7
Shared Docs
7
Same-Page
7 / 7
Mentions
m Cred t EFTA_R1_02067822 EFTA02700696 Atorus, LLC Current Gross Notional Risk by Category 212,585 1,316,203 1,851,028 124M Performance Vs. MSCI World Index 2/12/2014 • APAC • EMEA • AMER • EquityCom • Credit 1.95 1.75 1.55 1.35 1.15 0.95 0.75 ct ti „ te,„ \,,t, t e1b se „sr 4% 4 4 t
06 9,775 23.81 24.55 3.52 0.89% ISP IM Equity 2,943 5,552 1.91 2.92 44.45 1.19% ITUB US Equity 328 (5,904) 13.81 13.05 3.97 1.40% ITUB4 8Z Equity 260 (6,360) 13.59 13.04 3.27 1.25% ITW US Equity 2,284 14,003 67.84 78.90 27.24 0.60% ITX SM Equity (38) (4,388) 149.70 151.
—EMEA —AMER — El:NANCE" G20 Rates EFTA_R1_02108295 EFTA02708051 Atorus, LLC Current Gross Notional Risk by Category 245,022 Performance Vs. MSCI World Index 3/3/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates 1.95 1.75 1.55 1.35 1.15 095 0.75 eeee eeeeee e e e e c% Q et• st'
4 0.77% (112.07) ISP IM Equity 3,162 5,653 1.92 3.00 47.16 1.19% (194.01) ITUB US Equity 401 (5,909) 13.81 12.87 4.52 1.50% 209.10 ITUB4 8Z Equity 94 (6,366) PN/A N/A 1.13 1.31% ITW US Equity 2,892 14,011 67.84 81.84 30.21 0.68% (173.90) ITX SM Equity 258 (4,648) 149.71
oss Notional Risk by Category 3/21/2014 241,048 577, e 326 r ■ APAC : • EMEA 1,362, • AMER 1,935, • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 Off~ (19. G Pi) 4') ") t4 #1, 1, 1, et, Al, .0 fp OPT i es> O% O1 O1, ors
.77 0.56% (14.06) ISP IM Equity 3,711 5,699 1.93 3.19 54.01 1.21% 178.46 ITUB US Equity 136 (5,909) 13.81 13.49 1.63 1.42% (94.28) ITUB4 8Z Equity 94 (6,366) 13.74 13.54 1.08 1.38% (96.04) ITW US Equity 2,691 14,011 67.84 80.86 30.46 0.63% 71.25 ITX SM Equity (38) (4,597
0 Rates EFTA_R1_02124512 EFTA02711121 Atorus, LLC Current Gross Notional Risk by Category 1,374,1 1,929, 240,685 0 r 576,943 Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 3/20/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates j erwLres• 60 . Q>11. (54 .
55 0.60% 135.23 ISP IM Equity 3,536 5,699 1.93 3.13 52.24 1.19% (46.72) ITUB US Equity 225 (5,909) 13.81 13.29 2.55 1.49% (125.08) ITUB4 8Z Equity 94 (6,366) 13.54 13.34 1.11 1.34% (91.05) ITW US Equity 2,620 14,011 67.84 80.52 29.77 0.63% (89.08) ITX SM Equity 19 (4,597
s, LLC Current Gross Notional Risk by Category 202,927 Ail 549,339 t 4/14/2014 • 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 e e (6S' .6;4> e Ce e 45(% SICN €4‘ c).C.‘ 0 0 '0 — MSCIWorld —ATORUS Rolling 30
15.53 0.61% 77.44 ISP IM Equity 4,030 5,699 1.93 3.29 50.60 1.40% (119.60) ITUB US Equity 51 2,863 15.39 15.66 1.07 1.65% (7.90) ITUB4 8Z Equity 92 4,065 15.40 15.74 1.39 1.62% (9.80) ITW US Equity 2,861 14,011 67.84 81.69 27.21 0.75% 61.09 ITX SM Equity 0 (3,652) 146
112 EFTA02714141 Atorus, LLC Current Gross Notional Risk by Category 4/4/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 401. G O.01 O0' O4,3 42s% se e oct. e e / / co(6) eit 49 A 0:5 4 4 ‘ — PASCIWorld
6.33 16.14 0.61% 1.33 ISP IM Equity 4,691 5,699 1.93 3.52 62.31 1.32% 189.46 ITUB US Equity 34 2,005 15.21 15.47 1.07 1.60% 42.59 ITUB4 8Z Equity 49 2,488 15.20 15.50 1.32 1.51% 42.07 ITW US Equity 3,376 14,011 67.84 84.18 35.31 0.68% 115.96 ITX SM Equity (219) (4,597)
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\
3 15.93 0.63% 242.66 ISP IM Equity 4,505 5,699 1.93 3.45 61.60 1.28% (7.08) ITUB US Equity 3 1,514 15.13 15.15 0.12 1.55% (10.98) ITUB4 8Z Equity 14 2,093 15.15 15.25 0.45 1.52% (12.67) ITW US Equity 3,261 14,011 67.84 83.62 33.38 0.70% 108.09 ITX SM Equity (166) (4,597
Entities connected to both MSCI World and ITUB4 8Z

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Mao Zedong
PERSONBMW GR
ORGANIZATIONUsted Equities) & Macro
ORGANIZATIONMCD US Equity
ORGANIZATIONUsted Equities
ORGANIZATIONGE US Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONNSC US Equity
ORGANIZATIONSU CN Equity
ORGANIZATIONWIP US Equity
ORGANIZATIONSTEICNZL
ORGANIZATIONK GR Equity
ORGANIZATIONSAP GR
ORGANIZATIONBIL S.I Equity
ORGANIZATION