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torus, lIX 4/18/2014 Current Gross Notional Risk by Category 214,213 a 559,816 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288291 Atorus, LLC 4/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by Posit
Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commas'Mos, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates NexEposute REG Z000,000 1,500,000 5,000.030 4,000.000 3,000.000 2,030.000 1,000,000 503,000 1,000,000 0 0.000,000) (2,000,000) 4v (so.003) csclg .64>
/3/2014 Current Gross Notional Risk by Category 2S5,444 406;9,451 4 1111 :\,,,_ • 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 Nert. A a a a NI> .„1, ••• titi r ecee ,t) 0 0 1), 0 .—*Serits1 —Serits2 Rolli
Indices & Commodites, G20 Gov. Credit) 6,000.000 5,000,000 4,000,000 "°" 30 2,000,000 1,000,000 —APAC — EWA —AMER — EqurtyCom —G20 Rates NexEposute REG 2,000,000 1,500,000 1,000,000 500,000 1 (OR (1.000.000) O9% 1 \ izte \ . 1 611. \ \ 1 9 ', 1, l ieb 0 , sir \ \%, \ \ O1)
ss Notional Risk by Category 227,016 1,201,960 Ag or*76,305 c oos - 1,480,781 • 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 ecl• Ayb 1. Otis eb b st) o st) 6+' 6> 6+ Qs% 6+. 6+ I+. e e e fee e 4( /
000.000 1,500,00D 5,000,000 0,000,000 3,000,000 2,000,000 1,000,000 500.000 1,000,030 (1.000,000) (2,000,000) — EqurtyCom —G20 Rates . ,NexEposute REG .% oaekDDDI ett el, O% os,, 41 c, \is. % .39 1 1) a, 1 1) ,92 NV19 ,c9 NVI9 VP v \_ \N„ O1, e e st. 0. 1. -v• \is. \ (1,030,000)
s, LIC 5/20/2014 Current Gross Notional Risk by Category 2S1,788 1 ,4,312 411 • 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 te.e 4)10 1•46C1:09./ seet, 4199/ b/ 4199/ 411, n, 45 A c5 4, 4 A .:5 4, .—*Serits
ity Indices & Commodites, G20 Gov. Credit) 6 ,000,000 5,000,000 0,000,000 34"° 2,000,000 1,000,000 —AMA —(MCA —AMER — EquityCom —G20 Rates NexEposute REG 2.000.000 1,500,000 1.000.000 ► ff 500.000 Ott \ \ G \ \ \ \ \ "t? \ tat \ v1 tat \ i1/4..1:0 0 (2,000,000) 3,000,000) (1,000,000)
Entities connected to both MSCI World and NexEposute REG

Ghislaine Maxwell
PERSONAtorus
PERSONAU TSY
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATION
Emmanuel Macron
PERSON
Mao Zedong
PERSONLargest Exposures Current
ORGANIZATIONAMZN US Equity
ORGANIZATION