Atorus, LLC 5/1/2014 Current Date: Change on Day: |____ 0.05% Total Return since 1/1/12: MSCI World Change on 712M Return: Day -0.12% T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: eda | ey on Day won | a Positions: 437 Current Leverage | aa) (Gross Exposures): 2.97) Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 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: [HUT EERE We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— Series1 1,000,000.00 600,000.00 + T T T T T T T T T T T T T 7 SS SS HS PH? PF oP? SF og? RN > » aS BSP PhP” PP” wf EAP’ PY WTAE PE APE gg oS yy » oo EFTA00605676

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Atorus, LLC 5/1/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | __sSecurity | __ Notional _|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 24 Positions 45 Positions | 26.19%] TGT US Equity (8,574) 0.15% AEX Index 6,043 0.32% 941 HK Equity (9,455) 0.17% HON US Equity 6,133 0.33% XAG Curncy (15,640) 0.28% XLI US Equity 6,179 0.33% CO1 Comdty (19,698) 0.36% SX7E Index 6,247 0.34% MEXBOL Index (20,915) 0.38% ROG VX Equity 6,287 0.34% INDEXCF Index (21,271) 0.38% UTX US Equity 6,390 0.34% JP_TSY CREDIT (22,684) 0.41% SX6P Index 6,484 0.35% XAU Comdty (23,727) 0.43% MAERSKB DC Equity 6,513 0.35% SHCOMP Index (26,960) 0.49% ASE Index 6,590 0.35% MY_TSY CREDIT (32,331) 0.58% DAI GR Equity 6,762 0.36% CA_TSY CREDIT (36,066) 0.65% SXMP Index 6,793 0.36% SE_TSY CREDIT (55,416) 1.00% NOVN VX Equity 6,873 0.37% SPX Index 62,272 1.12% ACA FP Equity 7,070 0.38% DK_TSY CREDIT 67,396 1.22% AZN SS Equity 7,205 0.39% CH_TSY CREDIT 69,328 1.25% PSI20 Index 7,305 0.39% STBCNZL Index 73,207 1.32% SXXP Index 7,342 0.39% IE_TSY CREDIT 78,270 1.41% SMI Index 7,455 0.40% AT_TSY CREDIT 79,056 1.43% SXSE Index 7,537 0.40% BE_TSY CREDIT 79,771 1.44% MDT US Equity 7,545 0.40% FR_TSY CREDIT 79,806 1.44% FTSEMIB Index 7,737 0.42% NL_TSY CREDIT 81,163 1.46% AZN US Equity 7,830 0.42% GB_TSY CREDIT 81,211 1.47% AZN LN Equity 7,950 0.43% DE_TSY CREDIT 81,920 1.48% HEX Index 8,113 0.44% FI_TSY CREDIT 82,613 1.49% TMO US Equity 8,216 0.44% BEL20 Index 8,299 0.45% PRU LN Equity 8,528 0.46% DAX Index 9,117 0.49% IT_TSY CREDIT 9,549 0.51% INAV Impact of MTM by Category & Exposure MMM US Equity 9,614 0.52% TYC US Equity 9,692 0.52% Listed Equity Short |= 0.084%) NOX index 9,979 0.54% lEquityComtong |S _C0.102%| IBEX Index 10,178 0.55% JEquityCom Short |= 0.05 9%) SAP Index 10,323 0.55% c2oRatestong | 072%) LUXXX Index 11,112 0.60% KFX Index 11,182 0.60% EsS_TSY CREDIT 11,768 0.63% XLV US Equity 11,827 0.63% SXIP Index 12,095 0.65% SXOP Index 12,611 0.68% SPX Index 18,199 0.98% EFTA00605677

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SXTP Index 22,888 ISEQ Index 24,411 SXDP Index 27,201 1E_TSY CREDIT 33,363 STBCNZL Index 37,492 ao. Long PAMERShort EquityCom Long EquityCom Short P| | | G2ORatestong | G20 Rates Short P3855 | [TotalShort, 1.23% 1.31% 1.46% 1.79% 2.01% Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodites, G20Gov. Credit) $2,000,000 @ APAC Long $1,500,000 @ APAC Short @ EMEA Long $1,000,000 m EMEA Short m AMER Long m AMER Short 500,000 ® EquityCom Long ® EquityCom Short .- ® G20 Rates Long , ™@ G20 Rates Short $(500,000) EFTA00605678

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Atorus, LLC 5/1/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,000,000 (1,000,000) r Sb n> SY re > > ab & ie ® es S ON” GV A” oN’ 5,000,000 4,000,000 3,000,000 APAC 2,000,000 — EMEA owe AMER —= EquityCom G20 Rates 1,000,000 owen NexEposure RHS (2,000,000) (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 x a7 SY Atg & sf » an o o vy wv 9 Sy oY “ a 7 iv o Pr T J &® b& EFTA00605679

