EFTA02705116

Atorus, LLC 6/9/2014 Current Date: Total Return since 1/1/12: T12M Return: T90 Day Return: T30 Day Return: Current Long Exposure @ Cost: Current Short Exposure e Cost: Net Exposure: Starting Capital: Current NAV: Key Metrics 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: 124M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 6/9/2014 94.94% 41.18% 4.80% 5.85% 5,901,163 (501,638) 5,399,525 1,000,000 1,949,397 Change on Day: 0.05% MSCI World Change on Day 0.09% No of Positions (+MTM) on Day 215 No of Positions (-MTM) on Day 182 Current No. of Positions: 439 Current Leverage (Gross Exposures): 3.28 Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% histor 53% 1.00% -0.91% 50.00% cal 50.00% 10.00% 2X No. of Profitable Positions T12M 61.25% Avg. Realized Gain/Avg. Realized 2.97 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. 1.23 1.33 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. 2,200,003.00 2.030.003.03 1,800,003.00 1,600,003.03 1..000.000.03 1,200,000.03 1,000,000.03 800,000.00 600,003.00 ..ferv‘amem,wa at•s% A% _6% (9 %44% we (9e ,b 4444,0%,*.ste 4 4.P —NAV EFTA_R1_02094756 EFTA02705116 Atorus, Lt.0 6/9/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Security Notional 22 Positions IBOV Index (8,398) TGT US Equity (8,574) CO1 Comdty (9,568) SPGSCITR Index (15,778) XAG Curncy (17,389) CA_TSY CREDIT (25,139) XAU Comdty (26,763) SHCOMP Index (36,707) SE_TSY CREDIT (44,333) JP_TSV CREDIT (45,369) ZA_TSY CREDIT (53,741) BE_TSY CREDIT 79,771 AU_TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 El_TSY CREDIT 85,645 MX_TSV CREDIT 87,928 GB_TSY CREDIT 89,647 US_TSY CREDIT 100,443 MY_TSY CREDIT 103,107 Day NAV Impact of MTM by Category & Exposure listed Equity Long 0.269% Listed Equity Short -0.060% EquityCom Long 0.099% EquityCom Short -0.029% G20 Rates Long -0.169% G20 Rates Short 0.027% T12M Contribution (% of total Yr/Yr NAV Change by Category) listed Equities 45.10% EquityCom 47.16% G20 Rates 8.04% largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Galn %Total NAV 19.54% 44 Positions 26.00% 0.13% AZN US Equity 5,751 0.29% 0.13% AZN LN Equity 5,811 0.30% 0.15% P5120 Index 6,084 0.31% 0.2S% 1NI US Equity 6,398 0.33% 0.27% XLF US Equity 6,403 0.33% 0.39% HON US Equity 6,795 0.35% 0.42% ROG VX Equity 6,891 0.35% 0.57% UTX US Equity 6,969 0.36% 0.69% SENSEX Index 7,045 0.36% 0.71% AEX Index 7,081 0.36% 0.84% NOVN VX Equity 7,139 0.37% 1.25% XLI US Equity 7,350 0.38% 1.27% DA1GR Equity 7,362 0.38% 1.27% ACA FP Equity 7,465 0.38% 1.28% SMI Index 7,919 0.41% 1.29% SXXP Index 7,980 0.41% 1.32% FTSEMIB Index 8,100 0.42% 1.34% SX6P Index 8,268 0.42% 1.37% SXSE Index 8,485 0.44% 1.40% BE1.20 Index 8,609 0.44% 1.57% MAERSKB DC Equity 8,634 0.44% 1.61% PRU LN Equity 8,634 0.44% TMO US Equity 9,006 0.46% MDT US Equity 9,136 0.47% IT_TSY CREDIT 9,665 0.50% HEX Index 9,945 0.51% DAX Index 10,327 0.53% MMM US Equity 10,638 0.55% SXAP Index 11,008 0.56% LUXXX Index 11,960 0.61% ES_TSY CREDIT 12,064 0.62% IBEX Index 12,499 0.64% SKIP Index 12,552 0.64% KFX Index 12,601 0.65% NDX Index 12,724 0.65% SXOP Index 12,935 0.66% TYC US Equity 12,937 0.66% XIV US Equity 13,143 0.67% 1SEQ Index 19,479 1.00% SPX Index 21,199 1.09% EFTA_R1_02094757 EFTA02705117 SXTP Index 24,741 1.27% SXDP Index 26,955 1.38% lE_TSY CREDIT 33,484 1.72% STBCNZL Index 36,763 1.89% No. Names by Cat APAC Long 34 APAC Short 14 EMEA long 73 EMEA Short 13 AMER Long 182 AMER Short 28 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 19 G20 Rates Short 4 Total Long 373 Total Short 66 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodikes, G20 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short EFTA_R1_02094758 EFTA02705118 Atorus, LLC Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) 6/9/2014 