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Current Gross Notional Risk by Category 222,306 541,171 2/7/2014 ■ APAC 1,310,389 ■EMEA 1552,896 • AMER II 1,790,176 124M Performance Vs. MSCI World Index • EquityCom • Credit 1.95 1.75 1.55 1.35 1.15 0.95 0.75 do. 0G, do, G. ic5 rb '1) .1) 45Q c' Q9 '19 Os 'tS' (Ps 10% ett
0.00% 10.29 65.00% 13.63 70.00% 16.47 75.00% 19.54 80.00% 25.26 85.00% 31.56 90.00% 38.38 95.00% 55.13 100.00% 177.31 Percentage of MTM Gains(Losse) % of NAV "Signficant" CO Vol Days) 0.89% Percentage of MTM Gains(losse) % of NAV "Signficant" (>7 Vol Days) 48.13% EFTA_R1_02065392 EFTA02700
02700190 Atorus, LLC 2/10/2014 Current Gross Notional Risk by Category 220,804 1,324,576 541,450 1,552,443 I 1,792,402 124M Performance Vs. MSCI World Index • APAC • EMEA • AMER • EquityCom • Credit 1.95 1.75 1.55 1.35 1.15 0.95 0.75 (ye c9 o'Cv o"‘1' CS' CP 0:9 O.<b 044 ,c;A
0.00% 10.49 65.00% 13.16 70.00% 16.13 75.00% 19.98 80.00% 24.76 85.00% 31.43 90.00% 36.91 95.00% 52.99 100.00% 174.94 Percentage of MTM Gains(Losse) % of NAV "Signficant" CO Vol Days) 1.22% Percentage of MTM Gains(losse) % of NAV "Signficant" (>7 Vol Days) 48.06% EFTA_R1_02065376 EFTA02700
l Risk by Category 2/11/2014 211,377 553,789 • APAC 1,313,855 ■ EMEA 1,566,339 • AMER 1,851,028 • EquityCom • Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 0.95 0.75 NI' 4> 4> NI' N.> 4' 4!) Sb 0) 0' 0' 0) 0' Os 0' 0' 0) 0) Loy 1O11 Lora 0 0 0 0 0 0 4`' 4
8.43 75.00% 21.44 80.00% 26.36 85.00% 32.77 90.00% 39.40 95.00% 54.19 100.00% 174.45 2/11/2014 —PA Vol Days by Position Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) 0.81% Percentage of MTM Gains(losse) % of NAV "Signficant" (>7 Vol Days) 49.98% EFTA_R1_02067840 EFTA0270
rrent Gross Notional Risk by Category 220,804 -.41,450 1,324,576 , 1,552,443 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ Credit T24M Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00292880 Atorus, LLC 2/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Pos
% 13.16 70.00% 16.13 75.00% 19.98 80.00% 24.76 85.00% 31.43 90.00% 36.91 95.00% 52.99 100.00% 174.94 Days by Position Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) Percentage of MTM Galns(Losse) % of NAV "Signficant" (>7 Vol Days) 1.22% 48.06% EFTA00292881 Atorus, LLC
292863 Atorus, LIC 2/7/2014 Current Gross Notional Risk by Category 222,306 • 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 ct9. ll? 16sr 4;) ticl, O4) G tog oyA op 4 4 4 ett <,Cv 4 ^\yeti cP - MSOWerld — MOW
3 70.00% 16.47 75.00% 19.54 80.00% 25.26 85.00% 31.56 90.00% 38.38 95.00% 55.13 100.00% 177.31 P/L V ID ys by Position Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) Percentage of MTM Galns(Losse) % of NAV "Signficant" (>7 Vol Days) 0.89% 48.13% EFTA00292865 Atorus, LLC
Entities connected to both MSCI World and MTM Gains(Losse

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Mao Zedong
PERSONLargest MTM
ORGANIZATIONUsted Equities
ORGANIZATIONUsted Equities) & Macro
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONSU CN Equity
ORGANIZATIONLargest Exposures 99th Percentile
ORGANIZATIONBIL S1 Equity
ORGANIZATIONCLI Comdty
ORGANIZATIONCELG US Equity
ORGANIZATIONAUTSY
ORGANIZATIONBMV US Equity
ORGANIZATIONROS/A
ORGANIZATION