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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
ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288275 Atorus, LLC 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 60.00 50.00 40.00 30.00 20.00 10.00 OA» /Sr s O. tr if). 4 3" n'P'n O. fr 4:rttr <- 0. 9.' O. 4 , ' (" Of SY O. & A O.
IC 4/11/2014 Current Gross Notional Risk by Category 230,932 561,382 1,397,35 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288259 Atoms, LLC 4/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posi
orld Index Rolling 30 Day Realized Volatility - A EFTA00288259 Atoms, LLC 4/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 5000 4000 30.00 20.00 10.00 000 ...ans. $444444$4444$44444 c,C9 39 ,cP ,2:9 c,c9 a6). ..,c9 ac9 „az> a6). ,z9 6.(9 ,c9 „59 r;z9
IC 5/21/2014 Current Gross Notional Risk by Category 246,534 6;8,412 1,517,13 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 O1ry O1~ o3/4"eee/eoGeeeedsuee c' .cti tete, \ti e I e s—oSeries1 —Series2 Rolling 30
1 —Series2 Rolling 30 Day Realized Volatility - EFTA00288355 Atorus, LLC 5/21/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-lst percentiles) 30.00 50.00 40.00 30.00 20.00 10.00 °CO ah <1.' • w_ •• 11 tf •19 ah- 4:r tb• 4). ar (». 4b. 4 5. 421%,°' øy. 45' cir Perce
C 5/30/2014 Current Gross Notional Risk by Category 2S5,444 i, i r 639,451 to • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 O1ry Off~ dc‘g e o3/4" 0, •o, 0, \ \ti cpte e e Ace e e etr S' e o3/4" e i‘s. 4 4‘ 4`
1 —Series2 Rolling 30 Day Realized Volatility - EFTA00288419 Atorus, LLC 5/30/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.410 10.0P 4 4 # SP dr. 4 # _# 4 4 4., dr. dr. 4 # VP 'JCS _IrSa # _
6/9/2014 Current Gross Notional Risk by Category 268,552 r 649,829 100,33 r • 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 4.) cis. sst, ct, 0, 0, g c, 19 is* °N. Otis t. 4 CP cP\ ess..0 N.0 e 4.0v e e
1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Series1 EFTA00288483 Atorus, LLC 6/9/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 8000 7000 6000 5000 4000 3000 2000 1000 003 1000 1 nitania, q> 05 Percentile No. Vol Days 0.00% -19.92 5.00% -3.36
5/2014 Current Gross Notional Risk by Category 1,553,03 260,612 pr 654, • 634 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 nt , oici, eos, e <," e •c‘c. e9 e9 A y 4` 4 4 4` 4` .—*Serits1 —Serits2 Rolling
rits2 Rolling 30 Day Realized Volatility - Atorus EFTA00288451 Atorus, LLC 6/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) MOO 7000 60.00 50.00 40.00 30.00 2000 1000 °CO . / . . ./ ./ " . . ..' M. Vol Days by Position Percentile No. Vol D
it) EFTA00288658 Atorus, LIC 8/4/2014 Current Gross Notional Risk by Category • 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 a a a N..% a a a 42, 0.2, a 0.2) j.,_b "r r ar ar ar r ar ^7 r r r
Acytteet Al Rolling 30 Day Realized Volatility - EFTA00288659 Atorus, LLC 8/4/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-lst percentiles) MAO €OAO 5000 4000 2000 2000 10.00 °CO 10.00.0 . . % % % % 1* h 'h h •X 'X In nn Percentile No. Vol Da 0.00% -11.
Gross Notional Risk by Category 327,794 647,605 2004,81S - -- 1,922,222 2,207, • 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 O1. O1ry e e e 0 0 e e e 0 e e e e 4,) , 1' se 46Y 4 1' e e coy e e e e
e Al Rolling 30 Day Realized Volatility - Atorus EFTA00288579 Atorus, LLC 7/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 80.00 MOO 80.00 50.00 40.00 30.00 20.00 10.00 «CO 1040 ,,,+b # 0 49 l t. atsztatitztrafte , % % 4, % /1 of P/I. Vo
014 Current Gross Notional Risk by Category 244,119 Ai y fr 6;0,066 1,401,7S_ , • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 scsv,t9ec9ecove:„.e.cvse,:eteces)://4*c,sto%N Series' —Series2 Rolling 30 Day Realized Volat
' —Series2 Rolling 30 Day Realized Volatility - EFTA00288788 Atorus, LLC 5/13/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 50.00 50.00 4000 30.00 2000 10.00 OM (.). ..• ' 5» 4. . 4 4 . e»• .3. . 0»• IX Percentile No. Vol Da 0.00% -16.18 5.00
4/1/2014 Current Gross Notional Risk by Category 244,901 p oi S;8,015 1,358,6 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00288131 Atorus, LLC 0/1/2010 Percentile Distribution of Current MTM Gains in Vol Days by Po
ld Index Rolling 30 Day Realized Volatility - Ator EFTA00288131 Atorus, LLC 0/1/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco 10.0b 4, 4. 4. 4 # SP # _PP .4 4 4> 4. # VP OP SP V_Ø_ 4 4 1* # _ CP #
Entities connected to both MSCI World and Position (ex-99pct & ex-lst

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONLargest Exposures Current
ORGANIZATION
Mao Zedong
PERSONBMW GR
ORGANIZATIONMCD US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONBCS US Equity
ORGANIZATIONNSC US Equity
ORGANIZATIONUS Equky
ORGANIZATIONCBS US Equity
ORGANIZATIONComdty
PERSON