Atorus, LLC 2/3/2014 Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: MSCI World Change on Day 61.09% 4,213,687 (1,306,611 Net Exposure: 2,907,076 Current No. of Positions: Starting Capital: 1, 000 Current NAV: 1,610,886 r N 8 rs i i=} 8 — > Current Leverage (Gross Exposures): Profit Factor: Win Ratio: 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: Historically 2.25X - 3.25X, depending on measurement interval - 50% historically 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 —NAV 1,000,000.00 800,000.00 600,000.00 + T r - r - T + + - - T T Vv Vv Vv Vv Vv Vv Se) ‘) >» » » » ® Sh SP BP MP OP OP OY GM GP GP Gah ah Gh PHP PAP gE A’ My » ww EFTA00621272

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Atorus, LLC 2/3/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions | 24.53%] 52 Positions NO_TSY CREDIT (27,239) 0.49% AIR FP Equity 4,382 0.27% SHCOMP Index (27,570) 0.50% NOVN VX Equity 4,544 0.28% ZA_TSY CREDIT (32,970) 0.60% DAI GR Equity 4,568 0.28% SPGSCITR Index (33,300) 0.60% SXOP Index 4,602 0.29% XAU Comdty (41,302) 0.75% QQQ US Equity 4,742 0.29% DE_TSY CREDIT 56,101 1.02% MAERSKB DC Equity 4,990 0.31% CH_TSY CREDIT 58,993 1.07% OGXP3 BZ Equity 4,990 0.31% JP_TSY CREDIT (59,363) 1.08% ACA FP Equity 5,002 0.31% SXDP Index 60,934 1.10% NG1 Comdty 5,055 0.31% US_TSY CREDIT (61,018) 1.11% BMY US Equity 5,069 0.31% SPX Index 62,133 1.13% ROG VX Equity 5,113 0.32% FR_TSY CREDIT 62,155 1.13% IT_TSY CREDIT 5,300 0.33% AT_TSY CREDIT 64,016 1.16% UTX US Equity 5,398 0.34% NL_TSY CREDIT 65,034 1.18% CMCSA US Equity 5,417 0.34% FI_TSY CREDIT 66,196 1.20% ASE Index 5,464 0.34% BE_TSY CREDIT 67,260 1.22% HON US Equity 5,499 0.34% STBCNZL Index 73,218 1.33% IBEX Index 5,519 0.34% lE_TSY CREDIT 78,090 1.41% ICEX! Index 5,677 0.35% AU_TSY CREDIT (78,704) 1.43% MDT US Equity 5,704 0.35% MyY_TSY CREDIT (86,086) 1.56% PRU LN Equity 5,740 0.36% SG_TSY CREDIT (95,229) 1.73% CA_TSY CREDIT 5,995 0.37% CA_TSY CREDIT (97,019) 1.76% XAU Comdty 6,061 0.38% AMGN US Equity 6,185 0.38% KFX Index 6,207 0.39% GS US Equity 6,211 0.39% MMM US Equity 6,219 0.39% DAX Index 6,230 0.39% SXAP Index 6,289 0.39% XLY US Equity 6,354 0.39% LUXXX Index 6,359 0.39% VIAB US Equity 6,436 0.40% NKY Index 6,761 0.42% ES_TSY CREDIT 7,652 0.47% CMCSK US Equity 7,852 0.49% TMO US Equity 8,013 0.50% BAYN GR Equity 8,437 0.52% TYC US Equity 8,803 0.55% SXIP Index 9,271 0.58% BAC US Equity 9,444 0.59% SXMP Index 9,738 0.60% EFTA00621273

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BA US Equity XLV US Equity NDX Index RTY Index CELG US Equity MA US Equity SPX Index SXTP Index SXDP Index ISEQ Index 1E_TSY CREDIT STBCNZL Index GILD US Equity 9,826 10,017 10,031 10,374 11,406 11,472 12,215 18,297 19,331 19,377 26,757 30,226 32,177 0.61% 0.62% 0.62% 0.64% 0.71% 0.71% 0.76% 1.14% 1.20% 1.20% 1.66% 1.88% 2.00% EFTA00621274

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Atorus, LLC 2/3/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 + 1,500,000 1,000,000 —=APAC 500,000 or AMER — EquityCom wr Credit a7 s) ee 9! (500,80) (1,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 —apac 1,000,000 AMER —— EquityCom —credit 500,000 os HP PP PP oP St SH go” Gs?” 8 PP GAP GF PW AP GP A gO %. EFTA00621275

