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ort -0.029% G20 Rates Long -0.169% G20 Rates Short 0.027% T12M Contribution (% of total Yr/Yr NAV Change by Category) listed Equities 45.10% EquityCom 47.16% G20 Rates 8.04% largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Galn %Total
EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short EFTA_R1_02094758 EFTA02705118 Atorus, LLC Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Commodlites, G20 Gov
(Equity Indkes & Commodlites, G20 Gov. Credit) 3/19/2014 2,000,000 5.000.000 4.000,000 000.000 2.000.000 1,000,000 —APAC — EMEA —AMER — EquityCom G20 Rates NezEposure R16 1,500,000 11300,003 500,000 (1.000.000) (2,cooneo) **r ..1." 169 N w.000 (1.003,0001 fl, er .61. 41' 4:, o'
47 EquityCom Long 64 EquityCom Short 8 G20 Rates Long 15 G20 Rates Short 8 Total Long 346 Total Short 104 Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodates, 620 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long Equi
(Equity indkes & Commodlites, G20 Gov. Credit) 3/21/2014 2,000,000 5.000.000 4.000,000 000,000 2.000.000 1,000,000 — APAC —EMEA —AMER — EquityCom G20 Rates NezEposure ReIS 1,500,000 1.000,003 503,000 (3,000.0001 (2,000.0001 % % % (3% tz)% ts.Q. S 4-- ‘ .Q. O.Q. OQ OQ OQ \
49 EquityCom Long 63 EquityCom Short 9 G20 Rates Long 15 G20 Rates Short 8 Total Long 339 Total Short 108 Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodiites, 620 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long Equ
acro (Equity indkes & Commodlites, G20 Gov. Credit) 3/20/2014 2,000000 5,000030 4.000000 000,000 2.000.000 1000,000 —APAC — EMEA —AMER — EquityCom --• G20 Rates NezEposure RkIS 1,500,000 1,000.003 503,000 (1, 000.0001 (2,000.0001 .3. Q . 1 , 1 , °IS. /SY Q . 1. .S. C3, \ ‘ •N.%
49 EquityCom Long 63 EquityCom Short 9 G20 Rates Long 15 G20 Rates Short 8 Total Long 337 Total Short 108 Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodiites, 620 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long Equ
Entities connected to both EquityCom and Usted Equities) & Macro

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONENI IM Equity
ORGANIZATION
Mao Zedong
PERSONSMSN LI Equity
ORGANIZATIONMCD US Equity
ORGANIZATIONBMW GR
ORGANIZATIONUsted Equities
ORGANIZATIONGE US Equity
ORGANIZATIONSU CN Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONITUB4 8Z
ORGANIZATIONNSC US Equity
ORGANIZATIONLargest MTM
ORGANIZATIONMCK US Equity
ORGANIZATIONMTM Galn
ORGANIZATIONWIP US Equity
ORGANIZATIONBCS US Equity
ORGANIZATION