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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
7.67 0.43% (1.66) JPM US Equity 48 (4,014) 54.24 53.58 1.36 0.89% (27.47) KMB US Equity 207 9,903 107.52 109.77 3.80 0.55% (88.12) KMI US Equity 99 (6,775) 33.81 33.31 1.81 0.81% 44.59 KO US Equity (10) 2,202 40.80 40.62 -0.86 0.52% (4.86) LBTYA US Equity 69 3,592 43.18 44.
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
7.67 0.43% (1.66) JPM US Equity 48 (4,014) 54.24 53.58 1.36 0.89% (27.47) KMB US Equity 207 9,903 107.52 109.77 3.80 0.55% (88.12) KMI US Equity 99 (6,775) 33.81 33.31 1.81 0.81% 44.59 KO US Equity (10) 2,202 40.80 40.62 -0.86 0.52% (4.86) LBTYA US Equity 69 3,592 43.18 44.
IC 4/8/2014 Current Gross Notional Risk by Category 243,570 583,199 1,411,1 p • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% O O ej N ej N O 0 O
6 0.50% (61.70) JPM US Equity 1,052 8,516 52.29 58.75 13.39 0.92% (78.45) KMB US Equity 286 8,276 106.84 110.54 6.38 0.54% (11.43) KMI US Equity 375 (8,600) 34.31 32.81 5.84 0.75% (107.25) KO US Equity 9 (6,962) 38.83 38.78 0.33 0.41% (23.03) LBTYA US Equity (108) 1,363 84.4
Entities connected to both MSCI World and KMI US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONCELG US Equity
ORGANIZATIONNexEposute
ORGANIZATIONcv GP'
ORGANIZATIONoti'V 07ti
ORGANIZATION