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oss Notional Risk by Category 201,322 534,511 • APAC 1,327,964 ■ EMEA 1,597,551 • AMER 1,841,683 • EquityCom • Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e e e e e e e 0 0 e e e e e e e e e e eye 4 :11. ---Nnalmodd i mATORUS Rolling
(8) (818) 17.10 17.28 -0.73 1.39% BHP AU Equity 3 (2,274) 31.48 31.44 0.14 0.84% BHP US Equity 14 (3,709) 63.64 63.40 0.47 0.81% BIIB US Equity 239 1,074 245.93 300.67 17.65 1.26% BR 51 Equity 209 (3,266) 30.38 28.44 6.65 0.96% EFTA_R1_02035847 EFTA02692874 BK US Equity 20
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
0.89% 33.03 BHP AU Equity (285) 6,689 34.27 32.87 -4.06 1.05% (237.78) BHP US Equity (299) 6,060 68.07 64.86 -5.23 0.94% (161.61) BIIB US Equity 387 1,066 245.93 335.26 22.87 1.59% 31.81 BIL S.I Equity 15 (530) 31.17 30.27 2.19 1.31% 15.67 BK US Equity 221 3,723 31.43 33.29
edit) EFTA00292944 Atorus, LIC 2/14/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ Credit Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00292945 Atorus, LLC 2/14/2014 Percentile Distribution of Current MTM Gains in Vol Days b
(101) (3,003) 17.35 17.94 -2A2 1.39% BHP AU Equity 11 1,570 33.81 34.04 0.74 0.93% BHP US Equity 19 2,162 67.81 68.40 0.93 0.94% BIIB US Equity 361 1,066 245.93 329.19 23.14 1.46% BIL S.I Equity (196) (3,561) 30.26 31.92 -4.71 1.16% BK US Equity 60 1,539 30.62 31.81 4.50 0
l Risk by Category 214,854 -- i llb - 545,273 il 1,314,815 7 1, Is 95,191 • APAC • EMEA • AMER • EquityCom • Credit T24M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 0.95 0.75 'L 1, 1, 1, o% ors cis o% icb ,c)› •,› t. ft. ev sp • nt .19% 69% ,o% es. 0, 4
ity (75) (3,000) 17.35 17.79 -1.81 1.38% BHP AU Equity 813 33.60 33.60 0.00 0.90% BHP US Equity (3) 1,595 67.59 67.48 -0.18 0.93% BIIB US Equity 348 1,065 245.93 326.18 22.74 1.44% BIL Sl Equity (95) (4,448) 30.26 30.90 -2.02 1.06% BK US Equity 65 1,538 30.62 31.91 4.79 0.8
.. EFTA00293120 Atorus, LIC 3/12/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% —Rolling30DayRe aze
65 0.82% 24.88 BHP AU Equity (432) 6,689 34.19 32.11 -6.12 1.05% (62.14) BHP US Equity (355) 6,839 67.59 64.25 -5.58 0.93% (15.78) BIIB US Equity 398 1,066 245.93 337.74 25.67 1.45% 2.88 BIL S.I Equity 29 (1,579) 30.49 29.93 1.41 1.31% 8.74 BK US Equity 210 4,840 31.82 33.20
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
(101) (3,003) 18.18 17.94 -2A2 1.39% BHP AU Equity 11 1,570 35.00 34.04 0.74 0.93% BHP US Equity 19 2,162 70.07 68.40 0.93 0.94% BIIB US Equity 361 1,066 333.21 329.19 23.14 1.46% BIL S.I Equity (196) (3,561) 32.41 31.92 -4.71 1.16% BK US Equity 60 1,539 31.80 31.81 4.50 0
orus, LIC 2/28/2014 Current Gross Notional Risk by Category 241,840 Ap o:1,890 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293446 Atorus, LLC 2/28/2014 ,Percentile Distribution of Current. RUM Gamin Vol Days by
-3.65 1.42% (13.57) BHP AU Equity (33) 5,172 34.60 34.39 -0.66 0.96% (11.68) BHP US Equity 2 4,501 69.12 69.16 0.05 0.93% (4.09) BIIB US Equity 423 1,066 245.93 343.51 27.93 1.42% (2.84) BIL S.I Equity (43) 2,362 32.55 31.96 -1.68 1.09% BK US Equity 64 3,666 31.42 31.97 1.
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,
39 1.39 1.05% 47.75 BHP AU Equity 540 11,120 34.69 36.37 6.42 0.76% 202.65 BHP US Equity 416 8,593 68.59 71.92 5.47 0.89% (95.87) BIIB US Equity 248 1,066 245.93 303.16 26.71 0.87% (10.72) BIL SJ Equity 34.46 BK US Equity 1,447 11,358 33.73 38.03 18.86 0.68% (34.15) BLK US Eq
Entities connected to both MSCI World and BIIB US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATIONLargest MTM
ORGANIZATIONLargest Exposures Current
ORGANIZATIONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONAMZN US Equity
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONMOLZ US Equity
ORGANIZATIONBIL S.I Equity
ORGANIZATIONSWEOA
ORGANIZATIONBG/ LN Equity
ORGANIZATIONSTEICNZL
ORGANIZATIONCLI Comdty
ORGANIZATION