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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%
tyCom Long ■ EquityCom Short G20 Rates Long ■ G20 Rates Short EFTA00598575 Atorus, LLC 7/23/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Ewa — — AMER om —G20 Rates NexEposum RIG 2,500,00D 7,000,000 6,000,000 5,000,000 0
d Equities Target Voladj. 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: 2,800,000.00 1,800,000.00 1,6004:00.00 1,400,000.00 1,200,000.00 1,000,000.00 800,000.00 600 MO 00
uityCom Long 65 EquityCom Short 7 G20 Rates Long 21 G20 Rates Short 2 Total Long 369 Total Short 67 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 51,000,000 $500,000 $- $(500,000) ■ APAC Long ■ APAC 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% 1.00% -0.91%
uityCom Long 66 EquityCom Short 6 G20 Rates Long 19 G20 Rates Short 4 Total Long 375 Total Short 65 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) ■ APAC Long ■ APAC Sh
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%
tyCom Long ■ EquityCom Short G20 Rates Long ■ G20 Rates Short EFTA00288625 Atorus, LLC 7/23/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Ewa — — AMER om —G20 Rates NexEposum RIG 2,500,00D 7,000,000 6,000,000 5,000,000 0
Entities connected to both Sharpe and Equities) & Macro

MSCI World
ORGANIZATION
Ghislaine Maxwell
PERSONAtorus
PERSONEquityCom
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONLargest Exposures Current
ORGANIZATIONENI IM Equity
ORGANIZATION
Emmanuel Macron
PERSONBMW GR
ORGANIZATIONMSCI World Change
ORGANIZATIONMCD US Equity
ORGANIZATIONComdty
PERSONCBS US Equity
ORGANIZATION
Mao Zedong
PERSONEquity Indices & Commodlites
ORGANIZATIONBCS US Equity
ORGANIZATIONMCK US Equity
ORGANIZATIONPosition (ex-99pct & ex4st
ORGANIZATIONCCL US Equity
ORGANIZATION