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IT 78,270 AT_TSY CREDIT 79,056 BE_TSY CREDIT 79,771 FR_TSY CREDIT 79,806 NL_TSY CREDIT 81,163 GB_TSY CREDIT 81,211 DE_TSY CREDIT 81,920 Fl TSY CREDIT 82,613 NAV Impact of MTM by Category & Exposure Listed Equity Long 0.029% Listed Equity Short -0.044% EquityCom Long -0.102% EquityCo
Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00605678 Atorus, LLC 5/1/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlltes, G20 Gov. Credit) —APAC — EMEA —AMER
78% ISM Index (59,590) 0.81% SXOP Index (60,271) 0.82% NG1 Comdty (61,837) 0.84% SXRP Index (62,770) 0.85% DE_TSY CREDIT 84,524 1.15% Fl TSY CREDIT 85,645 1.16% CO1 Comdty (89,512) 1.21% JP_TSY CREDIT 89,848 1.22% AU TSY CREDIT 90,775 1.23% P512O Index (94,327) 1.28% IBOV In
41,4 <1,2 TOL 04 Ix 04 ,19.%419^,419^, ,19> et9 et9 c9. \\I 03 <7 A\ t ' c 9S 10.% ok 4 A\ 4 4Nt 4 4' A\ 4 4"' A —NAV EFTA00288639 Atorus, LLC 7/28/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th
IT 78,270 AT_TSY CREDIT 79,056 BE_TSY CREDIT 79,771 FR_TSY CREDIT 79,806 NL_TSY CREDIT 81,163 GB_TSY CREDIT 81,211 DE_TSY CREDIT 81,920 Fl TSY CREDIT 82,613 NAV Impact of MTM by Category & Exposure Listed Equity Long 0.029% Listed Equity Short -0.044% EquityCom Long -0.102% EquityCo
V 'V 'V 'V 'V t• e e eeee 171 eeeeeeee AtV 'V 'V #1, „Q. , 'V 'V 4 l <, 4% 4'1 4' is. 4 s 0)\ is. 4 4' —Series1 EFTA00288752 Atorus, LLC 5/1/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th P
Entities connected to both Fl TSY and Atorus

Ghislaine Maxwell
PERSON
MSCI World
ORGANIZATIONENI IM Equity
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONMSCI World Change
ORGANIZATIONEquityCom
ORGANIZATION
Emmanuel Macron
PERSONBMW GR
ORGANIZATIONUS Equky
ORGANIZATIONNexEposule
ORGANIZATIONPSI2O
ORGANIZATIONASS1
ORGANIZATIONEquity Indices & Comrnodlltes
ORGANIZATION