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rrent Gross Notional Risk by Category 220,804 -.41,450 1,324,576 , 1,552,443 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ Credit T24M Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00292880 Atorus, LLC 2/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Pos
4800.09 4,829.87 -1.10 0.57% XAG Curncy 2,375 (19,830) 22.81 20.08 12.13 0.99% COI Comdty (201) (19,619) 107.53 108.63 -1.47 0.70% CLI Comdty 449 15,139 97.18 100.06 3.11 0.95% NG1 Comdty 3,382 15,610 3.76 4.58 6.23 3.47% XAU Comdty 4,943 (40,619) UN/A UN/A 18.96 0.64%
292863 Atorus, LIC 2/7/2014 Current Gross Notional Risk by Category 222,306 • 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 ct9. ll? 16sr 4;) ticl, O4) G tog oyA op 4 4 4 ett <,Cv 4 ^\yeti cP - MSOWerld — MOW
4800.09 4,849.77 -2.00 0.52% XAG Curncy 2,419 (19,830) 22.81 20.02 10.84 1.13% COI Comdty (373) (19,619) 107.53 109.57 -3.16 0.60% CLI Comdty 424 13,162 96.76 99.88 3.58 0.90% NG1 Comdty 4,195 15,610 3.76 4.78 8.19 3.28% XAU Comdty 5,153 (40,619) UN/A UN/A 22.08 0.57% I
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
46) 4828.37 4,859.36 -1.14 0.56% XAG Curncy 2,247 (20,139) 22.78 20.24 11.19 1.00% COI Comdty 50 (24,602) 109.01 108.79 0.30 0.67% CLI Comdty 435 17,320 97.91 100.37 2.70 0.93% NG1 Comdty 4,652 16,595 3.77 4.82 7.72 3.63% XAU Comdty 4,548 (41,240) 107.84 95.95 16.44 0.67
l Risk by Category 214,854 -- i llb - 545,273 il 1,314,815 7 1, Is 95,191 • 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 'L 1, 1, 1, o% ors cis o% icb ,c)› •,› t. ft. ev sp • nt .19% 69% ,o% es. 0, 4
46) 4817.40 4,874.79 -2.21 0.54% XAG Curncy 2,020 (20,139) 22.78 20.49 10.85 0.92% COI Comdty 38 (24,602) 108.90 108.73 0.27 0.57% CLI Comdty 508 21,321 98.02 100.35 2.69 0.88% NG1 Comdty 6,410 16,595 3.77 5.22 10.30 3.75% XAU Comdty 4,219 (41,240) 110.92 99.57 16.03 0.6
t) EFTA00292960 Atorus, LIC 2/20/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00292961 Atorus, LLC 2/20/2014 Percentile Distribution of Current MTM Gains in Vol Days by P
41 0.63% SPGSCITR Index 4,988.51 XAG Curncy 845 (20,149) 22.78 21.82 3.75 1.12% COI Comdty (317) (24,613) 108.90 110.30 -2.35 0.55% CLI Comdty 1,121 23,355 98.21 102.92 5.87 0.82% NG1 Comdty 10,117 16,601 3.77 6.06 14.23 4.28% XAU Comdty 3,651 (41,260) 113.42 103.38 12.37
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
) 4890.69 4,965.66 -3.15 0.49% XAG Curncy 1,125 (20,150) 23.23 21.93 5.24 1.07% COI Comdty (41) (24,622) 110.28 110.46 -0.30 0.55% CLI Comdty 497 23,341 100.29 102.43 2.71 0.78% NG1 Comdty 6,375 16,608 4.01 5.55 10.42 3.68% XAU Comdty 3,774 (41,262) 113.19 102.84 14.18 0
Entities connected to both MSCI World and CLI Comdty

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONSMSN LI Equity
ORGANIZATIONLargest MTM
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONBIIB US Equity
ORGANIZATIONLargest Exposures 99th Percentile
ORGANIZATIONBIL S.I Equity
ORGANIZATIONMTM Gains(Losse
ORGANIZATIONCurrent Portfolio S Global Macro Portfolio
ORGANIZATION