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Atorus, LLC 2/3/2014 Current Gross Notional Risk by Category 198,381 535,342 mAPAC mMEMEA m@ AMER ® EquityCom @ Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 = MSCIWorld ——— ATORUS 0.95 0.75 + T T - - ro XX HS SP Ph oo” no T T T T T CPSP SCS eo we” & WP Df PFGE oF pF oh ph Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Rolling30D ayRealized Vol > > > > > > SY SY SY oY sy wy oY ANU rw wg EFTA00621276

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Atorus, LLC 2/3/2014 Current Portfolio -Listed Equity Portfolio | Security | MM Gain/{toss) | Exp. @ cost | Avg Price | Current Price (in USD) _| 000270 KS Equity 187 (4,482) 52.54 49.4594 005380 KS Equity (50) 1,627 224.64 214.733 005490 KS Equity 62 (2,558) 285.09 270.6767 005930 KS Equity 545 (6,522) 1300.82 1178.1076 012330 KS Equity 692 5,255 254.06 276.9171 1 HK Equity 5 (521) 14.88 14.7428 1299 HK Equity 428 2,619 3.96 4.6071 13 HK Equity 1,021 11,939 11.40 12.3782 16 HK Equity 268 (9,761) 12.52 12.1809 27 HK Equity 0 EET 9.64 9.6441 2914 JP Equity 182 (4,694) 32.40 31.2071 3382 JP Equity 182 3,404 38.16 39.7128 4063 JP Equity (37) (4,512) 56.10 56.8606 4502 JP Equity 4 2,091 46.79 47.1266 4689 JP Equity (22) 746 5.92 5.8283 5 HK Equity (46) 1,420 10.74 10.4059 5108 JP Equity 34 3,491 36.26 36.7122 5401 JP Equity 1 (1,046) 3.15 3.0574 6301 JP Equity (70) (3,496) 20.60 21.0481 6752 JP Equity 1,128 4,136 9.15 11.4692 6902 JP Equity 2,509 9,712 41.64 52.1941 6954 JP Equity 528 6,360 151.13 170.7405 7201 JP Equity 76 (3,723) 8.88 8.6669 7203 JP Equity (32) 777 60.71 58.0044 7267 JP Equity (14) 1,056 38.74 38.0917 762 HK Equity 332 (4,219) 1.42 1.3089 7751 JP Equity 370 (6,828) 31.22 29.7326 8031 JP Equity 168 (6,703) 13.93 13.5738 8058 JP Equity (34) 1,268 19.18 18.5674 8306 JP Equity 1 2,562 6.14 6.0663 8316 JP Equity 1,222 4,794 37.77 46.4612 8411 JP Equity (71) 6,594 247 2.1144 8604 JP Equity (87) as 7.89 7.0082 8801 JP Equity (3) 76 33.57 32.2077 8802 JP Equity cr (1,209) 25.13 24.7661 9020 JP Equity 80 (3,946) 76.54 75.9567 941 HK Equity 735 (9,217) 10.26 9.4465 9432 JP Equity 60 6,045 53.51 53.7216 9433 JP Equity 3,910 11,829 41.89 56.0601 9437 JP Equity 3 (961) 16.15 16.0555 9983 JP Equity (5) 3,170 376.13 368.46 9984 JP Equity 3,131 4,654 44.87 71.4166 AAPL US Equity (233) 7,836 512.99 502.8115 EFTA00621277

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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 AGL SJ 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 ASML NA 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 397 (164) 870 793 (28) (274) (372) (368) 5,002 (55) 39 745 (97) 536 1,855 4,382 2,336 1,755 6,185 423 2,973 285 120 1,734 3,412 2,967 3,243 9,826 9,444 (56) 201 (44) 8,437 319 1,334 1,313 220 894 234 (123) (178) 10,355 8,659 5,324 (6,884) (6,886) 1,308 4,075 (2,796) (2,768) 5,359 4,819 9,006 1,187 6,431 (5,041) 6,771 (1,348) 3,512 6,515 7,480 5,692 23,079 10,600 14,103 (1,442) (6,834) (5,605) 508 10,356 12,655 11,530 12,412 17,785 10,784 5,268 7,318 (5,230) (8,004) 11,648 (3,539) (6,707) (7,090) (4,990) 5,693 (6,608) 6,362 7,657 23.92 23.72 51.09 7.46 7.42 97.30 39.03 17.06 17.01 6.89 95.04 78.33 74.14 56.28 23.15 106.39 125.62 31.49 42.29 126.79 127.04 94.08 77.83 302.50 26.47 83.92 82.50 84.30 73.09 49.89 50.34 50.27 80.48 8.95 4.50 97.83 49.86 68.07 76.33 9.33 13.25 13.13 61.51 10.31 43.55 18.26 52.79 24.5207 24.7118 47.9631 6.3732 6.4501 95.2596 36.2512 19.4498 19.4888 13.2136 92.7966 78.381 74.7284 61.4218 23.1729 113.0538 126.1053 47.1711 71.0432 164.8853 165.018 117.6479 79.3326 348.303 26.1993 79.2842 79.221 85.3704 83.5463 63.2115 63.2379 63.0072 123.956 16.549 4.3642 106.1863 47.7129 67.1907 132.1432 8.3877 10.3813 10.4234 57.7869 11.6792 41.6442 17.3818 50.8722 EFTA00621278

