 0.78% (159.59) 0.67% (47.55) 0.42% 1.05% 113.76 0.49% 3.12 0.80% (113.31) 0.23% (36.08) 0.78% (147.41) 0.56% (86.13) 0.62% (161.09) 0.77% (146.94) 0.61% (40.52) 0.78% (274.36) 0.79% (27.88) 0.77% (43.61) 0.79% 0.69% 1.03% 0.81% EFTA00293472

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXS5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 4,665 1,008 11,525 4,521 165 23,874 2,814 2,234 8,480 (6) 191 11,554 22,537 5,185 5,257 256 1,196 (520) 1,674 3,192 2,927 116 6,244 25 961 142 991 875 3,113 4,073 3,043 3,470 2,651 30,087 7,436 3,004 9,541 2,871 (515) 727 1,531 (401) 3,811 1,300 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) 27,846 16,608 53,418 49,855 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 70,307 70,765 72,700 69,707 66,681 78,270 54,111 71,424 50,187 60,407 (27,378) 22,143 (33,149) (12,683) 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 98.97 3.77 220.12 761.27 1,269.35 209.03 1,457.62 822.10 167.43 219.11 355.88 474.42 347.20 1,669.12 1,235.81 336.92 1,612.81 1,321.89 392.13 725.64 333.32 420.32 83.13 452.11 1,000.12 1,489.15 400.80 456.82 310.89 559.58 668.20 847.28 1,017.26 386.17 459.87 796.76 437.64 345.47 270.85 203.73 4,194.96 5,045.42 21.43 111.20 104.92 4.49 101.00 232.18 763.04 1,187.76 208.64 1,439.92 820.14 165.63 217.11 371.64 501.72 361.73 1,752.20 1,284.95 466.44 1,834.44 1,377.48 466.68 760.13 339.58 434.12 79.29 466.39 1,063.07 1,523.22 18.23 4.65 45.22 20.00 1.29 54.17 12.77 15.69 21.25 0.03 0.99 42.79 71.08 26.08 17.52 3.08 5.85 “3.49 7.64 3.95 49.70 1.69 17.58 0.41 3.17 0.62 4.33 442 14.83 19.70 14.48 17.13 13.39 125.57 37.49 14.45 53.54 15.37 4.00 5.65 5.18 -10.62 18.00 7.12 0.75% 0.74% 0.88% 0.80% 0.70% 0.72% 0.85% 0.80% (821.45) (601.85) (920.59) (402.66) (919.75) (621.62) 0.84% 0.66% 0.75% 0.81% 1.05% 0.75% 0.52% 1.01% 0.60% 0.79% 4.87% 0.11% 0.14% 0.37% 0.45% 0.38% 0.38% 0.25% 0.21% 0.30% 0.29% 0.29% 0.29% 0.30% 0.31% 0.37% 0.29% 0.36% 0.31% 0.47% 0.58% 0.89% 0.30% 0.35% 0.32% (459.51) (690.74) 263.76 (200.61) (470.69) 670.44 (502.64) 104.85 91.10 46.09 24.23 72.92 (183.21) (64.68) 64.89 (141.73) 54.99 118.92 (284.07) 303.48 26.54 219.32 141.96 EFTA00293473