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Atorus, LLC 5/1/2014 Current Gross Notional Risk by Category 242,942 586,990 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 ——Series1 115 —— Series2 0.95 0.75 + T T T T T T T T T T T T T 7 Vv a7 Vv Vv Vv > > > ee) > > &® &® Sw Oe OY PY UO OO a ha oo o>” SE HAM MH MMH MH AM MH ho Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% r o> mS xX” ‘ca x” © > wv 4% —— Series] EFTA00605680

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Atorus, LLC 5/1/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) em P/L Vol Days by Position 0.00 + T T T T T T T 1 FO" LO" O79 (9% 9" O° 9% 9° 9" O° 9% 9.9% O° 9° 9° 9% 100g SPP AP” AP" AP? AH? AO? PDL” OS" SPO PH" HH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.07% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 44.87%) EFTA00605681

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Atorus, LLC 5/1/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day M™ sonitent Exp. @ Cost (in USD) 000270 KS a (2,475) 55.84 54.94 159 1.02% 005380 KS Equity oo 3,149 224.27 219.26 2.24 1.02% 005490 KS Equity (251) (3,011) 272.57 295.33 -7.40 1.13% 005930 KS Equity (28) (2,053) 1,294.61 1,312.47 “1.52 0.91% 012330 KS Equity 869 5,584 247.00 285.47 16.51 0.94% 1 HK Equity 810 12,607 16.18 17.22 8.89 0.72% 1299 HK Equity 179 5,954 4.79 4.93 2.98 1.01% 13 HK Equity 2,666 12,243 11.40 13.89 26.50 0.82% 16 HK Equity 12.61 27 HK Equity (4) 25 9.40 8.02 9.53 1.80% 2914 JP Equity (18) (3,020) 32.46 32.66 -0.60 1.01% (16.15) 3382 JP Equity 67 1,928 38.25 39.59 3.63 0.96% (3.44) 4063 JP Equity (49) 1,406 60.26 58.23 -2.93 1.19% 17.29 4502 JP Equity (20) (788) 44.14 45.24 -3.01 0.83% 1.41 4689 JP Equity (15) (1,461) 4.50 4.54 0.48 2.18% (42.01) 5 HK Equity (11) (3,197) 10.17 10.20 0.43 0.77% 5108 JP Equity 1 3,462 36.12 36.12 0.02 0.96% 16.89 5401 JP Equity 310 (4,850) 2.84 2.66 6.03 1.06% (8.16) 6301 JP Equity 21.91 : 6752 JP Equity 10.93 c 6902 JP Equity 45.14 : 6954 JP Equity 727 6,629 6,392.98 175.73 10.95 1.00% (62.01) 7201 JP Equity 76 (2,999) (3,742.97) 8.63 2.85 0.89% 15.49 7203 JP Equity 88 (4,207) (5,259.85) 54.91 2.28 0.92% (7.29) 7267 JP Equity 193 (4,675) (4,885.01) 33.88 3.75 1.10% (58.21) 762 HK Equity (260) (3,143) (5,161.69) 1.49 5.55 1.49% 7751 JP Equity (42) (4,119) (6,865.02) 31.76 “1.41 0.73% (16.74) 8031 JP Equity (49) (3,821) (4,775.88) 14.28 “1.58 0.82% 3.69 8058 JP Equity 5 (690) (4,383.01) 18.13 0.83 0.83% (0.41) 8306 JP Equity 90 (3,668) (4,603.66) 5.49 1.72 1.44% (65.27) 8316 JP Equity 7 (1,984) (2,000.57) 41.02 0.24 1.35% (23.01) 8411 JP Equity (18) (1,077) 199 -2.39 0.71% (2.46) 8604 JP Equity 184 (3,335) (3,504.39) 6.12 4.18 1.32% (20.84) 8801 JP Equity 25 2,660 30.48 30.76 0.70 1.34% 52.77 8802 JP Equity 110 (4,920) 24.34 23.80 151 1.49% (150.31) 9020 JP Equity 222 (5,379) 75.21 72.10 3.89 1.06% 15.35 941 HK Equity 782 (9,455) 10.19 9.35 6.59 1.25% 9432 JP Equity 347 6,077 53.19 56.23 5.65 1.01% (15.21) 9433 JP Equity 54.88 = 9437 JP Equity (175) (6,149) 15.59 16.04 -2.95 0.97% (61.98) 9983 JP Equity 118 (3,406) 323.49 312.31 2.55 1.36% 6.74 EFTA00605682

