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torus, LIC 2/6/2014 Current Gross Notional Risk by Category 209,622 il 543,295 • APAC • EMEA • AMER • EquityCom • Credit T24M Pertinence Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 0.95 0.75 pk,a<> tz,G ao<> 60. 4, C) ads, anti #4;)%tt. %ICC° 4 \1 P 43°I. anti A r$4, ti? °e t
y 7 (4,396) 32.33 32.27 0.24 0.70% SU FP Equity 18 1,473 80.83 81.81 1.27 0.96% SU US Equity (1) (3,458) 32.24 32.26 -0.06 0.68% SWEOA SS Equity 480 6,013 24.71 26.68 7.39 1.08% SYNN VX Equity 68 (3,085) 350.52 342.80 2.43 0.91% T US Equity 579 (7,348) 34.70 31.96
) 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
(216) 3,221 69.01 64.67 -6.86 0.98% SU CN Equity 77 (3,744) 32.43 31.77 3.06 0.67% SU US Equity 54 (2,802) 32.36 31.74 2.96 0.65% SWEOA SS Equity 416 5,994 24.71 26.42 6.36 1.09% SYNN VX Equity 91 (2,482) 353.19 340.20 4.16 0.89% T US Equity 537 (6,942) 34.86 32.16
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
6 -0.58 0.65% (22.41) SU FP Equity 419 6,518 84.31 89.73 7.13 0.90% 14.71 SU US Equity (22) 4,606 33.29 33.13 -0.74 0.64% (26.48) SWEOA SS Equity 858 5,950 24.71 28.27 15.06 0.96% (19.57) SYNN VX Equity (365) (8,069) 359.52 375.80 -4.76 0.95% 91.37 T US Equity 471 (8
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
8 33.14 -0.64 0.67% 9.99 SU P Equity 457 6,518 84.31 90.22 6.99 1.00% 20.41 SU US Equity (22) 4,606 33.29 33.14 -0.71 0.67% 7.39 SWEOA SS Equity 920 5,950 24.71 28.53 15.21 1.02% 89.04 SYNN VX Equity (465) (8,069) 359.52 380.23 -5.12 1.13% (52.62) T US Equity 493 (8
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
-1.00 0.66% (23.95) SU P Equity 283 6,518 84.31 87.97 4.53 0.96% (127.18) SU US Equity (29) 4,606 33.29 33.09 -0.94 0.67% (21.29) SWEOA SS Equity 687 5,950 24.71 27.56 13.13 0.88% 30.24 SYNN VX Equity (43) (8,069) 359.52 361.43 -0.52 1.02% 86.16 T US Equity 568 (8,52
LIC 4/14/2014 Current Gross Notional Risk by Category 202,927 549,339 1„187,6 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288275 Atorus, LLC 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days b
) 2,205 68.78 64.23 -6.09 1.16% 5.19 SU CN Equity 36.13 - SU FP Equity 328 6,518 84.31 88.56 4.79 1.05% (45.04) SU US Equity 36.13 SWEOA SS Equity 214 6,088 24.78 25.65 3.08 1.14% (49.19) SYNN VX Equity (375) (6,455) 359.52 380.38 -8.66 0.67% 2.50 T US Equity (12) (51
LIC 4/7/2014 Current Gross Notional Risk by Category 243,570 5;3,199 1,411,1 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% —RoIrtng30DayRe atedVo
- - 35.81 0.67% SU FP Equity 327 6,518 84.31 88.54 4.87 1.03% (96.48) SU US Equity (272) (3,715) 33.36 35.80 -11.27 0.65% 19.78 SWEOA SS Equity 409 6,088 24.78 26.44 5.86 1.15% (73.39) SYNN VX Equity (425) (8,069) 359.52 378.44 -8.25 0.64% 5.97 T US Equity (304) (7
Entities connected to both MSCI World and SWEOA

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONLargest MTM
ORGANIZATIONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONBCS US Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONNSC US Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONBIIB US Equity
ORGANIZATIONMOLZ US Equity
ORGANIZATION