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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 (0) (0) 24 251 174 31 63 178 35 652 5,069 190 1,282 22 78 2,158 (35) 121 350 253 624 (1) 186 526 11,406 383 13 5,417 7,852 477 467 232 298 73 231 7 2,117 42 402 1,016 574 47 1,527 (268) (649) (2,187) 1,060 (3,225) 1,531 1,165 (4,920) (1,875) 6,332 13,551 (3,664) 5,487 (1,946) 8,401 (2,891) (8,127) 1,295 2,961 1,047 1,955 10,248 (1,535) 1,264 7,779 15,096 (631) 18,527 (1,726) 17,408 18,900 12,807 (3,916) 12,362 10,078 (7,073) (3,561) 3,080 6,314 2,043 6,673 (4,950) 8,902 (10,435) 10,258 (1,927) 12,092 16.78 31.94 64.47 253.62 31.44 31.35 285.64 30.60 62.58 97.83 36.46 69.66 62.57 55.47 7.77 113.87 6.34 97.95 31.18 35.71 30.24 88.56 64.91 51.08 36.92 86.12 93.83 59.86 78.43 41.33 36.90 50.95 33.10 50.96 69.03 67.89 114.67 3.62 64.36 58.48 19.83 22.04 25.68 29.02 64.03 114.83 59.95 16.8437 31.97 63.1825 304.1321 29.124 31.2478 289.0075 29.1357 60.8538 108.7887 49.0674 66.8692 76.2143 54.4317 7.7496 109.6729 4.5418 95.0748 31.5499 46.7817 34.4392 92.5418 65.0722 56.6189 38.6509 150.1602 92.2149 60.2081 77.322 53.2957 51.3283 53.2897 32.5164 53.2313 69.2414 64.1915 110.7589 3.8958 67.0334 59.0284 25.5412 21.6079 26.2038 25.9024 66.2589 111.3865 67.515 EFTA00621279

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DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL US Equity DEO 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 FDX US Equity FOX US Equity FOXA US Equity FP FP Equity G IM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity 4,568 108 1,364 2,367 (60) (3) (134) 2,560 (123) 3,516 (15) 803 1,631 118 4,112 1,285 (133) (320) (41) (84) 4,105 (327) 875 (34) 432 (64) 725 530 69 1,143 (105) 1,089 33 447 43 129 181 1,666 32,177 (344) 413 (33) 605 13,890 4,044 12,281 8,303 8,080 6,733 2,032 9,869 2,136 13,973 9,857 1,162 8,918 6,433 544 13,617 9,140 (8,774) 5,717 5,031 1,382 9,172 8,792 10,341 (6,367) 6,689 878 2,592 5,561 9,086 3,403 9,795 2,935 962 2,535 (1,095) 5,311 (3,581) (3,451) 4,238 4,520 16,425 13,861 8,533 3,230 (2,930) 11,318 62.52 47.07 55.02 65.05 86.94 13.87 127.00 51.70 31.13 59.49 70.13 81.01 15.66 36.37 28.38 12.45 60.75 69.40 62.68 53.64 106.47 23.44 25.21 60.86 41.77 4.25 22.62 18.60 146.64 62.50 12.10 66.67 72.96 16.61 43.37 33.33 123.24 31.62 32.09 55.28 20.77 22.89 24.28 50.09 50.25 5.23 16.37 82.6634 47.8643 60.5064 81.2172 85.0205 13.8598 117.8542 64.651 29.5644 73.3033 70.7658 78.4099 17.0229 44.9212 34.3827 15.9073 68.5433 70.6543 58.3074 52.527 98.971 33.9391 23.9522 64.7967 41.9001 4.5178 22.5678 18.1986 162.7525 65.4396 12.2922 74.4737 71.1758 14.5713 62.3045 31.3739 131.1194 30.6594 31.1103 56.8972 21.3376 24.5803 79.798 47.1921 55.8309 5.1957 17.0381 EFTA00621280

