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2708067 Atorus, LLC Current Gross Notional Risk by Category 241,840 2/28/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 035 0.75 .60' <9 tO' •Q• „ Q' " • e t's• icb ,;) 4 w 4% At a% Ao. %.(1, Q. • os 445 es. es
64% 549.05 SPGSCITR Index (3) 15,946 4,965.67 4,964.60 -0.04 0.48% 63.58 XAG Curncy 1,372 (20,150) 22.78 21.23 6.46 1.05% 46.03 CO1 Comdty (39) (24,622) 108.90 109.07 -0.28 0.55% (24.82) CL1 Comdty 1,051 26,344 98.65 102.59 5.50 0.73% 50.83 NG1 Comdty 3,708 16,608 3.77
7/23/2014 Current Gross Notional Risk by Category 318,490 626,888 .2,173, PA P ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeeeeeee pc ov Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\
(56,578) ISEQ Index (59,778) SXOP Index (60,271) ICEXI Index (60,459) NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 CO1 Comdty (89,512) AU TSY CREDIT 90,775 P5120 Index (94,327) US_TSY CREDIT 100,443 GB_TSY CREDIT 108,101 MX_TSY CREDIT 114,337 SG_TSY CREDIT 132,7
t) EFTA00293008 Atorus, LIC 2/25/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293009 Atorus, LLC 2/25/2014 Percentile Distribution of Current MTM Gains in Vol Days b
.47 4,342.17 27.88 0.62% SPGSCITR Index (25) 9,392 4,973.47 4,960.17 -0.56 0.47% XAG Curncy 812 (20,150) 22.78 21.86 4.01 1.01% CO1 Comdty (138) (24,622) 108.90 109.51 -0.99 0.56% CL1 Comdty 861 23,341 98.21 101.83 4.71 0.78% NG1 Comdty 5,855 16,608 3.77 5.10 7.60 4.6
5/2014 Current Gross Notional Risk by Category 1,553,03 260,612 pr 654, • 634 • 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 nt , oici, eos, e <," e •c‘c. e9 e9 A y 4` 4 4 4` 4` .—*Serits1 —Serits2 Rolling
88 42,127 3,737.66 4,455.28 42.33 SPGSCITR Index 126 (15,778) 5,016.60 4,976.56 2.23 XAG Curncy 1,620 (16,948) 21.06 19.05 13.42 CO1 Comdty 62 (9,568) 109.50 108.79 1.35 CL1 Comdty 956 30,849 99.40 102.48 5.19 NG1 Comdty 3,281 15,160 3.86 4.70 14.65 XAU Comdty (337) (2
LLC 6/11/2014 Current Gross Notional Risk by Category 271,228 647,150 1,62933 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288499 Atorus, LLC 6/11/2014 Percentile Distribution of Current MTM Gains in Vol Days b
16.66) SPGSCITR Index 11. (15,778) 5,016.60 5,013.13 0.20 0.34% (10.18) XAG Curncy 1,491 (17,389) 21.00 19.20 13.57 0.63% (9.05) CO1 Comdty (39) (9,568) 109.50 109.95 -0.93 0.44% (37.41) CL1 Comdty 1,552 31,975 99.57 104.40 8.41 0.58% 16.06 NG1 Comdty 2,524 15,160 3.86
7/23/2014 Current Gross Notional Risk by Category 318,490 626,888 .2,173, PA P ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeeeeeee pc ov Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\
(56,578) ISEQ Index (59,778) SXOP Index (60,271) ICEXI Index (60,459) NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 CO1 Comdty (89,512) AU TSY CREDIT 90,775 P5120 Index (94,327) US_TSY CREDIT 100,443 GB_TSY CREDIT 108,101 MX_TSY CREDIT 114,337 SG_TSY CREDIT 132,7
it) EFTA00288658 Atorus, LIC 8/4/2014 Current Gross Notional Risk by Category • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 a a a N..% a a a 42, 0.2, a 0.2) j.,_b "r r ar ar ar r ar ^7 r r r
62,017) SXNP Index (62,472) SXOP Index (69,139) NO_TSY CREDIT (70,342) SXRP Index (80,697) DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 CO1 Comdty (89,512) AU TSY CREDIT 90,775 P512O Index (94,327) IBOV Index 94,594 US_TSY CREDIT 100,443 GB_TSY CREDIT 108,101 JP_TSY CREDIT (120,012)
/8/2014 Current Gross Notional Risk by Category 318,998 536,766 2,153,0 rtill • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 d i 01ry e ce e e di:1 0 e e e 0 0 0 0 e e %\C' 4At AO'. OC1.,,v0‘' et" e
85,645 SXOP Index (86,423) AU TSY CREDIT 90,775 IBOV Index 94,594 US_TSY CREDIT 100,443 SXRP Index (100,871) GB_TSY CREDIT 108,101 CO1 Comdty (111,889) PSI2O Index (117,909) MX_TSY CREDIT 121,882 JP_TSY CREDIT (126,049) SG_TSY CREDIT 132,728 MY_TSY CREDIT 136,346 CA_TSY CREDIT
s Notional Risk by Category 245,638 a bi L72,640 A 1,304434 lir - - , 1,590,084 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288708 Atorus, LLC 3/27/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posit
24) SPGSCITR Index (186) (13,856) 4,911.08 4,976.85 .2.58 0.52% (132.60) XAG Curncy 2,717 (20,150) 22.78 19.71 13.56 0.99% 69.52 CO1 Comdty 242 (24,622) 108.90 107.83 1.48 0.66% (185.85) CL1 Comdty 620 29,347 99.19 101.28 2.38 0.89% 304.87 NG1 Comdty 3,598 16,608 3.77
LIC 4/2/2014 Current Gross Notional Risk by Category 244,053 581,624 1,408,10 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288147 Atorus, LLC 0/2/2010 Percentile Distribution of Current MTM Gains in Vol Days by Positi
3.64) SPGSCITR Index 143 (17,020) 4,922.21 4,880.99 1.63 0.51% 101.65 XAG Curncy 2,475 (20,150) 22.78 19.98 13.74 0.89% (247.37) CO1 Comdty 929 (24,622) 108.90 104.79 5.21 0.72% 200.79 CL1 Comdty 129 29,347 99.19 99.62 0.51 0.86% (35.46) NG1 Comdty 2,628 16,608 3.77 4.
Entities connected to both MSCI World and Comdty

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONENI IM Equity
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONSAS LN Equity
ORGANIZATIONCBS US Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONUS Equky
ORGANIZATIONMCK US Equity
ORGANIZATIONBIL S1 Equity
ORGANIZATIONNexEposule
ORGANIZATION