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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\
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00598577 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
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\
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00288627 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
0 Atorus, LLC 7/17/2014 Current Gross Notional Risk by Category 319,786 0887 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index die O7ti e eeeeeee dsbi e oss,‘ e 4 C . < e ° otst ist‘t cptst e e<pc'e Rolling 30 Day Realized Volatility - EFTA00288611 Atorus,
e eeeeeee dsbi e oss,‘ e 4 C . < e ° otst ist‘t cptst e e<pc'e Rolling 30 Day Realized Volatility - EFTA00288611 Atorus, LLC 7/17/2010 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex.99pct & exist percentiles) 8000 MOO 60.00 5000 40.00 30.00 20.00 10.00 0.00 10.00 1 J . ,- lee, nce--n
Entities connected to both MSCI World and Percentile Distribution of Current MTM

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONEquityCom
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONComdty
PERSONCBS US Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONMCK US Equity
ORGANIZATIONUCG IM Equity
ORGANIZATIONCCL US Equity
ORGANIZATIONAGN US Equity
ORGANIZATIONPosition (ex-99pct & ex4st
ORGANIZATIONeisk„
PERSONNexEposum
ORGANIZATION