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LIC 5/1/2014 Current Gross Notional Risk by Category 242,942 ;36,990 1,239,9 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 o.;), Off~ O1ry O% O1 ry 4, 'II •)) $ 11, '19 4 1 ON Orb 4\ A.c.k eP ,s0 c‘‘ A
Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlltes, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates , ,NexEposule RIG 2.000,000 1.500,000 5,000.000 4,0003)00 3,000.000 2,000.000 1,000,000 0 M i n e ) (2,000,003) 1000000 Nr O O G 4 1 . G ' I
Current Gross Notional Risk by Category 220,958 or 572,090 1417,614 1,476,372 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeeeee osu oc. 4Pcif qe," e 4.301• *—*Series1 —Serial Rolling 30 Day Realized Vola
Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates NexEposule RIG 2.000,000 1,930,000 5,000.030 4,000.000 3030.000 Z000.030 1,004000 1,030000 (L004000) (2,000,003) es, ' 4 19Gts)(49 . \ rr x 'Sr'
7/1/2014 Current Gross Notional Risk by Category 313,131 653,164 1,819,7 !ill ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 'V % 11. % % O•~'1i n, 4, 0, • lb tk la os 4)'• o's• oN. or> .(‘Q' Ace
Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) - APAC — EMEA — AMER — EquityCom -G20 Rates NexEposule RIG 2,500,000 2,000,000 7,000,000 6,000,000 5,000,000 0,000,000 - 3,000.000 - 2000000 1,000.000 0 -I (1X00,000) el 1,503,000 40 1/2 1
it) EFTA00288658 Atorus, LIC 8/4/2014 Current Gross Notional Risk by Category • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 a a a N..% a a a 42, 0.2, a 0.2) j.,_b "r r ar ar ar r ar ^7 r r r
t Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Emu —AMER — EquityCom —G20 Rates . • NexEposule RIG 2,500,000 7,000,000 6,000,000 2,003000 5,000,000 1,503000 0,000,000 3,000,000 1,000,000 ( 2,000,000 500,000 Nt III 1,000,000 0 el
s Notional Risk by Category 245,638 a bi L72,640 A 1,304434 lir - - , 1,590,084 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288708 Atorus, LLC 3/27/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posit
t Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates , ,NexEposule RIG 2.000,000 1,503,000 5,000.030 4,000.000 1000.000 2,000.000 1,000,000 0 (5.000.000) 41. (2,000,003) 3000000 500,000 Vf I F ♦ CI* (SO
3/26/2014 Current Gross Notional Risk by Category 242,090 1,334,599 r 579,115 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288692 Atorus, LLC 3/26/2010 Percentile Distribution of Current MTM Gains in Vol Days b
t Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates , ,NexEposule RIG 2.003,000 1,500000 5,000.030 4,000.000 3000.000 2000.000 1,000.000 (1.000.0(M) (2,004003) 3,000,000 (060 4t .4i9GtSIS9N 'O. 411. ad1,
Current Gross Notional Risk by Category 249,629 Ai lr fr 59 0o 7,700 1,439,23 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e °41 9tete iCI:pe,"te sCbt 6;beetee st s)." 9/ 1 ?" °41 •—•Serits1 —Serits2 Rolling 30 Day
Indices & Commodlites, G20 Gov. Credit) 6,000.000 5,000,000 0,000,000 " 0X ° 2,000,000 1,000,000 —APAC (MCA —AMER — EquityCom —G20 Rates NexEposule RIG 2,000,000 1.500.000 1,000,000 I 500,000 19% (501. of N _ le elt \_, \ \ eCt. 1§ 9 .0 9 ..Q.(54',./.‘19 vvvv 1,9% \ 10 " \ 1.4444
LIC 5/1/2014 Current Gross Notional Risk by Category 242,942 ;36,990 1,239,9 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 o.;), Off~ O1ry O% O1 ry 4, 'II •)) $ 11, '19 4 1 ON Orb 4\ A.c.k eP ,s0 c‘‘ A
Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlltes, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates , ,NexEposule RIG 2.000,000 1.500,000 5,000.000 4,0003)00 3,000.000 2,000.000 1,000,000 0 M i n e ) (2,000,003) 1000000 Nr O O G 4 1 . G ' I
Entities connected to both MSCI World and NexEposule

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONENI IM Equity
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONMCD US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONUS Equky
ORGANIZATIONAMZN US Equity
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONComdty
PERSONPSI2O
ORGANIZATIONASS1
ORGANIZATIONTYC US Equity
ORGANIZATION