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GM US Equity 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 KRFT 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 1,665 4,220 6,211 (3) 336 2,986 323 5,499 835 495 147 127 2,295 697 628 1,973 119 2,999 4,067 (12) 321 (141) (151) 16 (178) 3,332 (16) 433 (15) 1,474 705 11,472 4,990 (44) 107 1,711 5,704 559 3,518 1,773 6,654 12,316 13,547 4,312 (650) 2,660 20,834 6,078 11,825 6,264 (657) 6,904 (8,349) 10,868 9,733 5,484 (5,877) (6,154) 13,981 2,235 9,869 15,641 8,507 7,891 (6,717) (5,197) 3,020 2,260 1,892 4,607 7,059 571 2,006 1,937 895 6,793 2,293 19,561 14,124 (2,049) (6,936) 1,753 13,618 20,618 7,544 7,930 14,100 28.99 875.17 112.86 25.64 21.96 43.54 67.19 40.80 62.27 25.29 10.35 5.50 187.69 36.18 24.21 1.87 13.91 13.74 69.28 141.89 35.50 70.23 53.05 109.04 35.86 39.88 54.81 85.05 78.24 196.68 0.92 55.18 123.26 217.55 46.36 63.27 60.77 47.50 8266.89 172.52 95.33 164.58 29.11 44.31 45.78 12.79 62.29 35.3462 1151.6421 161.8596 25.742 22.1657 48.3545 75.5027 42.9523 89.5129 28.373 10.1901 6.143 173.778 36.4306 24.12 2.7008 12.175 12.2455 77.4081 147.9262 44.4961 87.3362 54.785 106.5194 33.4879 37.3736 51.5231 79.2569 78.5138 190.6551 1.3162 53.1511 148.899 215.9569 45.8653 74.6336 77.5204 74.6884 11114.0048 176.3161 93.536 171.6214 32.286 55.1813 47.6562 17.8656 70.1174 EFTA00621281

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MMM US Equity MO US Equity 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 6,219 (380) (85) 677 429 355 (1) 3,116 3,817 2,862 499 1,155 2,440 3,140 171 4,544 381 1,184 3,314 4,990 253 (76) 639 1 456 529 2,476 (286) 463 501 4,171 (202) 1,583 1,094 (5) (22) 5,740 10 673 1,364 1,221 4,742 (16) 21,133 8,619 11,856 (4,075) 9,299 1,641 7,140 7,496 (1,471) (5,087) 14,624 (7,380) 9,770 11,397 8,819 4,488 (6,279) 18,114 5,394 9,540 15,373 (5,138) 1,539 4,908 7,074 (3,960) (2,738) (2,714) 3,027 13,680 7,183 (2,843) (2,901) 21,829 3,687 11,146 (9,808) 7,605 (2,586) (2,076) 10,424 5,241 5,998 15,955 12,482 19,739 1,416 98.74 36.65 107.19 45.70 49.47 28.05 35.36 196.53 29.02 21.78 72.74 36.17 68.82 11.75 57.08 4.07 76.98 63.25 36.86 82.36 65.04 3.92 140.66 12.48 33.87 88.18 13.79 14.57 976.82 214.37 83.61 6.80 7.39 25.57 80.68 30.24 88.01 76.52 31.27 30.90 12.97 157.36 66.04 114.94 67.26 69.41 49.02 125.4104 34.4047 105.2569 44.9305 52.3556 29.0572 36.9121 206.7973 29.1036 8.5028 91.571 21.3981 73.194 12.9028 71.3716 6.7362 73.7963 79.8098 40.3817 90.4818 79.0989 0.1272 165.6569 12.1744 36.1421 87.5962 10.9886 11.593 1123.2256 250.9288 79.0982 5.5029 5.8283 31.0898 75.927 34.7484 76.2025 78.9198 31.5915 31.6502 19.7896 155.9967 71.9012 122.9805 73.3677 84.9045 47.4053 EFTA00621282