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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 898 32 62 86 (88) (108) 426 (27) 293 287 7,070 489 232 ut 21 5,156 513 374 91 160 158 (2) 1,552 12 818 (7) 51 2,216 7,950 7,205 7,830 150 294 1,431 486 86 212 (23) 168 156 (48) 1,214 21 281 24 2,175 7,342 1,332 2,785 2,296 1,738 2,486 8,888 4,097 (3,366) (3,243) 5,408 9,744 10,703 3,867 4,556 9,698 10,358 7,022 469 6,336 5,509 (1,020) 11,545 (2,547) 12,582 4,376 2,501 10,373 12,676 12,119 12,812 4,613 795 5,219 7,333 7,532 4,842 5,769 (365) 3,222 3,172 (1,551) 5,790 5,498 4,523 2,447 75.59 527.64 23.59 23.63 49.39 7.59 7.57 103.14 38.86 18.97 18.99 6.83 97.27 77.97 75.63 62.88 110.56 136.37 49.93 57.15 168.01 167.40 112.34 76.79 309.06 29.73 87.33 97.78 71.56 49.80 50.82 50.30 125.87 15.21 4.11 97.30 53.98 73.52 134.00 10.07 14.49 14.49 62.89 10.12 44.37 16.37 52.46 75.85 592.20 24.16 24.15 $1.24 7.22 7.26 108.09 38.61 17.32 17.31 15.77 102.16 79.66 77.79 63.18 169.34 143.12 52.59 68.20 172.24 172.20 112.53 87.12 307.59 31.66 87.19 99.77 86.85 81.04 81.03 81.04 129.97 15.21 4.34 116.29 57.46 74.83 138.93 10.71 15.25 15.21 64.84 12.24 44.54 17.39 52.98 0.20 13.77 2.84 2.61 2.67 4.99 4.36 6.34 1.01 6.39 6.67 123.42 11.87 2.63 4.26 0.71 26.39 8.28 6.87 20.73 3.51 3.94 0.14 21.82 0.25 10.40 -0.20 1.69 24.67 38.20 37.22 40.89 4.06 0.00 5.46 21.13 7.86 1.93 3.69 2.99 3.08 2.79 -3.40 22.98 0.91 6.03 0.93 1.74% 0.89% 0.85% 0.84% 1.41% 1.02% 1.00% 0.76% 0.65% 1.36% 1.33% 1.06% 0.42% 0.83% 0.67% 0.66% 2.01% 0.60% 0.78% 0.93% 0.72% 0.73% 1.18% 0.62% 1.93% 0.62% 0.81% 1.20% 0.87% 16.27 12.49 16.69 (19.76) 17.24 (5.65) (17.85) (24.17) 1.78 (61.51) 0.94 1.60 7341 (40.40) (1.67) 2.41 (0.38) 12.95 15.81 (8.69) 164% 25.22 1.60% 1.49% 0.80% 1.06% 1.03% 0.92% 0.82% 0.92% 1.00% 2.13% 1.70% 1.76% 0.92% 0.91% 0.42% 1.03% 1.06% 54.01 38.27 3.95 22.19 (106.71) 50.00 108.60 (20.80) (4.17) 18.42 22.60 EFTA00605683

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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 (732) 29 223 161 (10) 419 (22) 422 1,303 (13) (23) 585 478 867 925 232 (24) 332 2,376 851 465 (4) 296 2,644 686 181 5,003 1,753 1,236 1,715 699 112 130 848 (0) 521 (32) 1,012 1,754 2,264 (4,451) 8,431 6,839 1,066 (799) 8,609 3,418 (3,193) 11,017 5,212 2,943 5,498 3,299 10,072 9,797 13,935 9,049 471 3,763 3,932 14,645 15,251 (1,260) 6,257 1,090 7,019 20,847 10,989 4,527 12,096 12,873 10,769 12,425 7,124 4,333 9,550 7,080 (416) 1,724 3,005 8,914 11,815 1,122 13,256 18.08 34.33 67.77 245.93 32.02 32.86 293.93 32.12 66.19 99.22 49.83 73.18 61.78 58.15 7.76 120.41 103.62 29.47 48.12 34.37 90.43 69.23 57.71 36.20 147.95 96.74 59.58 83.69 50.01 36.26 51.38 36.73 51.30 68.86 74.40 114.02 64.09 52.60 19.39 23.23 25.07 63.98 124.77 60.80 21.05 34.45 69.99 283.07 32.40 34.46 300.85 32.34 68.73 124.02 49.62 72.88 72.74 60.91 8.45 128.40 6.67 106.28 29.47 47.81 37.27 105.10 73.10 57.39 38.89 147.40 100.82 67.13 88.92 $2.01 51.26 58.37 40.95 58.38 75.61 76.32 115.57 AN/AN/A 71.76 52.61 25.25 22.99 27.92 29.49 73.48 124.77 71.18 15.32 0.42 3.52 8.16 “1.45 6.82 2.49 0.79 8.21 25.73 ~0.36 0.55 16.81 10.53 11.05 14.15 3.35 0.00 0.72 9.02 22.97 10.38 0.47 7.78 0.23 5.50 24.57 13.47 4.34 48.29 19.88 15.56 20.86 14.20 3.56 2.94 14.03 0.01 30.90 1.29 15.17 23.83 0.00 31.86 1.07% 0.83% 0.93% 1.85% 0.83% 0.71% 0.95% 0.85% 0.47% 0.97% 1.17% 0.75% 1.06% 0.45% 0.80% 0.47% 0.77% 1.79% 0.88% 0.94% 0.71% 0.54% 1.19% 0.96% 1.64% 0.77% 0.52% 0.46% 0.92% 0.86% 0.69% 0.74% 0.66% 0.69% 0.72% 0.46% 0.85% 1.78% 0.98% 0.83% 0.75% 0.62% 0.60% (45.08) (93.80) 59.09 (19.88) 132.21 (1.83) (24.25) (5.41) 13.46 22.70 4.80 (45.71) (34.14) (3.08) (0.84) (5.93) (8.30) 7.49 16.11 (7.64) 44.53 (0.05) (6.21) 13.10 88.81 (2.05) osa% (273.31) EFTA00605684

