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3/24/2014 Current Gross Notional Risk by Category 241,708 p;3,472 1,324,0 it ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293286 Atorus, LLC 3/24/2014 Percentile Distribution of Current MTM Gains in Vol Days b
6% (139.20) UNP US Equity 1,579 12,014 165.36 187.10 18.72 0.70% (85.28) UPS US Equity 3,191 14,806 79.87 97.08 42.03 0.51% (22.29) USB US Equity 3,516 14,238 34.71 43.29 42.76 0.58% 60.00 UTX US Equity 5,857 15,190 82.05 113.69 60.99 0.63% (335.66) V US Equity 6,821 7,870 11
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`
16 0.71% 63.91 UNP US Equity 2,434 13,232 167.68 198.53 31.48 0.58% 89.10 UPS US Equity 4,452 14,806 79.87 103.89 47.64 0.63% 8.46 USB US Equity 3,069 14,451 34.80 42.19 47.65 0.45% 89.28 UTX US Equity 6,337 15,190 82.05 116.28 69.89 0.60% 6.85 V US Equity 370 6,218 202.38
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,
8%r 470.63 UNP US Equity 4,307 14,806 78.31 101.09 68.48 0.42% (89.97) UPS US Equity 2,961 14,625 85.75 103.10 39.28 0.52% (245.93) USB US Equity 1,859 4,861 30.33 41.93 68.88 0.56% (110.56) UTX US Equity 667 11,895 107.41 113.44 10.65 0.53% (117.41) V US Equity 86 (2,403) 22
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
0.85% 24.01 UNP US Equity 1,611 12,014 165.36 187.54 18.28 0.73% 237.67 UPS US Equity 3,256 14,806 79.87 97.44 45.82 0.48% (1.13) USB US Equity 3,327 14,238 34.71 42.83 36.29 0.64% 191.68 UTX US Equity 6,371 15,190 82.05 116.47 59.54 0.70% 315.02 V US Equity 6,405 7,870 118
Entities connected to both MSCI World and USB US Equity

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONMCD US Equity
ORGANIZATIONSAP GR
ORGANIZATION