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EFTA00292772 Atorus, LIC 1/31/2014 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 .scle ee e et ee eeeee cis, os,n) e 4 rb 4 A 4 4 4 4 '0 4 42 4 5 N. N. — MSCIWorld —
JP_TSY CREDIT (62,468) 1.11% OGXP3 BZ Equity 5,324 0.32% SPX Index 62,528 1.11% ACA FP Equity 5,353 0.32% FR_TSY CREDIT 63,415 1.13% QC/Cl US Equity 5,496 0.33% AT_TSY CREDIT 66,103 1.18% ICEXI Index 5,501 0.33% IT_TSY CREDIT 66,510 1.18% SXOP Index 5,506 0.33% BE_TSY CREDIT 68,659
.. EFTA00293120 Atorus, LIC 3/12/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 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% —Rolling30DayRe aze
) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.95% 45 Positions 28.86% XAG Curncy (20,150) 0.35% QC/Cl US Equity 6,326 0.34% 180V Index (22,524) 0.39% EDF FP Equity 6,432 0.35% WI Comdty (24,622) 0.42% DAI GR Equity 6,604 0.36% MEXBOL Index (26,1
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
198 0.34% SXDP Index 61,075 1.11% SXSE Index 6,270 0.34% SPX Index 62,272 1.13% ACA FP Equity 6,309 0.35% FR_TSY CREDIT 62,478 1.13% QC/Cl US Equity 6,322 0.35% AT_TSY CREDIT 64,350 1.16% SXXP Index 6,470 0.35% NL_TSY CREDIT 65,372 1.18% HON US Equity 6,491 0.36% FI_TSY CREDIT 66,5
Entities connected to both MSCI World and QC/Cl US Equity