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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 .
1.20% (130.36) BHP US Equity (373) 6,839 67.57 64.08 -5.28 1.03% (50.94) Bile US Equity 440 1,066 245.93 347.42 31.39 1.31% (25.54) BIL S.I Equity 76 (2,643) 30.29 29.42 2.42 1.19% 43.82 8K US Equity 583 6,515 32.16 35.04 10.43 0.86% 241.62 BLK US Equity 113 1,171 274.17 300.
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
1.38 1.24% 54.33 BHP US Equity 262 6,839 67.77 70.37 3.91 0.98% 92.44 Bile US Equity 198 1,066 245.93 291.70 11.53 1.61% (40.21) BIL S.I Equity (150) (2,114) 30.29 32.44 -6.23 1.14% (33.24) 8K US Equity 546 8,609 32.86 34.95 8.16 0.78% (87.83) BLK US Equity 169 1,171 274.17
edit) EFTA00292944 Atorus, LIC 2/14/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ Credit Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00292945 Atorus, LLC 2/14/2014 Percentile Distribution of Current MTM Gains in Vol Days b
11 1,570 33.81 34.04 0.74 0.93% BHP US Equity 19 2,162 67.81 68.40 0.93 0.94% BIIB US Equity 361 1,066 245.93 329.19 23.14 1.46% BIL S.I Equity (196) (3,561) 30.26 31.92 -4.71 1.16% BK US Equity 60 1,539 30.62 31.81 4.50 0.86% BLK US Equity 127 1,171 274.17 303.93 11.69 0.
es EFTA00293381 Atorus, LIC 2/18/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility Atorus EFTA00293382 Atorus, LLC 2/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by
11 1,570 35.00 34.04 0.74 0.93% BHP US Equity 19 2,162 70.07 68.40 0.93 0.94% BIIB US Equity 361 1,066 333.21 329.19 23.14 1.46% BIL S.I Equity (196) (3,561) 32.41 31.92 -4.71 1.16% BK US Equity 60 1,539 31.80 31.81 4.50 0.86% BLK US Equity 127 1,171 305.30 303.93 11.69 0.
orus, LIC 2/28/2014 Current Gross Notional Risk by Category 241,840 Ap o:1,890 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293446 Atorus, LLC 2/28/2014 ,Percentile Distribution of Current. RUM Gamin Vol Days by
-0.66 0.96% (11.68) BHP US Equity 2 4,501 69.12 69.16 0.05 0.93% (4.09) BIIB US Equity 423 1,066 245.93 343.51 27.93 1.42% (2.84) BIL S.I Equity (43) 2,362 32.55 31.96 -1.68 1.09% BK US Equity 64 3,666 31.42 31.97 1.92 0.91% 31.72 BLK US Equity 136 1,171 274.17 306.12 11.78
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
-0.42 0.97% (21.61) BHP US Equity 6 4,501 69.12 69.22 0.15 0.94% 4.92 BIIB US Equity 426 1,066 245.93 344.16 28.24 1.41% (12.86) BIL S.I Equity (54) 2,952 32.55 31.96 -1.55 1.18% 13.24 BK US Equity 39 2,921 31.29 31.70 1.46 0.91% 37.16 BLK US Equity 127 1,171 274.17 303.85
Entities connected to both MSCI World and BIL S.I Equity

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
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Mao Zedong
PERSONLargest MTM
ORGANIZATIONMCD US Equity
ORGANIZATIONBMW GR
ORGANIZATIONGE US Equity
ORGANIZATIONUsted Equities
ORGANIZATIONUsted Equities) & Macro
ORGANIZATIONBIIB US Equity
ORGANIZATIONSU CN Equity
ORGANIZATIONMOLZ US Equity
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ORGANIZATIONITUB4 8Z
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