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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\
ity 13,072 24,080 29.17 45.00 102.00 0.53% (417.47) UBS US Equity 18.27 - UBSN VX Equity 201 (5,827) 18.90 18.25 4.43 0.78% (17.36) UCG IM Equity 7.88 - ULVR LN Equity 450 7,646 43.35 45.91 11.93 0.49% 42.26 UNA NA Equity 257 8,550 42.33 43.60 5.96 0.50% 25.61 UNH US Equity 3
orus, LIC 3/10/2014 Current Gross Notional Risk by Category 246,988 AF 591,464 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293089 Atorus, LLC 3/10/2014 Percentile Distribution of Current MTM Gains in Vol Days b
7.12 0.64% (234.66) UBS US Equity 461 5,489 19.43 21.07 7.55 1.11% (64.42) UBSN VX Equity 435 5,158 19.51 21.15 8.78 0.96% (68.24) UCG IM Equity 2,675 5,391 5.58 8.35 33.60 1.48% 129.92 ULVR LN Equity (82) (3,892) 39.50 40.33 -2.51 0.84% 30.54 UNA NA Equity (172) (6,295) 38.
Current Gross Notional Risk by Category 242,535 596,454 1,326,7 Sit i 26,018 • APAC • EMEA • AMER • EquityCom • 620 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% d4 fo.4)) f0' f
68.78 0.67% 181.24 UBS US Equity 314 5,489 19.43 20.55 6.82 0.84% (31.74) UBSN VX Equity 255 5,158 19.51 20.47 6.77 0.73% (63.90) UCG IM Equity 2,372 5,391 5.58 8.04 33.13 1.33% (57.99) ULVR LN Equity (78) (1,973) 39.29 40.85 -4.43 0.89% 13.71 UNA NA Equity (204) (6,295) 38
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\
ity 13,072 24,080 29.17 45.00 102.00 0.53% (417.47) UBS US Equity 18.27 - UBSN VX Equity 201 (5,827) 18.90 18.25 4.43 0.78% (17.36) UCG IM Equity 7.88 - ULVR LN Equity 450 7,646 43.35 45.91 11.93 0.49% 42.26 UNA NA Equity 257 8,550 42.33 43.60 5.96 0.50% 25.61 UNH US Equity 3
Current Gross Notional Risk by Category 249,629 Ai lr fr 59 0o 7,700 1,439,23 • 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 °41 9tete iCI:pe,"te sCbt 6;beetee st s)." 9/ 1 ?" °41 •—•Serits1 —Serits2 Rolling 30 Day
.32 0.80% (450.35) UBS US Equity 147 5,489 19.43 19.95 3.64 0.74% (143.29) UBSN VX Equity 158 5,158 19.51 20.11 3.50 0.87% (97.93) UCG IM Equity 2,536 5,500 5.62 8.22 38.31 1.20% (270.23) ULVR LN Equity 290 6,329 42.99 44.96 6.80 0.67% 71.92 UNA NA Equity 262 5,283 41.53 43
Entities connected to both MSCI World and UCG IM Equity

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONCBS US Equity
ORGANIZATIONMCK US Equity
ORGANIZATIONComdty
PERSONEquities) & Macro
ORGANIZATIONSWEOA
ORGANIZATIONMOLZ US Equity
ORGANIZATIONCCL US Equity
ORGANIZATIONPercentile Distribution of Current MTM
ORGANIZATIONPosition (ex-99pct & ex4st
ORGANIZATIONAGN US Equity
ORGANIZATION