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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 6,762 (21) 2,825 3,822 711 4,601 (0) (9) 1,727 45 167 2,356 177 1,011 3,080 (4) 1,236 (103) (45) 5,704 171 128 769 2,357 (80) 1,969 1,968 (300) 35 (209) 999 228 244 (33) (45) 1,877 347 2,599 46 1,061 842 (94) 3,425 (12) 13,908 3,267 12,980 8,377 9,783 10,090 2,332 5,021 9,908 (4,082) 3,191 7,396 660 4,411 10,622 10,185 11,143 2,671 9,210 9,189 10,986 8,739 11,028 8,640 11,929 2,996 5,841 13,127 7,934 3,926 5,260 (2,897) 2,630 5,057 2,491 3,508 3,236 13,323 5,511 13,140 2,407 20,190 3,248 (3,693) 11,635 (473) 62.20 44.15 54.99 63.20 86.71 51.66 30.86 73.53 68.36 77.65 16.67 37.11 29.41 13.92 61.97 73.23 63.30 54.21 105.22 23.45 25.35 66.80 45.29 4.46 24.33 18.75 72.84 63.70 12.49 66.69 72.48 14.82 44.06 33.25 124.78 32.03 32.96 61.94 21.98 22.32 76.09 50.10 49.51 5.22 16.25 34.16 92.45 43.86 66.96 92.04 93.01 #N/AN/A 75.21 30.85 73.40 80.28 76.79 17.54 48.93 37.30 17.12 79.94 73.20 70.32 52.20 104.70 38.00 25.75 67.77 48.45 5.67 25.97 18.26 97.39 73.25 12.04 67.28 73.04 15.88 60.78 34.75 136.99 31.73 32.51 70.66 23.36 26.73 77.53 52.74 62.35 5.36 21.04 35.03 44.20 0.63 37.82 35.23 11.13 72.52 0.01 0.25 19.49 1.24 5.26 27.55 21.05 23.85 23.33 0.07 13.50 -3.73 0.68 67.66 1.92 2.02 13.54 38.52 11.49 3.46 35.14 22.67 411 0.96 0.75 8.29 16.06 4.36 15.81 0.83 1.21 19.66 8.51 39.43 1.00 11.25 23.24 3.36 34.69 2.78 1.10% 1.05% 0.58% 1.30% 0.65% 0.63% 0.96% 0.72% 0.89% 0.89% 0.99% 1.16% 1.28% 0.96% 23.33 (84.22) (3.85) (1.76) (23.01) 106.80 (36.09) (18.34) 124% (288.79) 0.49% 0.82% 1.03% 0.72% 0.92% 0.81% 0.72% 0.51% 0.71% 0.59% 0.77% 0.96% 0.66% 0.92% 0.92% 1.02% 0.87% 2.36% 1.04% 0.62% 1.12% 1.15% 0.72% 0.74% 0.50% 1.90% 0.47% 1.12% 0.76% 0.85% 0.91% (167.96) 70.03 3.96 15.57 47.43 (14.47) (52.89) (7.19) 33.13 49.26 12.71 20.42 (36.78) 73.18 10.63 24.18 16.08 1.59 (48.85) 20.09 (5.52) (28.37) (0.16) EFTA00605685