2,910000 2.000.000 1,910000 1.000.000 ØA00 ,c9 cis, <9 <9' c9 <9 <9 c9 Q.", <9 <9 osb % % AIL _O. fl '‘\ <>\ s 4>\ •\\'' <>\Y •s\'' ,V — APAC — EMEA —AMER - EquetyCom 620 ROPE EFTA_R1_02094759 EFTA02705119 Atorus, LLC Current Gross Notional Risk by Category 6/9/2014 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility • Atorus 1130% 1.60% 1.40% 1.20% 1.0016 0.30% 0.60% 0.40% — 0.20% 000% EFTA_R1_02094760 EFTA02705120 Atorus, LIG Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 90.00 00.00 MOO 60.03 50.00 40.01 30.00 20.01 10.00 MOO 6/9/2014 40.0% % P/L Vol Oris bY Position Percentile No. Vol Days 0.00% -19.92 5.00% -3.36 10.00% -1.29 15.00% 0.01 20.00% 1.04 25.00% 1.96 30.00% 3.52 35.00% 4.24 40.00% 6.09 45.00% 7.75 50.00% 9.11 55.00% 10.70 60.00% 14.01 65.00% 17.78 70.00% 21.55 75.00% 27.28 80.00% 36.86 85.00% 44.55 90.00% 55.74 95.00% 81.17 100.00% 182.39 MTM Gains(Losses) % of NAV 'Signficant" (<7 Vol Days) 0.96% MTM Gains(Losses) % of NAV *Signficant" (>7 Vol Days) 46.31% EFTA_R1_02094761 EFTA02705121 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity 760 55.38 55.38 0.00 0.99% 005380 KS Equity (49) 3,149 224.34 220.90 -1.65 0.94% 005490 KS Equity 58 (3,177) 294.09 288.69 1.95 0.94% 005930 KS Equity 10 4,464 1,399.47 1,402.61 0.24 0.94% 012330 KS Equity 794 5,584 247.00 282.11 16.48 0.86% 1 HK Equity 1,163 12,607 16.18 17.67 9.53 0.97% 33.67 1299 HK Equity 312 7,102 4.83 5.04 6.32 0.70% 7.21 13 HK Equity 901 6,181 11.80 13.52 14.64 1.00% 33.59 16 HK Equity 13.92 27 MK Equity (47) 665 7.91 7.38 -4.00 1.78% (11.86) 2914 JP Equity 11 4,760 34.07 34.15 0.28 0.85% 3.68 3382 JP Equity 132 3,074 38.97 40.64 4.96 0.87% (23.36) 4063 JP Equity 45 4,400 59.83 60.44 1.27 0.80% 25.49 4502 JP Equity 125 4,914 44.83 45.97 3.52 0.72% 14.84 4689 JP Equity 290 4,252 4.63 4.94 3.68 1.85% 79.45 5 HK Equity (149) (4,127) 10.15 10.52 -5.88 0.61% (22.48) 5108 JP Equity 41 4,359 35.90 36.24 0.99 0.95% 35.48 5401 JP Equity (372) (5,599) 2.81 3.00 -7.30 0.91% 22.39 6301 JP Equity 73 3,171 22.41 22.92 2.54 0.90% 64.49 6752 JP Equity 11.44 6902 JP Equity 46.79 6954 JP Equity 647 7,571 160.05 173.71 10.44 0.82% 48.42 7201 JP Equity • 734 9.31 9.31 12.71 7203 JP Equity (98) (4,207) 56.09 57.40 -3.16 0.74% (11.50) 7267 JP Equity 64 (4,675) 35.34 34.85 1.24 1.10% 6.70 762 HK Equity 1 (2,034) 1.48 1.48 0.03 1.81% 57.29 7751 JP Equity 33 5.733 32.67 32.86 1.00 0.57% (9.07) 8031 JP Equity (79) (2,279) 14.69 15.20 -3.79 0.92% (8.85) 8058 JP Equity 256 8,319 19.43 20.03 4.37 0.70% (7.92) 8306 JP Equity (142) (3,668) 5.63 5.85 -3.96 0.98% 0.50 8316 JP Equity (131) (3,372) 39.96 41.51 -3.23 1.20% (6.08) 8411 JP Equity 5 1,948 2.00 2.01 0.43 0.55% (15.35) 8604 JP Equity (140) (3,335) 6.47 6.74 -3.34 1.26% 31.40 8801 JP Equity 262 4,655 31.26 33.02 4.14 1.36% 8802 JP Equity 6 (4,927) 24.35 24.32 0.09 1.32% (19.59) 9020 JP Equity (25) (2,772) 75.37 76.06 -1.20 0.77% (4.85) 941 HK Equity 150 (3,782) 10.19 9.79 4.36 0.91% 1.00 9432 JP Equity 819 9,492 54.98 59.73 10.23 0.84% (26.47) 9433 JP Equity 162 6,343 56.96 58.41 2.51 1.02% (4339) 9437 JP Equity (2) 2,124 16.83 16.82 -0.12 0.68% (3.28) 9983 JP Equity (131) (2,292) 322.77 341.20 -5.53 1.03% (13.40) 6/9/2014 E FTA_R 1_02094 762 EFTA02705122 99841P Equity 70 4,544 74.35 75.50 1.22 1.27% (0.98) AAPL US Equity 1,759 9,083 77.97 93.07 24.16 0.80% 64.14 ABB US Equity 23.69 - ABBN VX Equity 4 (1,310) UN/A N/A 0.41 0.78% ABBY US Equity 264 5,504 51.57 54.05 6.90 0.70% (108.62) ABEV US Equity (36) (5,506) 7.24 7.29 -0.63 1.03% (71.97) ABEV3 BZ Equity (19) (5,164) 7.31 7.34 -0.36 1.00% (71.68) ABI BB Equity 608 10,188 104.01 110.21 9.22 0.65% (8.62) ABT US Equity 149 7,169 39.29 40.11 4.10 0.51% 11.20 ABX CN Equity 582 (5,037) 18.17 16.07 11.57 1.00% (29.49) AIM US Equity 562 (4,849) 18.17 16.07 11.79 0.98% (28.54) ACA FP Equity 7,465 5,408 6.83 16.27 114.39 1.21% 48.37 ACE US Equity 801 11,217 97.97 104.97 19.83 0.36% 18.42 ACN US Equity 685 8,563 77.97 84.21 13.62 0.59% 69.59 ADP US Equity 259 6,767 76.95 79.90 6.69 0.57% 37.86 AFL US Equity 137 5,843 61.61 63.05 3.54 0.66% 54.34 AGN US Equity 4,735 10,120 112.11 164.57 39.93 1.17% (56.77) AI FP Equity (318) 12,864 137.78 134.45 -3.34 0.74% 38.52 AIG US Equity 764 9,279 50.92 55.11 10.64 0.77% (26.66) AIR FP Equity 152 4,198 69.88 72.40 3.56 1.01% (49.74) ALV GR Equity 16 7,052 169.21 169.58 0.38 0.60% 18.44 ALVG IX Equity 29 5,730 168.62 169.48 0.87 0.59% 10.20 AMGN US Equity 41 7,345 116.07 116.72 0.83 0.68% (58.78) AMT US Equity 1,951 12,212 77.36 89.71 27.16 0.59% (86.20) AMZN US Equity (210) (2,898) 306.51 328.76 -4.46 1.63% (0.97) ANZ AU Equity 673 12,947 #N/A N/A 7.49 0.69% APA US Equity 519 8,740 89.57 94.89 9.07 0.65% 57.29 APC US Equity 197 5,575 99.54 103.06 4.72 0.75% 51.48 AXP US Equity 3,495 11,180 72.72 95.45 46.71 0.67% 165.83 AZN IN Equity 5,811 12,676 49.80 72.63 24.25 1.89% 17.91 AZN SS Equity 5,153 12,119 50.82 72.43 21.56 1.97% AZN US Equity 5,751 12,812 50.30 72.88 24.37 1.84% 32.20 BA US Equity 657 10,667 129.95 137.96 9.35 0.66% (3.35) BAC US Equity 153 4,689 15.31 15.81 3.46 0.94% 74.79 BARC LN Equity (0) 5,219 4.11 4.11 0.00 1.26% 52.86 8AS GR Equity 1,483 8,203 98.96 116.85 30.93 0.58% 8.30 BATS LN Equity 743 8,398 54.51 59.33 11.80 0.75% (6.79) 8AX US Equity 1 4,842 7392 73.54 0.06 0.49% (22.16) BAYN GR Equity 404 10,263 137.07 142.47 6.26 0.63% (95.35) 88453 BZ Equity (163) (1,770) 10.26 11.21 -5.87 1.57% (57.13) 880 US Equity 56 5,475 14.62 14.76 0.82 1.23% 193.75 BBDC4 BZ Equity 73 5,427 14.64 14.83 1.09 1.23% 200.98 88L US Equity 13 (4,248) 64.02 63.83 0.35 0.86% (23.05) 88VA SM Equity 1,924 6,299 10.28 13.42 39.20 0.78% 4.78 BCE CN Equity 276 10,241 45.03 46.24 6.56 0.41% 18.48 BCS US Equity 4 5,457 16.46 16.47 0.06 1.21% 40.91 BEN VS Equity 231 4,282 53.70 56.60 5.60 0.96% (6.57) EFTA_R1_02094763 EFTA02705123 86/ LN Equity (451) (3,788) 18.76 21.00 -10.72 1.11% (4.20) BHP AU Equity (196) 9,507 4N/A N/A -2.22 0.93% BHP US Equity 17 7,278 68.00 68.16 0.27 0.90% 22.04 Bile US Equity 316 1,066 245.93 318.76 24.32 1.22% 8.39 BIL Sl Equity 98 (4,833) 32.51 31.85 2.91 0.70% 0.02 8K US Equity 665 8,609 32.86 35.40 10.10 0.76% 62.75 BLK US Equity 193 4,957 302.53 314.28 6.73 0.58% 13.22 8LT LN Equity 52 (4,374) 32.33 31.94 1.49 0.80% (32.82) 8M0 CN Equity 728 14,492 66.99 70.35 12.94 0.39% 67.76 BMW GR Equity 1,393 5,402 99.96 125.74 34.56 0.75% (54.73) BMY US Equity (10) 185 49.36 46.72 -5.50 1.02% (1.68) BN FP Equity (10) 1,033 74.48 73.79 -1.27 0.74% 2.60 BNP FP Equity 51 (3,521) 71.94 70.90 1.63 0.89% (33.88) 8NS CN Equity 1,303 13,275 59.11 64.91 22.58 0.43% 108.46 BP/ LN Equity 925 11,064 7.83 8.49 15.36 0.54% 34.71 8RK/8 US Equity 877 15,201 120.96 127.94 14.37 0.40% (69.21) BSBR US Equity 194 3,680 6.71 7.06 4.51 1.17% 49.22 BUD US Equity 604 10,040 104.26 110.54 9.36 0.64% (24.59) BX US Equity 231 3,633 31.62 33.63 4.43 1.43% 34.30 C US Equity 163 4,334 47.58 49.37 5.86 0.64% 37.29 CA FP Equity 228 3,932 34.37 36.35 6.83 0.85% (11.90) CAT US Equity 2,950 14,645 90.43 108.65 28.10 0.72% 100.62 C8A AU Equity 1,573 17,559 4N/A N/A 17.70 0.51% CBS US Equity 53 4,156 60.01 60.78 1.34 0.95% 21.24 CCL US Equity 738 6,766 36.49 40.47 14.62 0.75% 26.33 CELG US Equity 363 5,138 150.96 161.62 7.49 0.94% 22.60 CFR VX Equity 392 9,275 tIN/A N/A 6.11 0.69% CL US Equity 3,115 22,469 60.05 68.37 30.13 0.46% 137.54 CM CN Equity 651 12,827 84.55 88.84 10.56 0.48% 26.57 CMCSA US Equity 337 8,431 50.96 52.99 7.74 0.52% 48.86 CMCSK US Equity 5,409 12,610 36.71 52.46 88.52 0.48% 80.81 CNI US Equity 2,630 13,979 