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orus, LIC 3/14/2014 Current Gross Notional Risk by Category 240,535 dr 574,329 • APAC • EMEA • AMER • EquityCom • 620 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeee 4% % % % % % % Q' 4% 4' A\ 4 eb\ s' A\ 4% 4% PASCIWoild ATORUS Rol
E•ul om Lon 65 EquityCom Short 7 G20 Rates Lon 15 G20 Rates Short 8 Total Long 355 Total Short 95 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5- $(500,000) $(1,000,000) i ■ APAC Long ■ APAC Shor
s Notional Risk by Category 245,638 a bi L72,640 A 1,304434 lir - - , 1,590,084 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288708 Atorus, LLC 3/27/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posit
tyCom Long 60 EquityCom Short 11 G20 Rates Long 16 G20 Rates Short 7 Total Long 332 Total Short 113 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $ $(500,000) $(1,000,000) ■ APAC Long ■ APAC Short
C 3/31/2014 Current Gross Notional Risk by Category 249,244 578,276 1,347,8 p • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility EFTA00288115 Atorus, LLC 3/31/2010 Percentile Distribution of Current MTM Gains in Vol Days by Positio
tyCom Long 61 EquityCom Short 11 G20 Rates Long 16 G20 Rates Short 7 Total Long 340 Total Short 108 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) $(1,000,000) ■ APAC Long ■ APAC Short ■
C 4/3/2014 Current Gross Notional Risk by Category 243,900 r 583,025 1,406,91 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - A EFTA00288163 Atorus, LLC 4/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posi
ityCom Long 61 EquityCom Short 11 G20 Rates Long 16 G20 Rates Short 7 Total Long 344 Total Short 94 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) $(1,000,000) ■ ■ APAC Long ■ APAC Short
IC 4/8/2014 Current Gross Notional Risk by Category 243,570 583,199 1,411,1 p • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% O O ej N ej N O 0 O
ityCom Long 62 EquityCom Short 10 G20 Rates Long 16 G20 Rates Short 7 Total Long 345 Total Short 87 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) $(1,000,000) ■ APAC Long ■ APAC Short ■
Entities connected to both MSCI World and Equl les) & Macro

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONSAP GR
ORGANIZATION