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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 (47) 272 190 1,827 594 100 6,133 2,063 21 2,025 2,049 1,147 4,392 337 315 3,646 (47) (12) 5,503 326 212 (7) (65) 334 438 679 413 (104) 1,284 1,289 (10) 6,513 289 83 36 3,244 7,545 1,294 1,742 9,614 956 (2,926) 5,707 11,150 6,543 7,619 (4,115) 11,930 7,393 4,565 7,501 (1,753) 13,136 12,041 5,699 4,335 3,252 14,011 (3,652) (1,326) 17,142 4,763 9,903 (6,775) 5,506 (166) (1,779) 8,087 1,914 4,953 2,016 (2,461) 4,479 4,085 2,297 2,363 14,148 5,711 8,779 2,181 13,641 20,811 7,556 3,201 21,331 11,592 $21.13 26.22 25.29 49.74 73.80 41.29 61.10 25.45 10.16 5.56 192.01 36.73 24.19 1.93 15.61 15.40 67.84 146.45 44.94 75.17 55.76 107.52 33.81 40.79 39.65 38.19 198.03 1.10 59.03 122.48 183.83 48.16 61.33 59.29 73.81 1,642.52 186.24 100.60 164.92 28.68 43.22 44.37 12.38 96.89 36.89 529.47 159.63 27.47 25.72 63.63 79.55 40.29 92.51 32.55 10.21 7.06 191.93 42.46 26.50 3.42 16.83 16.89 85.49 148.34 45.35 99.30 55.80 111.06 32.75 40.82 41.25 39.59 206.20 1.35 59.07 163.71 152.96 47.06 80.61 92.55 73.51 2,398.60 195.65 101.55 167.63 35.50 58.89 51.97 19.11 HN/AN/A 140.56 39.94 -1.13 4.98 2.18 25.87 10.39 3.02 78.93 25.49 0.76 43.05 0.05 23.26 15.76 63.23 5.39 6.15 35.61 -1.70 0.71 54.83 0.10 5.97 4.04 0.12 3.76 3.43 6.58 17.22 0.09 38.13 6.35 2.72 16.56 65.13 0.28 46.07 6.73 2.15 1.86 41.03 43.52 17.56 63.99 67.84 16.08 1.42% (4.24) 0.96% (37.47) 0.78% 1.08% 96.70 0.75% 29.86 0.80% 0.65% 13.11 1.09% (61.01) 0.61% (25.11) 0.63% 0.85% 20.28 0.67% (111.93) 0.60% 0.95 1.22% 1.44% 146.16 1.58% 0.73% 41.61 0.76% 1.32% (2.33) 059% (243.77) 0.75% 3.38 0.55% (20.29) 0.78% (38.99) 0.56% 38.38 1.08% (2.56) 1.07% (24.16) 0.63% 1.33% 26.86 0.74% (20.02) 0.88% 5.00 2.65% 126.24 0.86% 65.01 1.90% 102.12 0.86% 9.10 1.43% (54.96) 1.00% 81.55 0.75% 0.44% 75.89 0.88% (2.53) 0.58% (23.32) 0.83% (158.00) 0.98% 62.35 0.85% 26.34 0.66% 3.13 0.51% (23.99) EFTA00605686

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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 661 1,928 41 1,028 676 242 5,191 445 1,059 2,442 219 3,880 263 6,873 964 1,563 5,329 4,025 269 1,698 1,730 (22) (35) 584 (17) 327 14 388 988 116 7 8,528 712 1,790 2,483 2,283 2,236 529 673 943 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (1,819) 10,048 13,258 2,940 4,498 9,753 18,291 9,444 9,797 15,510 (4,107) 5,025 7,118 7,995 7,355 (443) 2,920 4,727 10,723 5,476 11,013 (5,205) 9,010 4,291 4,552 10,521 13,147 6,269 16,340 12,547 7,968 10,690 10,120 9,573 106.02 50.18 30.40 35.30 197.70 31.52 73.03 32.73 69.79 11.96 68.03 3.96 77.58 63.81 40.35 80.78 65.07 4.39 163.47 13.32 33.68 95.04 13.35 983.89 255.28 83.02 30.70 79.25 85.47 76.60 35.54 35.90 12.76 161.95 65.20 113.54 66.83 68.46 53.26 74.37 77.56 111.90 49.94 58.40 30.95 39.83 219.54 32.09 9.38 98.35 24.73 77.14 14.17 73.09 7.38 79.67 87.78 44.47 93.67 87.43 0.09 172.22 16.50 40.97 94.75 14.40 15.48 1,180.64 254.38 85.55 7.24 7.78 30.78 82.04 31.98 85.39 85.01 36.50 36.50 23.11 170.72 83.82 130.80 78.99 87.67 55.90 79.32 85.20 6.98 16.83 1.46 15.32 13.51 2.68 48.15 13.98 17.86 31.43 8.48 53.27 3.04 44.50 10.71 22.82 43.17 54.77 7.38 21.27 21.41 0.41 3.49 11.45 0.34 6.49 0.28 8.06 0.15 13.98 2.86 1.83 81.71 11.88 34.56 24.07 25.97 35.26 7.21 13.81 17.23 080% 198.58 0.97% (222.26) 1.24% (15.36) 0.84% (53.15) 0.82% 0.68% (100.28) 1.75% 0.59% 0.59% 0.88% 1.62% 0.89% 0.84% 0.95% 0.70% 0.80% 1.79% 0.73% 1.12% 1.01% 0.74% 2.27% 1.75% 1.06% 0.47% 0.93% 0.44% 0.59% 0.78% 0.94% 0.93% 0.99% 0.46% 0.83% 0.63% 0.70% 0.80% 0.69% 0.48% 0.57% (16.41) 1.88 7.46 (115.39) 112.96 0.78 (33.68) (19.43) 3.13 5.57 26.25 (67.66) (17.32) 17.15 142.92 33.13 38.21 (45.73) (26.92) 98.53 (18.38) (6.84) 0.86 53.91 58.22 EFTA00605687

