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3/24/2014 Current Gross Notional Risk by Category 241,708 p;3,472 1,324,0 it ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293286 Atorus, LLC 3/24/2014 Percentile Distribution of Current MTM Gains in Vol Days b
ISEQ Index 23,460 1.31% GILD US Equity 27,188 1.52% lE_TSY CREDIT 30,536 1.71% STBCNZL Index 36,017 2.02% APAC Lon 26 APAC Short 25 EMEA Long 70 EMEA Short 18 AMER Long 162 AMER Short 51 E•ul om Lon 60 EquityCom Short 10 G20 Rates Lon 15 G20 Rates Short 8 Total Long 333 Tot
es EFTA00293381 Atorus, LIC 2/18/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility Atorus EFTA00293382 Atorus, LLC 2/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by
24,728 1.36% lE_TSY CREDIT 28,937 1.59% ST8CN2L Index 30,832 1.69% GILD US Equity 34,149 1.87% No. Names APAC Long 28 APAC Short 24 EMEA Long 75 EMEA Short 17 AMER Long 166 AMER Short 51 EquityCom Long 59 EquityCom Short 12 G20 Rates Long 15 G20 Rates Short 9 Total Long 343
5/2014 Current Gross Notional Risk by Category 1,553,03 260,612 pr 654, • 634 • 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 nt , oici, eos, e <," e •c‘c. e9 e9 A y 4` 4 4 4` 4` .—*Serits1 —Serits2 Rolling
xposure by Geography (Listed Equll les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 ■ APAC Long $2,000,000 ■ APAC Short ■ EMEA Long $1,500,000 ■ EMEA Short ■ AMER Long 51,000,000 ■ AMER Short ■ EquityCom Long 5500,000 ■ EquityCom Short $- EL_ G20 Rates Long 1 ■ G20 Rat
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
.11% SXTP Index 21,271 1.16% SXDP Index 27,283 1.49% lE_TSY CREDIT 32,619 1.78% STBCNZL Index 36,718 2.00% APAC Lon 28 APAC Short 19 EMEA Long 70 EMEA Short 14 AMER Long 177 AMER Short 34 E • ultyCom Lon 64 EquityCom Short 7 G20 Rates Lon 21 G20 Rates Short 2 Total Long 360 T
LIC 4/2/2014 Current Gross Notional Risk by Category 244,053 581,624 1,408,10 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288147 Atorus, LLC 0/2/2010 Percentile Distribution of Current MTM Gains in Vol Days by Positi
.22% SXDP Index 23,849 1.27% ISEQ Index 25,952 1.38% lE_TSY CREDIT 30,780 1.64% STBCNZL Index 36,078 1.92% APAC Lon 23 APAC Short 27 EMEA Long 75 EMEA Short 14 AMER Long 171 AMER Short 43 E • ultyCom Lon 61 EquityCom Short 11. G20 Rates Lon 16 G20 Rates Short 7 Total Long 34
Entities connected to both MSCI World and EMEA Long

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONLargest Exposures Current
ORGANIZATIONLargest MTM
ORGANIZATIONMCD US Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONComdty
PERSONUS Equky
ORGANIZATIONEquityCom Short
ORGANIZATIONKWA N/A
ORGANIZATION