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RDS/A US Equity RDS/B US Equity 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 SCCO 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 (38) (161) (40) (30) (101) (46) (71) (78) (160) 5,113 20 1 319 135 109 (347) (510) 227 264 1,382 1,030 671 636 74 (5) 805 514 (185) (367) 21 11 297 (2) 507 17 (11) 1,330 2,559 4 (105) 207 8,013 277 (11) 1,090 3,973 2,426 970 3,961 3,892 3,284 4,793 4,908 17,014 (1,983) (956) (6,141) 7,218 5,288 5,213 7,063 (3,917) (3,776) 7,705 11,201 8,862 8,144 (7,221) (8,966) (4,684) 9,687 (5,272) 3,529 6,363 (2,388) 2,230 (1,437) 5,920 (1,195) (6,854) (2,564) 866 452 (10,453) 11,844 1,790 1,014 (4,006) 10,127 4,052 (6,319) 71.71 76.07 35.34 35.87 37.69 294.59 58.60 53.98 54.81 210.59 62.69 45.15 103.93 8.45 8.49 81.32 81.78 75.81 29.99 44.04 115.12 114.02 81.15 643.21 41.55 154.46 79.81 22.70 25.01 71.03 33.06 78.64 32.95 24.83 352.95 35.96 87.13 15.40 15.73 64.76 47.07 449 8.17 120.85 64.17 53.28 43.27 68.3208 71.9853 34.2727 34.411 36.1418 283.9156 57.3924 52.9595 52.2818 276.7272 61.4146 44.3619 98.2869 8.5036 8.4481 76.1237 75.7171 69.6147 27.6052 51.8078 125.228 126.3129 86.5277 587.7692 41.3915 151.6147 86.7916 20.1247 23.6096 65.3274 32.3841 80.3407 32.4391 25.9458 354.9241 32.2794 43.0519 15.2688 15.0596 55.6562 56.3195 4.5216 7.4088 113.0126 113.902 56.4637 43.8207 EFTA00621283

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TRV US Equity 49 (2,511) 82.93 80.4079 TSCO LN Equity 563 (7,358) 5.70 5.2206 TWC US Equity 640 4,704 117.77 134.6008 TWX US Equity 56 (2,284) 64.54 61.8086 TXN US Equity 2,426 12,184 35.25 41.8831 TYC US Equity 8,803 23,874 29.48 39.9206 UBS US Equity (9) 5,212 19.84 19.3383 UBSN VX Equity 15 5,148 19.67 19.5647 UCG IM Equity 1,716 5,380 5.63 7.3623 ULVR LN Equity 143 (3,830) 39.81 38.2144 UNA NA Equity 134 (4,154) 38.44 37.4105 UNH US Equity 1,113 10,019 64.92 71.2005 UNP US Equity 682 9,382 162.98 172.5769 UPS US Equity 2,667 14,781 80.65 94.2808 USB US Equity 1,786 14,217 35.40 39.0736 UTX US Equity 5,398 15,049 83.79 111.4809 V US Equity 3,298 3,609 113.21 214.2178 VALE US Equity 451 (3,887) 15.35 13.3257 VALE3 BZ Equity 522 (4,562) 15.33 13.3196 VIAB US Equity 6,436 12,727 54.76 79.7417 VIV EP Equity 67 2,271 26.04 26.6576 VMW US Equity 45 4,222 89.27 88.1877 VOD LN Equity 1,211 7,578 3.19 3.6393 VOD US Equity 1,086 7,504 32.36 36.2069 VOW3 GR Equity 716 6,812 228.73 252.8091 VRX CN Equity 704 1,603 94.31 133.7995 VRX US Equity 826 1,870 93.82 134.3654 VTIUS Equity 264 5,124 88.45 91.3815 VWO US Equity 589 (6,801) 41.14 37.0147 VZ US Equity 190 (6,089) 49.46 46.6189 WBC AU Equity (6) (1,663) 26.84 27.0985 WES AU Equity (6) (1,821) 36.54 36.9086 WFC US Equity 1,925 10,050 38.19 44.7515 WLP US Equity 1,980 12,938 74.82 85.6857 WMT US Equity (348) 7,134 78.23 73.1684 WOW AU Equity 426 (8,618) 31.24 29.7535 XOM US Equity 1 10,844 92.33 90.5687 XTA LN Equity (40) (2,486) 14.80 15.0376 YHOO US Equity 190 1,276 31.14 35.2104 YUM US Equity (342) 4,157 72.55 66.8332 ZURN VX Equity (31) 6,360 290.51 290.5255 ZURN VX Equity (62) 6,348 291.92 290.5255 Current Portfolio - Global Macro Portfolio | Security | Mt Gain/(toss) | exp.@ cost] Avg. Price _| Current Price (in USD) _| SPX Index 12,215 62,133 1489.71 1,741.89 NDX Index 10,031 46,607 2898.19 3,440.50 EFTA00621284