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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 778 562 982 (166) (264) (36) 6,287 146 1,192 29 1,406 1,131 (28) (44) (1) 3,044 556 733 1,759 (33) 104 339 41 1,713 11 681 704 624 245 (314) 455 405 155 194 1,476 436 (231) 261 8,216 1,191 (11) 686 874 950 8,029 8,543 9,545 6,240 5,122 4,819 4,934 17,035 8,293 9,453 3,978 8,357 7,021 5,241 5,649 (114) 7,836 5,671 5,345 8,483 (2,599) 11,861 9,229 (2,352) 10,052 1,553 8,181 8,194 9,658 3,653 (4,132) 5,190 10,892 6,763 6,344 (8,574) 5,695 11,375 (5,268) (5,442) 10,218 7,363 (631) 10,370 (6,286) 5,234 36.10 37.15 38.58 302.57 59.24 54.83 54.04 212.78 65.48 48.63 107.34 8.52 8.57 80.60 80.62 70.43 44.08 118.49 114.81 83.83 644.63 44.11 166.89 22.09 26.25 65.05 36.12 86.04 36.78 24.78 359.52 35.61 45.74 15.95 15.95 63.57 46.52 4.63 7.02 115.49 63.59 60.68 45.78 85.50 5.60 120.22 39.60 39.59 42.55 294.72 56.34 54.42 54.52 291.32 66.63 54.76 108.12 9.95 9.95 80.17 80.00 70.90 61.21 130.10 130.55 101.22 652.90 44.50 173.01 87.40 21.70 30.72 65.50 39.13 93.44 39.16 26.44 386.86 35.63 47.65 16.91 16.34 62.13 58.58 4.80 7.33 109.96 114.72 70.49 46.58 91.16 4.82 142.04 16.34 11.32 15.72 1.35 5.61 0.73 0.82 52.28 3.90 12.63 0.84 22.03 18.83 ~0.68 0.98 0.71 40.95 11.17 17.28 29.38 “1.17 1.37 7.85 1.83 19.49 0.65 8.37 8.13 6.39 6.82 11.09 0.06 9.11 9.00 3.11 3.48 34.69 7.82 4.30 5.82 80.56 24.32 2.78 12.10 12.27 21.10 0.59% 0.58% 0.65% 1.97% 0.92% 1.03% 1.09% 0.71% 0.45% 1.00% 0.86% 0.76% 0.86% 0.78% 0.80% 0.93% 0.95% 0.88% 0.79% 0.71% 1.09% 0.64% 0.47% 0.95% 0.87% 1.08% 1.00% 1.06% 1.01% 0.98% 0.69% 0.73% 0.46% 0.67% 0.78% 0.65% 0.75% 0.49% 1.02% 0.82% 1.00% 0.67% 0.63% 0.55% 1.13% 0.86% 4.78 (74.84) (15.89) 43.41 66.67 1.36 93.27 (18.06) (54.35) (0.06) (78.55) 27.67 (35.45) (185.04) 6.87 10.54 21.96 2.67 (37.14) (209.31) (65.53) 29.96 (67.72) (9.03) 46.95 (24.25) 2.06 58.09 25.92 7.70 EFTA00605688

