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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
1,510 94.56 95.01 0.42 1.12% MCD US Equity (10) (6,970) 172.66 172.90 -0.29 0.49% MCK US Equity 120 1,745 30.85 32.97 6.06 1.14% MOLZ US Equity 1,943 13,059 48.53 55.75 19.30 0.77% MDT US Equity 5,771 20,438 37.83 48.51 32.22 0.88% MET US Equity 781 7,746 16.53 18.19 9.97
) EFTA00292817 Atorus, LIC 2/5/2014 Current Gross Notional Risk by Category ■ 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 omo, op:) 4,1, 4?› 4, b anti anti ~~ti anti ~~ti 'Slt 43\ anti t‘C° A\1)91 ce 9 / 1 9
(1,376) 172.99 175.89 -1.57 1.07% MCD US Equity 114 (7,032) 94.88 93.33 3.89 0.42% MCK US Equity 71 1,775 161.77 168.27 3.73 1.08% MOLZ US Equity 1,647 13,773 28.68 32.11 16.95 0.71% MOT US Equity 5,408 20,749 43.22 54.49 31.09 0.84% MET US Equity 546 7,625 44.37 47.54 7.39
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
4 0.90% (9.66) MCD US Equity (30) (6,973) 94.88 95.28 -0.93 0.45% (0.16) MCK US Equity 206 1,949 162.99 180.25 12.78 0.83% (26.45) MOLZ US Equity 3,011 13,641 28.68 35.01 32.68 0.68% 27.44 MOT US Equity 8,015 20,811 43.22 59.87 48.41 0.80% 51.66 MET US Equity 1,539 7,556 44.3
.. 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
0.94% (45.97) MCD US Equity (164) (4,184) 94.88 98.59 -7.24 0.54% (19.42) MCK US Equity 232 1,949 162.99 182.38 14.43 0.82% (0.05) MOLZ US Equity 2,858 13,641 28.68 34.69 30.14 0.70% (179.28) MDT US Equity 7,990 20,811 43.22 59.82 46.38 0.83% (255.07) MET US Equity 1,386 7,556
429 Atorus, LIC 2/27/2014 Current Gross Notional Risk by Category 243,884 dor ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00293430 Atorus, LLC 2/27/2014 Percentile Distribution of Current MTM Gains in Vol Days by P
1.21 0.94% 14.67 MCD US Equity (5) (6,973) 94.88 94.94 -0.15 0.47% 87.56 MCK US Equity 134 1,886 162.57 174.15 9.27 0.77% (16.65) MOLZ US Equity 2,443 13,641 28.68 33.82 22.51 0.80% (75.88) MDT US Equity 7,152 20,811 43.22 58.08 43.28 0.79% 110.21 MET US Equity 978 7,556 44.
Current Gross Notional Risk by Category 242,535 596,454 1,326,7 Sit i 26,018 • APAC • EMEA • AMER • EquityCom • 620 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% d4 fo.4)) f0' f
5 0.97% (78.07) MCD US Equity (94) (6,973) 94.88 96.15 -3.09 0.43% 22.74 MCK US Equity 151 1,824 162.20 175.59 10.78 0.77% (18.32) MOLZ US Equity 2,520 13,641 28.68 33.98 23.67 0.78% (104.61) MOT US Equity 7,042 20,811 43.22 57.85 42.30 0.80% 201.65 MET US Equity 954 7,556 44
IC 4/11/2014 Current Gross Notional Risk by Category 230,932 561,382 1,397,35 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288259 Atoms, LLC 4/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posi
7.27 0.89% (14.82) MCD US Equity (83) (1,785) 94.88 99.31 -9.56 0.49% 2.13 MCK US Equity 8 2,181 164.92 165.56 0.39 1.00% (45.55) MOLZ US Equity 2,715 13,641 28.68 34.39 31.69 0.63% (271.26) MDT US Equity 7,801 20,811 43.22 59.43 50.27 0.75% (504.49) MET US Equity 904 7,556
Entities connected to both MSCI World and MOLZ US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Mao Zedong
PERSONLargest Exposures Current
ORGANIZATIONLargest MTM
ORGANIZATIONMCD US Equity
ORGANIZATIONNSC US Equity
ORGANIZATIONBIIB US Equity
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONEquities) & Macro
ORGANIZATIONSWEOA
ORGANIZATIONSTEICNZL
ORGANIZATIONBIL S.I Equity
ORGANIZATIONLargest Exposures 99th Percentile
ORGANIZATIONUCG IM Equity
ORGANIZATION