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128 EFTA02714157 Atorus, LLC 4/3/2014 Current Gross Notional Risk by Category • 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 e de) eeee co- e re% CP' <V av bct• (P. CP' c. St. P . sC. 4 4 4 4 4 .<,4 •b\ 4 A\
,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure listed Equity Long -0.059% Listed Equity Short 0.031% EquityCom Long -0.270% EquityCom Short 0.048% G20 Rates Long -0.140% G20 Rates Short 0.049% Largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notiona
0 Atorus, LLC 7/17/2014 Current Gross Notional Risk by Category 319,786 0887 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index die O7ti e eeeeeee dsbi e oss,‘ e 4 C . < e ° otst ist‘t cptst e e<pc'e Rolling 30 Day Realized Volatility - EFTA00288611 Atorus,
IT 309,688 4.22% Day NAV Impact of MTM by Category & Exposure Listed Equity Long -0.584% Listed Equity Short .0.003% EquityCom Long .0.668% EquityCom Short 0.127% G20 Rates Long 0.154% 620 Rates Short .0.005% T12M Contribution (%oi total Yr/Yr NAV Change by Category) Listed Equities 38.65% Equit
C 4/3/2014 Current Gross Notional Risk by Category 243,900 r 583,025 1,406,91 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288163 Atorus, LLC 4/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posi
,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure Listed Equity Long -0.059% Listed Equity Short 0.031% EquityCom Long -0.270% EquityCom Short 0.048% G20 Rates Long -0.140% G20 Rates Short 0.049% %of Total Notional Security MTM Gain % Total NAV 25.31%l 45 Positions 27.95% 0.42%
Entities connected to both MSCI World and EquityCom Short

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATION
Mao Zedong
PERSONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONMCK US Equity
ORGANIZATIONSAP GR
ORGANIZATIONSTEICNZL
ORGANIZATIONEMEA Long
ORGANIZATIONCOF US Equity
ORGANIZATION