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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
CREDIT 10,122 0.56% 1.66% LUXXX Index 10,300 0.57% 1.69% SXMP Index 10,831 0.60% BAC US Equity 10,995 0.61% SXIP Index 11,204 0.62% TYC US Equity 11,208 0.62% MA US Equity 11,468 0.63% XLV US Equity 12,097 0.67% NDX Index 13,553 0.75% RTY Index 14,957 0.82% SPX Index 17,574 0.9
LIC 3/4/2014 Current Gross Notional Risk by Category 243,468 583,862 1,360,7 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293025 Atorus, LLC 3/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by
,646 0.52% SXOP Index 9,659 0.52% TMO US Equity 9,893 0.53% LUAX Index 9,995 0.54% SXAP Index 10,062 0.54% BA US Equity 11,354 0.61% TYC US Equity 11,680 0.63% MA US Equity 11,823 0.63% KFX Index 11,920 0.64% SXIP Index 12,268 0.66% SXMP Index 12,355 0.66% XLV US Equity 13,312 0
IC 5/21/2014 Current Gross Notional Risk by Category 246,534 6;8,412 1,517,13 • 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 O1ry O1~ o3/4"eee/eoGeeeedsuee c' .cti tete, \ti e I e s—oSeries1 —Series2 Rolling 30
9,588 0.52% IBEX Index 9,707 0.53% LUXXX Index 9,996 0.55% SXOP Index 10,327 0.56% NDX Index 10,612 0.58% ES_TSY CREDIT 10,753 0.59% TYC US Equity 11,152 0.61% SXIP Index 11,404 0.62% KFX Index 11,411 0.62% XLV US Equity 12,379 0.68% ISEQ Index 17,634 0.96% EFTA00288352 SPX Inde
Atorus, LIC 5/22/2014 Current Gross Notional Risk by Category 246,525 608,446 • 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 e eeee dcb eeeee O,G• e e opt e e e e e . *Series1 —Series2 Rolling 30 Day Realized Volati
9,588 0.52% IBEX Index 9,707 0.53% LUXXX Index 9,996 0.55% SXOP Index 10,327 0.56% NDX Index 10,612 0.58% ES_TSY CREDIT 10,753 0.59% TYC US Equity 11,152 0.61% SXIP Index 11,404 0.62% KFX Index 11,411 0.62% XLV US Equity 12,379 0.68% ISEQ Index 17,634 0.96% EFTA00288368 SPX Inde
2014 Current Gross Notional Risk by Category 254,199 600,003 1,461,32 1 4 1 1 ■ 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 csv O•y% O4), O•s, O•~'~ <P #1t," P)1:" O•'A tete te op c- e 9 et° ce „e "9 e /9 .—*Serit
9,597 0.52% MMM US Equity 9,628 0.53% NDX Index 9,973 0.54% SXOP Index 10,023 0.55% LUXXX Index 10,041 0.55% KFX Index 10,752 0.59% TYC US Equity 10,999 0.60% SKIP Index 11,088 0.60% ES_TSY CREDIT 11,170 0.61% XLV US Equity 12,078 0.66% ISEQ Index 16,097 0.88% EFTA00288833 SPX
Entities connected to both MSCI World and TYC US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSON
Mao Zedong
PERSONBMW GR
ORGANIZATIONLargest Exposures Current
ORGANIZATIONGE US Equity
ORGANIZATIONMCD US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONUsted Equities
ORGANIZATIONBCS US Equity
ORGANIZATIONUsted Equities) & Macro
ORGANIZATIONNSC US Equity
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATION