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LIC 5/19/2014 Current Gross Notional Risk by Category 255,457 1,492,022 I t ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 teetcpo'cv esic> ceeceessy eeeotez erbee4," Series' —series2 Rolling 30 Day Realized Volatili
Indices & Commodlites, G20 Gov. Credit) 6,000,000 5,000,000 4,000,000 34:°°" ° 2,000000 , 1,000,000 —APAC —EM —AMER — EquityCom —G20 Rates NexEposute RIG 2,000,000 1,500,000 1.000.000 JJ 500,000 ,p,s.' % O(9 19S \ \ \ ‘ 4> IZ' ieZi 0 1 SI, 'V . „ \ V V \ O 1, O \ 461)) 'V \ 04
IC 6/20/2014 Current Gross Notional Risk by Category 1,635,26 277,227 r ,33 • • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by P
Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) —APAC — amp —AMER — EquityCom •- G20 Rates NexEposute RIC 2,500,000 7,000,000 6,000,000 5,000,030 0,030,030 3,000,000 - 3,000,000 1,000,000 0 • (1.000.000) Si%) (2,000p00) 3.000.00D 1,500,00
16/2014 Current Gross Notional Risk by Category 266,723 A p o :3,453 1,558,80l • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288531 Atorus, LLC 6/16/2014 Percentile Distribution of Current MTM Gains in Vol Days by Pos
Gov. Credit) 64:00.000 • 5,000.000 - 4,000.000 3,000.000 2,000.030 0 1''00°'00°) ot, (2,000,000) ApAc EMEA —AMER — EquityCom —G20 Rates NexEposute RHS 2500,000 2,000,000 1.503,000 1.000,000 f j1,000.000 500,000 V i d lt tlt (; $1. 'S G 41' 4'f % ‘,9 e l. ee0oeeeee 4CIf 4? 4C`' 4?'
LIC 5/19/2014 Current Gross Notional Risk by Category 255,457 1,492,022 I t ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 teetcpo'cv esic> ceeceessy eeeotez erbee4," Series' —series2 Rolling 30 Day Realized Volatili
Indices & Commodlites, G20 Gov. Credit) 6,000,000 5,000,000 4,000,000 34:°°" ° 2,000000 , 1,000,000 —APAC —EM —AMER — EquityCom —G20 Rates NexEposute RIG 2,000,000 1,500,000 1.000.000 JJ 500,000 ,p,s.' % O(9 19S \ \ \ ‘ 4> IZ' ieZi 0 1 SI, 'V . „ \ V V \ O 1, O \ 461)) 'V \ 04
Entities connected to both MSCI World and NexEposute

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONBG/ LN Equity
ORGANIZATIONCELG US Equity
ORGANIZATIONKMI US Equity
ORGANIZATIONcv GP'
ORGANIZATIONoti'V 07ti
ORGANIZATION