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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
sbt' —NAV EFTA00293085 Atorus, LLC 3/10/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.89% 45 Positions
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
o s — NAV EFTA00293053 Atorus, LLC 3/6/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.95% 46 Positions
LIC 3/4/2014 Current Gross Notional Risk by Category 243,468 583,862 1,360,7 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293025 Atorus, LLC 3/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by
‘ 11, — NAV EFTA00293021 Atorus, LLC 3/4/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 26 Positions 26.11% 50 Positions
Entities connected to both MSCI World and MTM Gains Current Posi

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONMSCI World Change
ORGANIZATIONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONBCS US Equity
ORGANIZATIONMCK US Equity
ORGANIZATIONBIIB US Equity
ORGANIZATIONSWEOA
ORGANIZATIONMOLZ US Equity
ORGANIZATIONSTEICNZL
ORGANIZATIONBIL S.I Equity
ORGANIZATIONLNKO US Equity
ORGANIZATIONSU P Equity
ORGANIZATION