52.00 61.78 44.28 0.42% 134.09 CNQ CN Equity 1,636 10,769 36.73 42.32 17.61 0.86% 92.23 CNR CN Equity 2,580 13,907 52.12 61.79 45.66 0.41% 137.38 COF US Equity 1,412 8,423 70.22 81.99 25.41 0.66% 172.43 COP US Equity 506 9,807 76.84 80.80 9.41 0.55% (0.42) COST US Equity 323 9,550 114.02 117.87 5.60 0.60% (12.67) COV IN Equity 4N/A N/A COV US Equity 1,011 7,520 64.56 73.23 21.46 0.63% (44.10) CRM US Equity (23) 1,875 52.28 51.63 -0.64 1.96% (9.26) CS FP Equity 140 4,786 24.65 25.37 3.05 0.96% (32.21) CSCO US Equity 69 6,415 24.58 24.84 1.42 0.75% 1.59 CSX US Equity 1,935 9,870 25.43 30.41 29.44 0.67% 67.62 CVE CN Equity 29.78 CVS US Equity 2,714 12,539 64.62 78.61 37.84 0.57% (80.41) CVX US Equity (34) (4,572) 123.45 124.38 -1.49 0.51% (1.77) D US Equity 1,825 13,256 60.80 69.16 22.13 0.62% (198.32) EFTA_R1_02094764 EFTA02705124 DAI GR Equity 7,362 13,908 62.20 95.13 63.93 0.83% (187.20) 08K GR Equity 472 (5,592) 41.95 38.41 8.27 1.02% (60.48) DD US Equity 3,427 13,534 55.43 69.46 50.76 0.50% (28.01) ODAIF US Equity 4,207 8,377 63.20 94.95 57.13 0.88% (102.98) DE US Equity 732 10,094 86.88 93.18 14.44 0.50% 117.80 DELL US Equity UN/A N/A DG FP Equity 4,935 10,090 51.66 76.92 89.14 0.55% 68.72 DGE LN Equity 64 2,332 30.86 31.70 4.24 0.64% 8.88 DHR US Equity 569 9,351 76.08 80.71 9.47 0.64% 68.39 015 US Equity 2,533 11,829 70.38 85.45 34.16 0.63% 148.50 DISCA US Equity (437) (6,841) 75.84 80.68 -6.08 1.05% (15.22) DNB NO Equity 750 7,379 UN/A N/A 13.64 0.75% DOW US Equity 3,170 7,396 37.11 53.02 51.43 0.83% (1.43) DPW GR Equity 173 660 29.41 37.13 30.58 0.86% (4.74) OTE GR Equity 1,020 7,575 15.16 17.20 14.45 0.93% 36.44 DTV US Equity 3,635 10,622 61.97 83.18 32.46 1.05% (10.91) DUK US Equity (3) (7,783) 70.84 70.87 -0.09 0.49% 71.01 DVN US Equity 1,997 12,819 64.57 74.62 21.39 0.73% (22.48) EBAY US Equity 91 (3,131) 50.61 49.14 3.16 0.92% 46.91 ECL US Equity 432 11,394 105.98 110.00 9.77 0.39% (42.76) EDF FP Equity 4,887 9,189 23.45 35.92 46.10 1.15% 13.50 [MC US Equity 565 10,986 25.35 26.66 10.63 0.48% 53.11 EMR US Equity 181 8,739 66.80 68.18 3.56 0.58% 67.08 ENB CN Equity 291 12,532 45.66 46.72 5.00 0.46% (77.53) ENEL IM Equity 2,748 8,902 4.48 5.87 32.83 0.94% 175.56 ENI IM Equity 786 11,929 24.33 25.93 9.04 0.73% 35.30 EOAN GR Equity 175 4,560 18.88 19.61 4.21 0.91% (3.31) EOG US Equity 2,962 5,841 72.84 109.78 43.81 1.16% 53.19 EPD US Equity 2,346 13,900 64.22 75.06 32.00 0.53% (55.93) ERICB SS Equity (93) 7,934 12.51 12.36 -1.51 0.78% ESRX US Equity S9 5,382 70.60 71.37 1.38 0.80% 0.44 ETN US Equity 225 5,598 72.66 75.59 6.34 0.63% 75.71 F US Equity 65 4,400 16.80 17.05 1.93 0.76% 19.85 FB US Equity 1,114 2,630 44.06 62.71 25.18 1.68% (1.85) FCX US Equity 202 6,674 33.66 34.68 3.63 0.83% (11.44) FOX US Equity 440 5,760 133.48 143.69 13.88 0.55% 35.01 FOX US Equity 498 6,928 32.99 35.36 7.88 091% 61.69 FOXA US Equity 436 6,027 33.83 36.27 7.83 0.92% 41.77 FP FP Equity 1,824 14,528 62.63 70.50 17.48 0.72% (48.01) G IM Equity 87 5,340 22.35 22.72 2.15 0.76% (23.31) GE US Equity 2,982 13,140 22.32 27.38 52.60 0.43% 186.55 GILD US Equity 59 5,284 78.35 79.23 1.14 0.97% (197.93) GIS US Equity 2,182 25,052 50.85 55.28 22.21 0.39% (27.91) GLE FP Equity 60.53 GLEN LN Equity (146) (2,955) 5.22 5.48 -6.99 0.71% (11.37) GLW US Equity 3,754 12,136 16.41 21.49 50.95 0.61% (73.82) GM US Equity 309 7,046 35.02 36.56 5.15 0.85% 39.95 EFTA_R1_02094765 EFTA02705125 GOOG US Equity 45 4,908 555.21 560.30 0.86 1.07% 50.90 GS US Equity 166 4,854 160.66 166.15 3.78 0.91% 22.57 GSK LN Equity 121 5,707 26.22 26.78 3.69 0.58% 28.41 GSZ FP Equity 1,452 11,763 25.40 28.53 15.09 0.82% 4.08 HAL US Equity 2.301 7,662 51.49 66.96 39.45 0.76% 26.00 HD US Equity 661 13,333 76.98 80.79 8.02 0.62% 3.33 HMB SS Equity (1) 7,694 42.69 42.68 -0.03 0.61% HON US Equity 6,795 11,930 61.10 95.90 97.76 0.58% 133.35 HPQ US Equity 2,404 7,851 25.81 33.72 33.72 0.91% (47.44) HSBA LN Equity 147 8,008 10.34 10.53 3.13 0.59% 37.28 WE SM Equity 2,413 7,531 5.56 7.3-4 58.86 0.54% 28.93 IBM US Equity 65 (6,942) 188.29 186.52 1.50 0.63% 4.48 IMT LN Equity 2,483 13,953 37.12 43.72 26.39 0.67% (68.81) INTC US Equity 1,967 13,123 24.42 28.08 24.79 0.60% 12.10 ISP IM Equity 4,839 5,699 1.93 3.57 65.72 1.29% 162.24 ITUB US Equity (352) 5,715 15.82 14.90 -4.68 1.32% 182.51 ITUB4 8Z Equity (232) 4,601 15.75 14.99 -3.88 1.30% 163.39 ITW US Equity 4,386 14,011 67.84 89.07 67.45 0.46% 132.89 ITX SM Equity (18) (3,652) 146.45 147.18 -0.87 0.58% (24.98) (CI US Equity 149 4,214 48.47 50.18 3.49 1.01% 2.58 (NJ US Equity 6,398 19,626 77.72 103.06 90.66 0.36% 1.82 WM US Equity 201 5,790 55.51 57.43 4.95 0.70% 50.76 KMB US Equity 387 10,931 107.86 111.68 9.16 0.39% 4.18 KMI US Equity 35.16 0.72% - KO US Equity (3) (444) 40.65 40.96 -2.40 0.31% 0.02 IBTYA US Equity 151 5,724 43.92 45.08 2.90 0.91% 47.99 IBTYK US Equity 251 7,489 41.91 43.31 4.51 0.74% 87.92 LIN GR Equity 565 10,686 200.99 211.62 7.52 0.70% (44.23) LLOY LN Equity 266 2,201 1.18 1.33 12.30 0.98% (7.60) LLY US Equity 51 4,953 59.03 59.63 1.81 0.57% 3.70 LMT US Equity 746 2,016 122.48 167.80 81.05 0.46% 15.52 INKO US Equity 358 (2,461) 183.83 157.12 6.71 2.17% (9.04) IOW US Equity 95 4,313 46.77 47.80 2.25 0.97% 6.34 LVS US Equity (116) 2,484 76.04 72.65 -3.47 1.35% (58.00) 018 US Equity 1,544 2,297 59.29 99.13 125.54 0.54% (0.36) MA US Equity 146 5,041 74.90 77.07 3.07 0.94% (28.84) MAERSKB DC Equity 8,634 14,377 UN/A N/A 62.57 0.96% MC FP Equity 247 7,161 188.21 194.70 6.31 0.55% (29.55) MCD US Equity 78 9,603 100.64 101.45 1.79 0.45% (55.64) MCK US Equity 296 2,181 164.92 187.29 17.31 0.78% (18.06) MDLZ US Equity 4,475 13,763 28.74 38.09 52.47 0.62% (64.46) MDT US Equity 9,136 20,811 43.22 62.20 61.07 0.72% (135.02) MET US Equity 1,779 7,556 44.37 54.81 20.56 1.14% 6.58 MFC CN Equity 1,396 2,561 12.38 19.12 68.35 0.80% 33.58 MHS US Equity 4N/A N/A MMM US Equity 10,638 21,331 96.89 145.22 119.25 0.42% 199.95 MO US Equity 1,493 13,034 37.23 41.50 24.01 0.48% 45.83 EFTA_R1_02094766 EFTA02705126 MON US Equity 1,735 12,047 106.16 121.45 24.42 0.59% (26.02) MOS US Equity 49.06 MRK US Equity 1,777 12,269 50.46 57.76 19.03 0.76% (20.06) MS US Equity 125 2,622 30.60 32.06 4.22 1.13% 13.09 MSFT US Equity 1.362 8,724 35.67 41.23 21.21 0.74% (48.83) MUV2 GR Equity 654 6,116 197.70 238.83 14.64 0.73% (25.88) NAB AU Equity (99) 13,313 SIN/A N/A -1.03 0.72% NCM AU Equity UN/A N/A NEE US Equity 4,811 15,275 73.39 96.50 54.97 0.57% (274.73) NEM US Equity 548 (2,652) 28.72 22.78 17.76 1.16% 32.68 NESN VX Equity 1,018 11,809 elN/A N/A 16.96 0.51% NG/ LN Equity 2,406 13,478 12.00 14.15 24.51 0.73% (41.89) NKE US Equity 377 5,145 71.37 76.60 9.84 0.74% 12.55 NOK US Equity 4,432 4,498 3.96 7.87 81.81 1.20% (60.98) NOV US Equity 2 8,643 78.01 78.03 0.02 1.09% 112.51 NOVN VX Equity 7,139 21,257 UN/A N/A 71.66 0.47% NOVOB DC Equity 700 9,444 UN/A N/A 8.73 0.85% NSC US Equity 2,638 10,673 82.02 102.29 40.77 0.61% 103.92 NVS US Equity 5,726 17,966 67.57 89.11 86.43 0.37% 23.98 OGXP3 BZ Equity 4,026 (4,107) 4.39 0.09 34.79 2.82% (384.48) OR FP Equity 291 8,826 167.38 172.89 5.49 0.60% (31.49) ORA FP Equity 2,135 8,559 13.80 17.25 20.95 1.19% 103.17 ORCL US Equity 2,142 8,999 34.43 42.62 48.41 0.49% 22.08 OXY US Equity 417 9,397 96.04 100.30 8.31 0.53% (4.97) P8R US Equity (83) (2,059) 14.43 15.01 -2.35 1.72% (57.58) PBR/A US Equity (72) (2,072) 15.40 15.93 -1.96 1.77% (64.92) PCLN US Equity 271 5,110 1,174.29 1,236.68 4.03 1.32% (25.39) PCP US Equity 478 6,685 255.08 273.32 7.65 0.93% 49.73 PEP US Equity 675 12,677 83.59 88.04 13.01 