9
Shared Docs
9
Same-Page
9 / 9
Mentions
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
.18) BCS US Equity (427) 5,118 17.60 16.25 -6.58 1.27% (152.61) BEN US Equity 78 3,695 52.08 53.18 1.95 1.08% (49.39) EFTA00293092 BG/ LN Equity (131) (3,003) 17.35 18.11 -4.95 0.89% 33.03 BHP AU Equity (285) 6,689 34.27 32.87 -4.06 1.05% (237.78) BHP US Equity (299) 6,060 6
t) EFTA00293136 Atorus, LIC 3/13/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorl EFTA00293137 Atorus, LLC 3/13/2014 Percentile Distribution of Current MTM Gains In Vol Days by
3.60 Bcs US Equity (140) 1,279 17.51 15.78 -8.32 1.32% 13.45 BEN US Equity (4) 2,956 52.08 52.01 -0.13 1.04% (35.08) EFTA00293140 BG/ LN Equity (83) (3,297) 17.42 17.86 -3.42 0.73% (10.09) BHP AU Equity (296) 6,689 34.26 32.81 -3.98 1.11% 138.35 BHP US Equity (296) 6,839 67
IC 6/20/2014 Current Gross Notional Risk by Category 1,635,26 277,227 r ,33 • • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by P
1.70) BCS US Equity (145) 5,457 16.45 16.03 -3.24 0.82% (65.67) BEN US Equity 346 4,557 53.95 58.04 10.17 0.75% 12.92 EFTA00288550 BG/ LN Equity 15 (865) 21.53 21.15 2.02 0.88% 15.60 BHP AU Equity (166) 9,507 34.48 33.88 -1.82 0.96% (61.13) BHP US Equity 5 7,278 68.00 68.04
7/1/2014 Current Gross Notional Risk by Category 313,131 653,164 1,819,7 !ill ■ 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 'V % 11. % % O•~'1i n, 4, 0, • lb tk la os 4)'• o's• oN. or> .(‘Q' Ace
0.39% Bcs US Equity (106) 1,091 16.31 14.86 -11.92 0.82% 17.46 BEN US Equity 305 5,658 54.63 57.57 7.21 0.75% (24.60) EFTA00288566 BG/ LN Equity (14) (2,195) 21.26 21.40 -0.72 0.88% (25.64) BHP AU Equity (53) 9,507 34.49 34.30 -0.58 0.96% 74.94 BHP US Equity 131 7,278 68.00
16/2014 Current Gross Notional Risk by Category 266,723 A p o :3,453 1,558,80l • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288531 Atorus, LLC 6/16/2014 Percentile Distribution of Current MTM Gains in Vol Days by Pos
3.88 BCS US Equity (113) 5,457 16.46 16.12 -1.78 1.17% (24.81) BEN US Equity 139 4,282 53.70 55.45 3.95 0.83% (16.70) EFTA00288534 BG/ LN Equity (265) (1,894) 18.76 21.39 -16.11 0.87% 11.52 BHP AU Equity (304) 9,507 34.45 33.38 -3.42 0.94% 59.01 BHP US Equity (83) 7,278 67.9
0 Atorus, LLC 7/17/2014 Current Gross Notional Risk by Category 319,786 0887 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index die O7ti e eeeeeee dsbi e oss,‘ e 4 C . < e ° otst ist‘t cptst e e<pc'e Rolling 30 Day Realized Volatility - EFTA00288611 Atorus,
106 10,241 45.03 45.50 2.34 0.44% 37.16 BCS US Equity 14.49 - BEN US Equity 245 6,278 54.92 57.06 6.03 0.65% (65.88) EFTA00288614 BG/ LN Equity 69 (4,743) 20.69 20.39 1.39 1.05% 47.75 BHP AU Equity 540 11,120 34.69 36.37 6.42 0.76% 202.65 BHP US Equity 416 8,593 68.59 71.9
2014 Current Gross Notional Risk by Category 254,199 600,003 1,461,32 1 4 1 1 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 csv O•y% O4), O•s, O•~'~ <P #1t," P)1:" O•'A tete te op c- e 9 et° ce „e "9 e /9 .—*Serit
24.19 BCS US Equity (58) 5,457 16.46 16.29 -0.76 1.40% (85.53) BEN US Equity 61 2,814 52.91 54.06 1.91 1.14% (26.17) EFTA00288839 BG/ LN Equity (653) (4,735) 18.76 21.35 -14.44 0.96% (51.22) BHP AU Equity 350 9,507 34.49 35.76 4.75 0.78% (11.12) BHP US Equity 289 7,278 68.0
4/4/2014 Current Gross Notional Risk by Category 249,068 F 587,702 / 1,420,41 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288179 Atorus, LLC 4/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by Positi
.13) BCS US Equity (99) (2,207) 15.73 16.44 -3.68 1.22% (23.21) BEN US Equity 68 2,447 52.34 53.79 2.51 1.10% (37.73) EFTA00288182 BG/ LN Equity (321) (4,379) 17.51 18.79 -9.95 a74% 18.61 BHP AU Equity 114 6,689 34.33 34.92 1.38 1.24% 54.33 BHP US Equity 262 6,839 67.77 70.
Atorus, LIC 4/10/2014 Current Gross Notional Risk by Category 230,932 561,382 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288243 Atorus, LLC 4/10/2014 Percentile Distribution of Current MTM Gains In Vol Days by Posit
(2,658) 43.17 44.14 -3.84 0.58% 6.73 BCS US Equity 16.06 1.28% BEN US Equity 6 1,957 52.34 52.50 0.26 1.14% (25.42) EFTA00288246 BG/ LN Equity (298) (4,379) 17.51 18.70 .9.70 0.70% 5.84 BHP AU Equity 301 6,689 34.33 35.87 3.89 1.15% 7.31 BHP US Equity 309 6,839 67.77 70.8
Entities connected to both MSCI World and BG/ LN Equity

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONEquityCom
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATION
Mao Zedong
PERSONLargest Exposures Current
ORGANIZATIONBMW GR
ORGANIZATIONMCD US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONAMZN US Equity
ORGANIZATIONBIIB US Equity
ORGANIZATIONNexEposute
ORGANIZATIONRWA N
ORGANIZATION