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TWX US Equity 46 4,244 65.75 66.47 1.14 0.96% (24.25) TXN US Equity 3,791 12,205 34.93 45.78 28.13 1.10% 114.52 TYC US Equity 9,692 24,080 29.17 40.91 52.52 0.77% 72.23 UBS US Equity 404 5,489 19.43 20.86 8.27 0.89% (30.12) UBSN VX Equity 382 5,158 19.51 20.95 8.66 0.86% UCG IM Equity 3,267 5,434 5.60 8.97 59.02 1.02% ULVR LN Equity 151 6,329 42.99 44.01 2.64 0.90% (54.20) UNA NA Equity 98 5,283 41.53 42.30 2.23 0.83% UNH US Equity 1,708 10,191 64.28 75.06 24.17 0.69% 22.71 UNP US Equity 1,676 12,014 165.36 188.44 19.34 0.72% (68.80) UPS US Equity 3,488 14,806 79.87 98.69 48.08 0.49% 94.04 USB US Equity 2,363 14,238 34.71 40.47 26.48 0.63% (7.22) UTX US Equity 6,390 15,190 82.05 116.57 49.57 0.85% (135.35) V US Equity 126 3,244 197.20 204.85 3.34 1.16% (18.84) VALE US Equity 252 (2,664) 14.92 13.51 5.51 1.72% (88.76) VALE3 BZ Equity 288 (2,939) 15.07 13.59 5.67 1.73% VIAB US Equity 3,647 9,272 60.42 84.18 43.51 0.90% 81.58 VIV EP Equity 47 2,668 26.19 26.65 2.38 0.74% VMW US Equity 239 4,785 89.16 93.62 3.04 1.64% 51.81 VOD LN Equity 81 (3,581) 3.85 3.76 2.44 0.92% (61.92) VOD US Equity 78 (3,458) 38.42 37.55 247 0.92% (40.88) VOW3 GR Equity 78 3,208 259.69 265.99 2.37 1.02% VRX CN Equity 754 1,611 92.95 136.45 25.30 1.85% (8.41) VRX US Equity 875 1,880 93.20 136.59 25.05 1.86% (2.94) VTIUS Equity 632 5,134 86.91 97.61 22.51 0.55% 6.25 VWO US Equity (31) (3,940) 40.84 41.15 -0.99 0.79% (19.46) VZUS Equity 181 (6,492) 48.44 47.09 5.29 0.53% (14.69) WBC AU Equity 497 11,480 30.81 32.15 6.19 0.70% (43.50) WES AU Equity 252 13,490 39.08 39.81 2.96 0.63% (26.80) WEC US Equity 3,298 11,931 38.95 49.71 53.92 0.51% 23.41 WLP US Equity 3,723 10,369 74.31 100.99 36.04 1.00% 49.29 WMT US Equity 361 9,262 76.31 79.28 8.73 0.45% (26.51) WOW AU Equity (58) 4,117 34.32 33.84 “1.59 0.89% (12.02) XOM US Equity 1,725 15,042 91.71 102.22 22.88 0.50% 91.25 XTA LN Equity #N/AN/A YHOO US Equity 51 2,261 35.93 36.75 1.32 1.73% 23.90 YUM US Equity 251 7,151 73.86 76.45 3.92 0.90% 22.90 ZURN VX Equity (169) 7,208 293.61 286.89 “3.21 0.73% Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol {in USD) SPX Index 18,199 62,272 1,455.70 1,881.14 50.91 0.57% (108.51) NDX Index 9,979 37,348 2,831.19 3,587.64 28.78 0.93% (88.46) RTY Index 5,746 19,170 868.48 1,128.80 32.99 0.91% 62.67 EFTA00605689

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 1,315 (42) 131 (436) 4,741 9,117 1,987 10,178 7,455 7,737 7,305 24,411 4,952 6,043 8,299 11,112 11,182 8,113 2,083 256 6,590 3,765 1,731 1,976 823 21 (436) 1,628 905 845 37,492 (25) 85 4,924 (10) 5,608 860 2,334 6,179 610 1,251 745 3,965 11,827 7,342 10,323 5,563 28,839 (20,915) 6,402 (2,596) 39,964 36,674 24,884 40,254 46,103 25,266 24,289 40,099 37,337 43,612 45,274 41,632 38,340 40,933 23,118 9,226 19,369 24,683 (21,271) 33,820 36,412 13,269 29,992 (26,960) 29,082 25,533 73,207 (3,879) 6,384 14,269 8,156 13,610 10,859 12,860 16,147 11,341 5,441 9,734 14,930 24,346 44,817 28,526 37,626 12,859.70 3,142.45 23,409.10 10,288.22 10,610.77 5,723.77 11,591.12 8,271.65 23,118.94 8,026.78 4,246.25 6.63 486.13 3,627.00 1,672.08 100.99 8,513.93 191.41 3,409.58 1,282.88 85.16 39.64 3,975.21 365.13 141.04 2,912.98 1.85 4,890.10 444.47 41.34 69.31 184.03 41.27 15.57 39.38 30.80 38.20 41.94 52.24 87.06 37.57 38.87 402.36 520.28 366.14 13,446.09 3,148.74 23,886.52 #N/AN/A 11,508.74 13,248.47 6,180.81 14,521.85 9,609.28 30,198.56 10,440.77 6,831.25 7.51 553.49 4,291.82 2,118.39 130.45 10,201.46 208.66 3,504.14 1,719.36 98.15 36.41 4,207.46 373.38 141.27 2,871.23 #N/AN/A 1.90 5,051.98 672.10 41.61 70.23 247.53 41.22 21.99 42.50 36.39 52.82 44.20 64.25 93.72 47.55 57.75 468.27 708.56 420.27 10.03 0.30 1.54 14.03 21.22 31.84 13.60 35.51 33.96 32.38 35.90 74.77 26.24 28.30 39.07 49.13 38.89 25.54 11.67 3.25 27.21 21.66 5.51 7.11 4.09 0.17 1.83 7.67 5.42 5.48 93.86 0.95 2.81 48.36 ~0.88 70.13 14.10 23.36 57.50 15.02 27.10 12.35 35.27 57.12 29.81 32.43 22.14 0.45% 0.68% 1.33% 1.20% 0.56% 0.78% 0.59% 0.71% 0.48% 0.95% 0.84% 20.03 0.51% 0.49% 0.47% 0.54% 0.75% 0.78% 0.77% 0.85% 1.25% 0.70% 1.48% 0.82% 0.55% 0.95% 0.79% 0.79% 0.57% 0.60% 0.55% 0.68% 0.47% 0.71% 0.14% 0.59% 22.39 (34.42) (26.18) (21.42) (2.76) 34.95 7.91 (8.74) ose% (240.38) 0.78% 0.67% 0.36% 0.85% 0.62% 0.75% (41.64) (33.76) 16.71 21.29 71.80 oss%| (310450) 0.55% 1.12% 0.67% EFTA00605690