0.41% 30.89 PETR3 82 Equity (58) (2,348) 7.36 7.54 -1.41 1.74% (73.70) PETR4 BZ Equity (52) (2,200) 7.83 8.02 -1.32 1.79% (80.65) PFE US Equity (46) 3,857 29.65 29.30 -1.60 0.74% (27.20) PG US Equity 111 11,013 79.25 80.05 2.58 0.39% 4.59 PHIA NA Equity 32.49 - PM US Equity 165 9,885 86.84 88.29 4.44 0.38% (0.58) PNC US Equity 1,390 9,400 76.94 88.32 21.40 0.69% 133.54 POT CN Equity (99) 6,886 36.03 35.52 -2.28 0,63% 24.81 POT US Equity (176) 7,998 36.31 35.53 .3.82 0.57% 30.88 PRU IN Equity 8,634 10,521 12.76 23.24 129.26 0.63% 27.00 PSA US Equity 784 13,406 162.12 171.60 10.79 0.54% (110.80) PSX US Equity 1,804 6,569 65.88 83.97 36.87 0.74% (31.93) PX US Equity 2,943 16,860 114.07 133.97 43.89 0.40% (85.77) QCOM US Equity 2,482 12,717 66.98 80.05 44.23 0.44% (39.20) QQQ US Equity 2,914 12,682 75.41 92.74 42.44 0.54% 16.41 RAI US Equity 1,213 11,264 53.56 59.32 12.95 0.83% (4.65) ROS/A US Equity 664 11,546 75.02 79.34 9.89 0.58% 8.50 RDS/8 US Equity 585 11,427 78.85 82.89 6.43 0.80% (7.65) EFTA_R1_02094767 EFTA02705127 RDSA LN Equity 798 9,744 36.73 39.74 13.51 0.61% 21.61 RDSA NA Equity 571 11,195 37.76 39.68 8.57 0.59% 15.50 ROSB LN Equity 656 10,889 39.07 41.43 8.09 0.75% 10.93 REGN US Equity 263 6,240 302.78 315.56 3.15 1.34% 112.69 RIO AU Equity (35) 699 UN/A N/A -4.23 1.17% RIO LN Equity (38) 2,754 54.11 53.37 -1.51 0.91% 10.84 RIO US Equity (40) 3,158 54.03 53.36 -1.14 1.11% (0.46) ROG VX Equity 6,891 17,035 UN/A N/A 74.06 0.55% RY CN Equity 485 11,337 66.05 68.87 10.30 0.42% 107.16 SAB LN Equity 1,221 11,420 49.47 54.76 14.26 0.75% 88.75 SAN FP Equity (42) (2,718) 105.52 107.14 -2.55 0.60% 14.40 SAN SM Equity 2,181 9,733 8.71 10.66 34.00 0.66% 64.27 SAN US Equity 1,766 7,980 8.73 10.66 27.05 0.82% 29.79 SAP GR Equity (21) 1,746 75.90 75.00 -1.61 0.74% (7.71) SAP US Equity (4) 403 75.82 75.02 -1.33 0.80% (0.79) SBUX US Equity 243 10,127 73.24 75.00 3.62 0.66% (35.28) SGO FP Equity 2,967 8,086 44.41 60.70 49.25 0.74% 81.98 SI US Equity UN/A N/A SIE GR Equity 952 5,345 114.81 135.27 22.71 0.78% 15.07 SLB US Equity 2,335 10,200 86.62 106.45 42.57 0.54% 109.27 SMSN LI Equity (32) 6,362 697.27 693.78 -0.55 0.91% (192.90) SO US Equity (137) 11,861 44.11 43.60 -1.98 0.58% (137.15) SPG US Equity (96) 12,778 168.97 167.72 -1.40 0.53% (140.25) SREN VX Equity UN/A N/A STAN LN Equity (2) 2,044 22.49 22.47 -0.18 0.62% 3.29 STL NO Equity 1,818 11,476 UN/A N/A 18.60 0.85% STT US Equity 147 3,883 64.77 67.22 4.09 0.93% 14.01 SU CN Equity 794 11,105 36.96 39.60 9.64 0.74% 136.07 SU FP Equity 965 9,241 86.96 96.04 12.35 0.85% (15.05) SU US Equity 764 11,487 37.15 39.62 8.92 0.75% 143.25 SWEDA SS Equity 204 4,735 25.97 27.09 6.75 0.64% SYNN VX Equity (331) (4,132) UN/A N/A -19.92 0.40% T US Equity 46 (4,595) 35.35 35.00 1.98 0.51% (2.51) TD CN Equity 1,194 12,877 46.28 50.57 19.22 0.48% 117.26 TEF SM Equity 406 7,989 16.11 16.93 6.97 0.73% 51.50 TEF US Equity 395 6,344 15.95 16.94 7.39 0.84% 33.75 TGT US Equity 787 (8,574) 63.57 57.74 10.80 0.85% (11.26) TJX US Equity (37) (1,013) 54.42 56.40 .3.83 0.95% 1.58 TLS AU Equity 721 13,319 #N/A N/A 11.14 0.49% TLSN SS Equity (307) (5,268) 7.02 7.43 -10.00 0.58% TM US Equity 1 (5,774) 115.16 115.13 0.04 0.60% 5.14 TMO US Equity 9,006 10,218 63.59 119.64 125.44 0.70% (9.68) TOT US Equity 1,194 7,801 61.19 70.56 19.69 0.78% (41.76) TRP CN Equity (19) (3,874) 46.17 46.40 -1.13 0.44% (13.42) TRV US Equity 1,194 13,459 87.04 94.76 18.44 0.48% 41.70 TSCO LN Equity 739 (6,473) 5.57 4.94 12.51 0.91% (95.35) TWC US Equity 1,041 5,234 120.22 144.14 38.35 0.52% 50.66 EFTA_R1_02094768 EFTA02705128 TWX US Equity 163 9,814 67.77 68.89 1.88 0.88% 122.45 TXN US Equity 4,502 12,205 34.93 47.81 44.88 0.82% 100.57 TYC US Equity 12,937 24,080 29.17 44.84 68.74 0.78% 418.22 UBS US Equity 65 