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g 55 EquityCom Short 17 620 Rates Long 21 620 Rates Short 2 Total Long 348 Total Short 59 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 s- $(500,000) $(1,000,000) 1 ■ APAC Lon
i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00598577 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20.00% 0.58 25.00% 2.11 30.00% 3.27 35.00%
ng 66 EquityCom Short 6 G20 Rates Long 19 G20 Rates Short 4 Total Long 373 Total Short 67 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) 1 • APAC Long • APAC
World Index Rolling 30 Day Realized Volatility - EFTA00288515 Atorus, LLC 6/12/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) BODO 7000 MOO 5000 4000 3000 2000 1000 1 OM 10.00 I I° ed . te efine-ce-meitmem-eeite h h Percentile No. Vol Days 0.00%
g 55 EquityCom Short 17 620 Rates Long 21 620 Rates Short 2 Total Long 348 Total Short 59 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 s- $(500,000) $(1,000,000) 1 ■ APAC Lon
i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00288627 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20.00% 0.58 25.00% 2.11 30.00% 3.27 35.00%
Entities connected to both Emmanuel Macron and Position (ex-99pct & ex4st

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONBMW GR
ORGANIZATIONLargest Exposures Current
ORGANIZATIONSharpe
ORGANIZATIONMCD US Equity
ORGANIZATIONCBS US Equity
ORGANIZATIONMCK US Equity
ORGANIZATIONComdty
PERSONAGN US Equity
ORGANIZATIONCCL US Equity
ORGANIZATIONPercentile Distribution of Current MTM
ORGANIZATIONUCG IM Equity
ORGANIZATIONeisk„
PERSONEquities) & Macro
ORGANIZATIONNexEposum
ORGANIZATION