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RTY Index SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEXI Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOPO Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS51 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 10,374 69 523 3,154 (159) 997 6,230 1,438 5,519 4,250 2,848 2,705 19,377 5,677 2,985 3,004 6,359 6,207 4,311 748 1,748 5,464 196 61 6,761 12 630 (10) 30,226 545 (38) 3,555 (13) 4,292 112 1,371 4,372 (264) 6,354 116 2,140 10,017 3,193 6,289 39,846 (5,250) (21,801) (22,402) (3,360) 39,756 36,590 21,194 38,357 40,608 23,035 24,163 40,006 35,232 42,169 41,674 39,510 37,851 40,726 20,620 27,956 17,602 22,023 (11,977) (5,659) (12,015) 37,916 (5,536) (27,570) (5,687) (9,286) 73,218 (6,086) (4,144) 14,140 1,078 13,484 6,351 12,839 15,997 7,292 20,539 6,432 14,785 24,346 43,188 28,468 897.28 12490.98 3136.46 22958.14 717.00 10453.47 10739.79 5268.45 11712.16 8194.49 23339.05 8133.43 4232.75 6.55 487.90 3642.12 1665.36 100.64 8585.96 192.31 3253.46 1212.91 84.62 42.29 3688.30 338.61 123.81 2843.26 343.18 1.82 4535.32 445.13 41.94 64.66 190.80 41.29 15.98 38.42 31.46 39.29 42.23 47.98 81.90 38.47 39.65 405.58 529.11 1,094.58 12,155.20 3,061.28 18,968.89 760.13 10,546.14 12,417.42 5,552.45 13,145.82 8,985.83 25,556.81 8,925.26 6,302.96 7.65 518.55 3,844.52 1,921.94 117.35 9,415.16 196.41 3,414.29 1,633.04 85.04 40.72 3,602.08 322.20 144.50 2,837.09 335.34 1.77 4,553.95 627.96 37.11 64.30 230.30 40.42 20.53 38.79 34.09 48.64 39.88 61.17 81.89 43.01 54.86 430.12 635.22 EFTA00621285

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SXKP Index 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 SX5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT 1E_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 3,024 2,182 (599) 9,271 3,297 (410) 19,331 1,549 3,218 4,602 1,199 542 9,738 18,297 3,823 3,328 629 1,612 (46) 5,055 6,061 1,794 (717) 5,995 463 2,347 188 3,326 1,466 1,561 2,375 1,473 1,944 1,131 26,757 5,300 1,400 7,652 1,406 (141) 3,351 (295) 2,118 118 46,786 32,172 10,480 28,846 28,318 19,174 60,934 25,779 26,677 40,452 6,628 12,604 35,674 39,156 17,721 38,417 (33,300) (12,828) (22,371) 13,411 16,748 (41,302) 53,142 (61,018) (97,019) (13,676) (78,704) (59,363) (86,086) (95,229) 64,016 67,260 66,196 62,155 56,101 78,090 52,953 65,034 50,137 50,825 (27,239) 22,029 (32,970) (21,023) 58,993 31,679 372.94 351.62 454.32 226.35 488.93 657.09 609.99 923.74 333.51 387.19 636.09 407.80 263.76 172.81 162.02 3745.82 4841.82 21.95 109.75 97.82 3.80 22.49 220.20 750.66 1255.22 209.58 1443.27 815.51 167.73 218.09 353.38 471.88 344.92 1656.22 1227.05 335.76 1603.99 1313.39 391.39 719.47 331.93 417.42 83.54 451.50 996.93 1482.42 389.80 373.58 424.43 293.75 538.88 639.87 802.41 972.47 370.01 423.54 745.50 419.64 332.40 252.44 191.39 4,006.38 4,726.44 19.25 106.04 96.43 4.91 89.93 227.55 762.10 1,190.91 201.95 1,414.15 819.49 161.30 215.74 363.29 490.07 353.75 1,713.23 1,255.48 452.37 1,770.58 1,345.89 452.15 741.09 327.59 417.63 74.68 458.46 1,034.97 1,481.42 EFTA00621286