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ort -0.149% G20 Rates Long 0.135% G20 Rates Short -0.024% T12M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 38.75% EquityCom 50.98% G20 Rates 12.07% % of Total Notional Security MTM Gain % Total NAV 28.21%l 42 Positions 20.47% 0.59% NEE US Equity 5,220 0.25%
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00598577 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
ort -0.149% G20 Rates Long 0.135% G20 Rates Short -0.024% T12M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 38.75% EquityCom 50.98% G20 Rates 12.07% % of Total Notional Security MTM Gain % Total NAV 28.21%l 42 Positions 20.47% 0.59% NEE US Equity 5,220 0.25%
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00288627 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
Short 0.127% G20 Rates Long 0.154% 620 Rates Short .0.005% T12M Contribution (%oi total Yr/Yr NAV Change by Category) Listed Equities 38.65% EquityCom 46.38% G20 Rates 12.88% 7/17/2014 Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) • Security MTM Gain % Total NAV 42
e eeeeeee dsbi e oss,‘ e 4 C . < e ° otst ist‘t cptst e e<pc'e Rolling 30 Day Realized Volatility - EFTA00288611 Atorus, LLC 7/17/2010 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex.99pct & exist percentiles) 8000 MOO 60.00 5000 40.00 30.00 20.00 10.00 0.00 10.00 1 J . ,- lee, nce--n
Entities connected to both EquityCom and Percentile Distribution of Current MTM

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONAU TSY
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONBMW GR
ORGANIZATIONLargest Exposures Current
ORGANIZATIONCBS US Equity
ORGANIZATIONComdty
PERSONMCK US Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONCCL US Equity
ORGANIZATIONPosition (ex-99pct & ex4st
ORGANIZATIONAGN US Equity
ORGANIZATIONUCG IM Equity
ORGANIZATIONeisk„
PERSONNexEposum
ORGANIZATION