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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\
tyCom Long ■ EquityCom Short G20 Rates Long ■ G20 Rates Short EFTA00598575 Atorus, LLC 7/23/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Ewa — — AMER om —G20 Rates NexEposum RIG 2,500,00D 7,000,000 6,000,000 5,000,000 0
s Notional Risk by Category 198,381 1,350,93 11 OLD A7'f 1,627,358 535,342 • APAC • EMEA • AMER • EquityCom • Credit T24M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 —MSCIWorld 1.15 —ATORUS 0.95 0.75 * * * 4* 4" et. , 1 , 44 0,‘ e ce s. ,b0 4 4)\ AO 44 4 4 Rolli
.66% ST8CN2L Index 30,230 1.88% GILD US Equity 33,176 2.07% EFTA00292801 Atorus, LLC 2/4/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) Sr * 0 o ,g. ‘, 4.,19 o A . . . . . at te fac9' Se al a an ,_ , _ ,_ ,_ N.‘ e* X 9
) 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
om Lo 51 EquityCom Short 20 Credit Lon 15 Credit Short 9 EFTA00292816 Atorus, LLC 2/5/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 1,500,000 1,000,000 500,000 ;OSY (500,000) (1,000,000) M. to e % CV Cftc." . .
us, LIC 2/12/2014 Current Gross Notional Risk by Category 212,585 556,367 ll • 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 oct. e ac, te te es. cr isS? 4..N Ps. is• PASCIWorkS ATORUS Roiling 30 Day Realized Vola
dit Long 15 Credit Short 9 Total Long 310 Total Short 146 EFTA00292910 Atorus, LLC 2/12/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornrow'lit's, G20 Gov. Credit) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlltes, G2
3/6/2014 Current Gross Notional Risk by Category 244,776 p;36,205 44 1,333,3 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atoms EFTA00293057 Atorus, LLC 3/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by
Com Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293055 Atorus, LI.0 3/6/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) — EMEA —AMER — Eq 'tyC —G20 Rates Nextposure RHS 2,000,000 1,500,000 5,000,000 4,000,000 3
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
E•ul om Lon 63 EquityCom Short 9 G20 Rates Lon 14 G20 Rates Short 9 Total Long 359 Total Short 97 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5- $(500,000) $(1,000,000) ■ APAC Long ■ APAC Short
/3/2014 Current Gross Notional Risk by Category 2S5,444 406;9,451 4 1111 :\,,,_ • 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 Nert. A a a a NI> .„1, ••• titi r ecee ,t) 0 0 1), 0 .—*Serits1 —Serits2 Rolli
uityCom Long 65 EquityCom Short 7 G20 Rates Long 21 G20 Rates Short 2 Total Long 369 Total Short 67 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 51,000,000 $500,000 $- $(500,000) ■ APAC Long ■ APAC Short
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
uityCom Long 66 EquityCom Short 6 G20 Rates Long 19 G20 Rates Short 4 Total Long 375 Total Short 65 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) ■ APAC Long ■ APAC Sh
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\
tyCom Long ■ EquityCom Short G20 Rates Long ■ G20 Rates Short EFTA00288625 Atorus, LLC 7/23/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Ewa — — AMER om —G20 Rates NexEposum RIG 2,500,00D 7,000,000 6,000,000 5,000,000 0
C 4/3/2014 Current Gross Notional Risk by Category 243,900 r 583,025 1,406,91 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288163 Atorus, LLC 4/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posi
, a s, ,,sv• „5 (..p.. ,‘\ ..%. ,,,r ' moolloco) NY 1 - (2,000,000) (1,000,00) (3,000,000) Historical Gross Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288162 Atorus, LIC 4/3/2014 Current Gross Notional Risk by Category 243,900 r 583,025 1
Entities connected to both MSCI World and Equities) & Macro

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATION
Mao Zedong
PERSONBMW GR
ORGANIZATIONLargest Exposures Current
ORGANIZATIONLargest MTM
ORGANIZATIONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONBCS US Equity
ORGANIZATIONCBS US Equity
ORGANIZATIONComdty
PERSON