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orus, LIC 3/10/2014 Current Gross Notional Risk by Category 246,988 AF 591,464 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293089 Atorus, LLC 3/10/2014 Percentile Distribution of Current MTM Gains in Vol Days b
& Commodlites, G20 Gov. Credit) e e e e e e e % % Q. sy- 4' 4' 4 AC' cc' % *,C? 4 A\ C' 4' c5 N. AY rb — APAC — EMEA — AMER - EquityCorn — G20 Rates EFTA00293088 Atorus, LIC 3/10/2014 Current Gross Notional Risk by Category 246,988 AF 591,464 ■ APAC ■ EMEA ■ AMER ■ EquityC
LIC 3/13/2014 Current Gross Notional Risk by Category 241,254 586,103 1,403,2 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility -Atoms EFTA00293159 Atorus, LLC 3/13/2014 Percentile Distribution of Current MTM Gains In Vol Days by
2,000,C00 1,501,000 1,002,000 500,000 e O4,v e e e e e O4> e t. 40\1. it% 440c. .,‘<‘t sty' e iotc. d\t e is" *if APAC • EM EA AMER EquityCorn G20 Rates EFTA00293158 Atorus, LIC 3/13/2014 Current Gross Notional Risk by Category 241,254 586,103 1,403,2 ■ APAC ■ EMEA ■ AMER ■ Equi
IC 5/23/2014 Current Gross Notional Risk by Category 245,530 10:9,045 411 i , • 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 dc.' o•Q• e ticb ei 0 0 0 0 e e e -,\AQ• et, tete est e e e •—•Serits1 —Serits2 Rolli
US_TSY CREDIT 100,443 NAV Impact of MTM by Category & Exposure Listed Equity Long 0.236% Listed Equity Short .0.042% EquityCom Long 0.180% EquityCorn Short .0.022% G20 Rates Long .0.003% G20 Rates Short 0.018% % of Total Notional Security MTM Gain % Total NAV 20.70% 45 Positions 25.32%
C 5/30/2014 Current Gross Notional Risk by Category 2S5,444 i, i r 639,451 to • 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 O1ry Off~ dc‘g e o3/4" 0, •o, 0, \ \ti cpte e e Ace e e etr S' e o3/4" e i‘s. 4 4‘ 4`
19^," ps% 9,46Q. nclel cr . ce lc" ne 199 1.0." "99 1904_ 094 . (11 4\''' 4 ,„4:" 4' 0, 4 A‘ 05\ % 47 4' — APAC — EAI EA — AMER — EquityCorn G20 R EFTA00288418 Atorus, LIC 5/30/2014 Current Gross Notional Risk by Category 2S5,444 i, i r 639,451 to • APAC • EMEA • AMER • Equity
Entities connected to both MSCI World and EquityCorn

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONEquityCom
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSMSN LI Equity
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONGE US Equity
ORGANIZATIONMCD US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONUS Equky
ORGANIZATIONMCK US Equity
ORGANIZATIONBIIB US Equity
ORGANIZATIONSWEOA
ORGANIZATIONSAP GR
ORGANIZATION