2,373 19.76 20.30 4.20 0.65% 7.25 UBSN VX Equity 38 2,230 tIN/A N/A 2.47 0.68% UCG IM Equity 3,534 5,500 5.62 9.24 47.49 1.35% 30.52 ULVR IN Equity 210 6,329 42.99 44.41 5.68 0.58% 18.25 UNA NA Equity 145 8,550 42.33 43.05 2.84 0.60% (8.11) UNH US Equity 2,443 10,524 64.68 79.70 41.21 0.56% (34.90) UNP US Equity 2,860 13,934 84.53 101.87 9.41 2.18% 190.95 UPS US Equity 4,408 14,806 79.87 103.65 50.92 0.58% 6.29 USB US Equity 3,562 14,625 34.87 43.37 57.30 0.43% 224.65 UTX US Equity 6,969 15,190 82.05 119.69 74.54 0.62% 188.35 V US Equity 262 8,651 206.28 212.53 4.06 0.75% (6.68) VALE US Equity 298 (2,664) 14.92 13.25 8.44 1.33% (35.52) VALES BZ Equity 349 (2,939) 15.07 13.28 8.28 1.43% (51.72) VIAB US Equity 4,243 9,746 61.33 88.02 68.69 0.63% 72.51 VIV FP Equity 26.06 VMW US Equity 412 4,785 89.16 96.84 7.75 1.11% (17.62) VOD LN Equity 328 (3,948) 3.82 3.50 9.45 0.88% (23.60) VOD US Equity 316 (3,810) 38.03 34.87 9.19 0.90% (4.87) VOWS GR Equity 93 3,208 259.69 267.21 4.85 0.60% (10.25) VRX CN Equity 437 2,771 109.70 126.99 12.96 1.22% 0.98 VRX US Equity 680 1,880 93.20 126.90 31.30 1.16% (4.09) VTI US Equity 857 5,134 86.91 101.41 38.85 0.43% 16.11 VWO US Equity 109 5,630 42.75 43.57 2.95 0.65% 26.29 VZ US Equity (5) 4,742 49.60 49.54 -0.21 0.54% 35.17 WBC AU Equity 502 11,844 UN/A N/A 6.31 0.67% WES AU Equity 166 13,490 tIN/A N/A 1.82 0.67% WFC US Equity 4,170 12,761 39.49 52.39 60.65 0.54% 149.87 WI, US Equity 4,340 10,741 75.13 105.48 51.55 0.78% (108.81) WMT US Equity 84 9,262 76.31 77.00 1.92 0.47% (31.28) WOW AU Equity (40) 4,724 tIN/A N/A -1.21 0.69% XOM US Equity 1,618 16,573 92.53 101.56 24.61 0.40% 35.44 XTA LN Equity tIN/A N/A THOO US Equity 101 2,439 34.57 36.00 3.59 1.15% 20.15 YUM US Equity 616 8,913 74.65 79.81 12.44 0.56% 8.71 ZURN VX Equity 105 8,429 IIN/A N/A 3.55 0.35% Current Portfolio - Global Macro Portfolio Current Price PA In Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) SPX Index 21,199 62,272 1,455.70 1,951.27 84.14 0.40% 78.36 NDX Index 12,724 37,348 2,831.19 3,795.74 59.35 0.57% 15.48 RTY Index 713 10,580 1,101.66 1,175.88 7.86 0.86% 103.37 EFTA_R1_02094769 EFTA02705129 SPTSX Index 1,873 41,166 13,034.03 13,627.06 14.31 0.32% 184.62 MEXBOL Index 126 15,064 3278.27 3,305.71 1.30 0.64% (31.70) IBOV Index (338) (8,398) 23,409.59 24,353.03 -3.61 1.12% (247.14) MERVAL Index 2,495 20,801 910.80 1,020.04 10.14 1.18% UKX Index 4,904 46,435 10,442.34 11,545.19 28.13 0.38% 92.00 OAX Index 10,327 37,694 10,673.47 13,597.72 55.94 0.49% (83.92) CAC Index 2,269 29,424 5,788.46 6,234.78 17.50 0.44% (68.02) IBEX Index 12,499 42,773 11,737.69 15,167.55 44.18 0.66% 281.83 SMI Index 7,919 52,539 ItN/A N/A 55.66 0.27% FTSEMIB Index 8,100 25,266 23,118.94 30,530.62 28.66 1.12% 141.78 P5120 Index 6,084 24,476 8,041.34 10,040.20 27.32 0.91% 58.37 ISEQ Index 19,479 32,079 4,246.25 6,824.72 79.44 0.76% (88.15) ICEXI Index 1,200 14,393 ItN/A N/A 15.97 0.52% AEX Index 7,081 47,270 490.91 564.44 33.97 0.44% 77.01 BEL20 Index 8,609 47,922 3,658.46 4,315.72 48.10 0.37% (129.47) LUXXX Index 11,960 41,632 KN/A N/A 40.48 0.71% KFX Index 12,601 40,659 UN/A N/A 55.35 0.56% HEX Index 9,945 43,508 8,607.83 10,575.33 42.60 0.54% (94.40) OMX Index 2,286 24,822 192.55 210.28 19.10 0.48% AIX Index 912 64,134 KWA N/A 2.02 0.71% ASE Index 519 8,511 ttN/A N/A 3.53 1.73% OSEBX Index 5,710 28,238 tIN/A N/A 34.12 0.59% INDEXCF Index (488) (5,318) 39.64 43.28 -7.21 1.27% (13.71) TOP40 Index 2,206 36,288 3,996.66 4,239.62 8.41 0.72% (76.08) SENSEX Index 7,045 43,256 371.48 431.98 18.11 0.90% 149.19 NKY Index 565 21,231 143.69 147.51 3.51 0.76% 69.73 HSI Index 707 29,992 2,913.59 2,982.32 3.88 0.61% 227.46 SHCOMP Index 1,842 (36,707) 342.60 325.40 8.79 0.57% (77.12) KOSPI Index 1,788 45,441 1.88 1.96 8.55 0.46% AS51 