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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 D
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 '‘\ <
Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40% - 50% histor tally 53% 0.98% 0.90%
uityCom Short 17 G20 Rates Long 19 G20 Rates Short 4 Total Long 330 Total Short 55 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $ $(500,000) $(1,000,000) 1 ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short
Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 53% 0.98% -0.89%
yCom Short G20 Rates Long ■ G20 Rates Short EFTA00288609 Atorus, LLC 7/17/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) K 14 ) ...'. rl 1IIIM r•J ri .-I g o CV .., 1'f) CV .-1 o CV .., in y n CS ..... 00000 IN ...., ..... ch
Entities connected to both Sharpe and Equity Indices & Commodlites

MSCI World
ORGANIZATION
Ghislaine Maxwell
PERSONAtorus
PERSONEquityCom
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONLargest Exposures Current
ORGANIZATION
Mao Zedong
PERSONMCD US Equity
ORGANIZATIONBMW GR
ORGANIZATIONSAS LN Equity
ORGANIZATIONMSCI World Change
ORGANIZATIONAMZN US Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONBG/ LN Equity
ORGANIZATIONEquityCom Short
ORGANIZATIONEMEA Long
ORGANIZATION