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uityCom Short .0.024% G20 Rates Long 0.171% G20 Rates Short .0.009% T12M Contribution to Yr/Yr NAV Change by Category Listed Equities 43.56% EquityCom 48.15% G20 Rates 8.99% % of Total Notional Security MTM Gain % Total NAV 20.97%1 45 Positions 25.62% 0.11% MDY US Equity 5,234 0.28% 0
Series2 Rolling 30 Day Realized Volatility - Ator EFTA00288403 Atorus, LLC 5/29/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco moo 4, # 4 # 4, # 4 # .4 # 4 # 4> # dr, 4, 4 4 # # (so # 4 # 4
Short -0.028% G20 Rates Long -0.017% G20 Rates Short 0.008% Tam Contribution )%oi total Yr/Yr NAV Change by Category) Listed Equities 40.15% EquityCom 47.71% G20 Rates 13.77% Security MTM Gain % Total NAV 43 Positions 21.29% NEE US Equity 5,353 0.27% FR_TSY CREDIT 5,463 0.27% SXAP Ind
P' e S Is 4 4 4 S I. 4 4 1 1 1 1 Series1 EFTA00288595 Atorus, LLC 7/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.03 10.00 . . . . . OOP Cs 5 , a % '3 na P % h 6 % % M. Vol Days
phy (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 6.000.030 4,000.030 L030.030 2,000.000 1,000.000 APAC DMA —AMER EquityCom 7.000,000 1.500,000 t 5,000.000 1,001,000 —G20 Rates , NexEposure MIS (*. 03 iStc (S cli, \N.c \ 4,1" 15;4> ettcPsycP le .153 4 09", 4 Sb
—Serits2 Rolling 30 Day Realized Volatility - A EFTA00288804 Atorus, LLC 5/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) WOO 50.00 40.00 3000 20.00 10.00 0.410 SY 4> ntr 4:r ifr <Sr 4fr 4)* & 4;:r 4fr c&r 42. CP 4 2. Vol Days by Position Percent
Gov. Credit) 2,000,000 1,500,000 5,000.000 - 5,000,440 2,000000 3,C00,000 APAC 2,000,000 — EMEA •••••— AMER 500,000 . i 1,030,002 — EquityCom —G20 Rates 0 . .NexEposule RIG / r (sago3) . . . . . . 4 , e , 'Cl. 0,46%, 10 ett, osi'' 19 t 0o's' 1944 0944 a ,,. l .. ,s, a s,
orld Index Rolling 30 Day Realized Volatility - A EFTA00288163 Atorus, LLC 4/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 «CO 1.0.0Q 4 _ # 4 _ 4 # . 4 # _ 4 # . 4 # _ .4 # . 4 # _ 4 4 #. # 1 1 1
Entities connected to both EquityCom and Position (ex-99pct & ex-Ist

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONENI IM Equity
ORGANIZATIONMSCI World Change
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONBMW GR
ORGANIZATIONMCD US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONGE US Equity
ORGANIZATION