Index 1,020 33,715 tIN/A N/A 5.73 0.53% STBCNZI. Index 36,763 73,207 444.47 667.67 115.92 0.43% 92.31 EEM US Equity 69 5,720 43.20 43.72 1.84 0.66% 21.26 IYR US Equity 304 12,786 70.30 71.97 6.04 0.39% (140.35) MDY US Equity 5,718 14,269 184.03 257.77 71.85 0.56% 65.34 INK US Equity 59 10,785 41.31 41.54 4.60 0.12% 10.45 XLF US Equity 6,403 13,610 15.57 22.90 90.44 0.52% 87.78 XLU US Equity 940 10,859 39.38 42.79 13.49 0,64% (79.43) XLK US Equity 3,136 13,057 30.89 38.31 47.60 0.50% 50.88 XII US Equity 7,350 16,147 38.20 55.59 91.73 0.50% 118.95 XLP US Equity 883 12,093 42.09 45.16 18.37 0.40% (20.08) XLY US Equity 1,589 9,522 57.37 66.94 28.87 0.58% 3.32 XLE US Equity 1,177 13,308 89.08 96.96 21.16 0.42% 22.44 XLB US Equity 4,780 15,233 37.75 49.59 65.68 0.48% (52.33) XLV US Equity 13,143 24,346 38.87 59.85 114.87 0.47% (193.18) SUP Index 7,980 48,422 406.61 473.62 50.86 0.32% (7.25) SXAP Index 11,008 28,869 521.95 720.98 55.60 0.69% (247.56) SXKP Index 5,697 37,626 366.14 421.57 29.56 0.51% 145.44 EFTA_R1_02094770 EFTA02705130 SX6P Index 8,268 39,028 359.86 436.10 42.93 0.49% (9.96) SXEP Index 4,677 51,146 456.85 498.63 15.48 0.59% 20.44 SXIP Index 12,552 28,923 222.31 318.78 99.61 0.44% (80.01) SXNP Index 5,487 30,226 487.27 575.73 43.01 0.42% (70.65) SX3P Index 1,481 31,675 679.66 711.44 11.26 0.42% 63.37 SXDP Index 26,955 61,074 609.16 878.01 124.94 0.35% (142.16) SX4P Index 4,450 29,075 931.79 1,074.41 36.85 0.42% (85.03) SX8P Index 584 11,683 370.52 389.05 8.95 0.56% (12.58) SXOP Index 12,935 44,807 388.56 500.73 49.74 0.58% (45.92) SXQP Index 1,471 45,829 807.20 833.11 8.92 0.36% 25.35 SXRP Index 17 16,765 431.85 432.29 0.25 0.40% 67.17 SXMP Index 1,555 15,898 312.53 343.09 20.29 0.48% 33.28 SXTP Index 24,741 39,247 172.05 280.51 91.79 0.69% (162.09) SX7E Index 4,428 12,087 159.85 218.01 39.02 0.94% 62.67 SXSE Index 8,485 42,479 3,742.86 4,490.53 42.80 0.47% (28.83) SPGSCITR Index (33) (15,778) 5,016.60 5,027.16 -0.60 0.35% (137.37) XAG Curncy 1,601 (17,389) 21.00 19.07 13.30 0.69% (42.81) CO1 Comdty (43) (9,568) 109.50 109.99 -0.95 0.47% (121.02) CL1 Comdty 1,555 30,849 99.40 104.41 8.64 0.58% 552.38 NG1 Comdty 3,061 15,160 3.86 4.65 14.08 1.43% (251.46) XAU Comdty (309) (26,763) 85.44 86.43 -0.02 49.02% 82.38 I80XHY Index 3,996 53,418 220.12 236.59 139.98 0.05% 58.91 US_TSY CREDIT 24 100,443 765.33 765.51 0.20 0.11% (82.61) CA_TSY CREDIT (57) (25,139) 1,213.44 1,216.18 -0.84 0.27% (56.64) MX_TSY CREDIT 1,539 87,928 221.30 225.17 4.08 0.43% (846.18) AU_TSY CREDIT 1,411 81,398 1,506.03 1,532.14 6.69 0.26% 110.40 JP_TSY CREDIT 309 (45,369) 817.18 811.61 3.05 0.22% 4.50 MYTSY CREDIT 1,027 103,107 170.18 171.87 4.40 0.23% 425.85 SG_TSY CREDIT 264 66,005 221.48 222.37 1.89 0.21% (53.60) AT_TSY CREDIT 3,996 81,569 358.40 375.96 20.64 0.24% (229.25) 8E_TSY CREDIT 5,547 79,771 477.76 510.98 27.08 0.26% (201.56) FI_TSY CREDIT 3,477 85,645 349.64 363.84 18.40 0.22% (310.00) FR_TSY CREDIT 4,578 82,246 1,684.51 1,778.27 23.21 0.24% (217.21) DE_TSY CREDIT 2,585 84,524 1,247.55 1,285.71 14.00 0.22% (376.42) lE_TSY CREDIT 33,484 78,270 336.92 481.06 182.39 0.23% (204.06) IT_TSY CREDIT 9,665 54,986 1,616.07 1,900.15 56.47 0.31% (11.23) NL_TSY CREDIT 3,622 82,865 1,330.92 1,389.09 19.14 0,23% (321.32) ES_TSY CREDIT 12,064 50,187 392.28 486.58 84.53 0.28% 26.88 DK_TSY CREDIT 2,698 67,396 729.23 758.42 16.40 0.24% (216.52) NO_TSV CREDIT 85 50,762 347.94 348.52 0.58 0.29% (110.64) PL_TSY CREDIT 2,369 35,151 429.04 457.96 23.10 0.29% (174.51) ZA_TSY CREDIT (810) (53,741) 83.15 84.40 -1.80 0.84% 336.51 SE_TSY CREDIT 236 (44,333) 464.03 461.56 1.63 0.33% 233.42 CH_TSY CREDIT 2,874 69,857 1,008.64 1,050.14 19.09 0.22% (282.86) GB_TSY CREDIT 1,638 89,647 1,507.67 1,535.22 8.17 0.22% (214.15) EFTA_R1_02094771 EFTA02705131