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C 3/17/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) APAC — EMEA AMER — EquityCom —G20 Rates Heat/mute RHS 2,000,000 100,000 1000,000 5,030000 4,000000 - 3,000.000 - 2,030,000 500,000 1,0130,000 - 0 - (2,010.0031 e ,
d Index Rolling 30 Day Realized Volatility - Ator EFTA00293206 Atorus, LLC 3/17/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) Øm 50.00 40.00 30.m 20.00 10.CO om . , . n 9/ 9 /4)9 .9"4:9r1s9V‘,..z,9..4.,. 9 14,, ,,t. (39...4 )9/ 4 9 / 6 / ,‘, 49/ Percenti
hort 0.002% G20 Rates Long -0.338% G20 Rates Short 0.046% 712M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 49.73% EquityCom 44.55% G20 Rates 6.68% Security MTM Gain % Total NAV 45 Positions 25.45% MDY US Equity 5,826 0.30% NVS US Equity 6,210 0.32% SXEP Inde
d Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 8000 7000 MO 50.00 4000 3000 2000 MO OCO 1000 nre—Kri—v-nre—ntcde 1.° 0 h Percentile No. Vol Days 0.00% -9.56 5.00% -
3/26/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates , ,NexEposule RIG 2.003,000 1,500000 5,000.030 4,000.000 3000.000 2000.000 1,000.000 (1.000.0(M) (2,004003) 3,000,000 (060 4t
ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288692 Atorus, LLC 3/26/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco moo 4, 4. 4, 4 # _ # oo _oo # 4 4> dr. dp 4 4, 01* # oo # (3O _ (so
Entities connected to both EquityCom and Position (ex-99Ø & ex-1st

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONAU TSY
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONBMW GR
ORGANIZATION