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SX6P Index 6,484 37,653 357.87 419.50 34.93 0.49% (140.69) SXEP Index 4,680 45,842 452.16 498.33 17.38 0.59% 31.84 SXIP Index 12,095 28,923 222.31 315.27 61.17 0.68% (264.53) SXNP Index 5,056 —- 28,384 482.69 568.67 26.87 0.66% (63.35) Sx3P Index 1143 (25,762 673.15 703.02 8.81 0.50% (131.31) SXDP Index 27,201 61,074 609.16 880.46 75.04 059% (216.82) SX4P Index 3,946 25,840 917.36 1,057.45 21.51 0.71% (117.12) SX8P Index 2,027 17,778 343.07 382.19 14.89 0.77% (70.14) SXOP Index 12,611 42,774 384.79 498.24 39.24 0.75% (37.54) SXOP Index 819 34,762 799.27 818.10 459 0.51%! (320.40) SXRP Index (139) 16,765 432.43 428.88 1.46 0.57% (192.32) SXMP Index 6,793 22,890 261.12 338.61 46.26 0.64% (57.08) SXTP Index 22,888 39,247 172.05 272.39 69.69 0.84% (USES) SX7E Index 6,247 18,886 159.85 212.72 30.45 1.09% (103.50) SXSE Index 7,537 40,565 3,715.50 4,405.83 27.94 0.67%| (326.13) SPGSCITR Index (80) 6,100 5,062.10 4,996.35 2.87 0.46% 21.63 XAG Curncy 1311 (15,640) 21.28 19.49 11.99 0.70% |) (403180) CO1 Comdty 56 (19,698) 108.90 108.59 0.43 0.66% (152.15) CL1 Comdty 112 30,849 99.40 99.76 0.56 0.65% 105.88 NG1 Comdty 3,968 18,950 3.86 467 14.33 1.46% XAU Comdty (145) (23,727) 92.44 93.00 1.01 0.60% IBOXHY Index 3303 53,418 220.12 233.73 125.34 0.05% 21.34 US_TSY CREDIT 133 57,396 763.21 764.97 2.30 0.10% 38.38 CA_TSY CREDIT 1177 (36,066) 1,245.64 ~—‘1,204.99 15.40 0.21% (53.86) MX_TSY CREDIT (83) (5,584) 214.16 217.33 4.48 0.33% (46.21) AU_TSY CREDIT 318 52,225 1,495.06 1,504.16 2.05 0.30% 23.41 JP_TSY CREDIT 261 (22,684) 821.88 812.42 4.62 0.25% (17.24) MY_TSY CREDIT (38) (32,331) 168.00 168.20 0.46 0.26% (44.22) SG_TSY CREDIT 103 «47,167 220.94 221.42 1.06 0.21% 89.83 AT_TSY CREDIT 4,670 79,056 357.76 378.89 24.74 0.24% 130.58 BE_TSY CREDIT 5,921 79,771 477.76 513.22 31.04 0.24% 177.36 FI_TSY CREDIT 4399 82,613 349.00 367.58 24.92 0.21% 149.39 FR_TSY CREDIT 5,147 79,806 1,681.36 1,789.81 28.08 0.23% 125.49 DE_TSY CREDIT 3,744 81,920 1,245.78 1,302.71 19.90 0.23% 109.30 \E_TSY CREDIT 33,363 78,270 336.92 480.54 238.15 0.18% 144,22 IT_TSY CREDIT 9,549 54,986 1,616.07 1,896.72 84.09 0.21% 107.70 NL_TSY CREDIT 4,508 81,163 1,329.42 1,403.26 24.16 0.23% 148.00 £S_TSY CREDIT 11,768 50,187 392.28 484.27 117.84 0.20% 121.78 DK_TSY CREDIT 3,687 «67,396 729.23 769.12 19.67 0.28% 100.88 NO_TSY CREDIT (108) (7,308) 341.94 347.00 5.31 0.28% (0.83) PL_TSY CREDIT 1338 32,235 427.38 445.11 18.13 0.23% (40.68) 2A_TSY CREDIT (58) (5,807) 83.22 84.05 1.45 0.68% (19.22) SE_TSY CREDIT (554) (55,416) 464.23 468.87 3.19 0.31% 52.60 CH_TSY CREDIT 4,055 69,328 1,008.20 1,067.18 25.44 0.23% 6.88 GB_TSY CREDIT 2256 81,211 1,503.37 1,545.13 11.59 0.24% (94.43) EFTA00605691