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73 758.98 0.23 0.14% CA_TSY CREDIT 6,511 (97,153) 1,269.31 1,184.25 18.61 0.36% MX_TSY CREDIT 112 (13,747) 209.03 207.32 1.42 0.58% AU TSY CREDIT 849 (79,133) 1,457.62 1,441.97 2.26 0.48% JP_TSY CREDIT 771 (59,678) 822.10 811.48 3.15 0.41% MY_TSY CREDIT 1,531 (92,252) 16
s Short 9 Total Long 344 Total Short 112 EFTA00617751 Atorus, LLC 2/19/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) — EMEA —AMER Eq 'WC., —G20 Rates --aNexEposure MIS 2,000,000 1400,000 1,000,000 5,000.000 0,000.000 3,030.000 2,030.00
% AMGN US Equity 5,844 0.35% STBCNZL Index 73,246 1.34% IT_TSY CREDIT 5,867 0.35% lE_TSY CREDIT 79,029 1.45% GS US Equity 6,200 0.37% AU TSY CREDIT (79,674) 1.46% SXOP Index 6,408 0.39% MY_TSY CREDIT (90,858) 1.66% HEX Index 6,458 0.39% SG_TSY CREDIT (96,294) 1.76% PRU LN Eq
NC' o N , c . N. . 0 % ..... . s ` Q . (theoce) (1.000.00., (3,000.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2.300 2,000 1.300 1,000 500 ,000 ,000 ,000 00D °Q. 5 3 000) ‘-.M.,.,,,,..r....•••••• ••‘• 4> 1%, 1. 4, 11' Ni, .)
5% 1T_TSY CREDIT 5,959 0.36% STBCNZL Index 73,166 1.36% HON US Equity 6,021 0.36% IE_TSY CREDIT 77,261 1.44% GS US Equity 6,111 0.37% AU TSY CREDIT (78,015) 1.45% ASE Index 6,394 0.38% SG_TSY CREDIT (78,672) 1.47% PRU LN Equity 6,634 0.40% MY_TSY CREDIT (83,609) 1.56% HEX In
goC. 44:.C. ext ••\CD ,css. cp. cle c' Nt (shalom 1 (1.000,000) (3,000.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00292863 Atorus, LIC 2/7/2014 Current Gross Notional Risk by Category 222,306 • APAC • EMEA • AMER • EquityCom • Cre
19 759.55 -0.58 0.15% CA_TSY CREDIT 6,833 (98,061) 1269.35 1,180.89 18.08 0.39% MX_TSY CREDIT 349 (13,868) 209.03 203.76 4.57 0.55% AU TSY CREDIT 1,553 (79,707) 1457.62 1,429.21 3.97 0.49% JP_TSY CREDIT 40 (60,116) 822.10 821.55 0.18 0.37% MY_TSY CREDIT 2,544 (90,995) 16
Com Short 20 Credit Lon 15 Credit Short 9 EFTA00292816 Atorus, LLC 2/5/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 1,500,000 1,000,000 500,000 ;OSY (500,000) (1,000,000) M. to e % CV Cftc." . . . O4.1. O° O. Si' IP O1
73 758.42 -0.32 0.13% CA_TSY CREDIT 6,683 (97,153) 1,269.35 1,182.03 18.97 0.36% MX_TSY CREDIT 10 (13,747) 209.03 208.88 0.14 0.51% AU TSY CREDIT 1,019 (79,133) 1,457.62 1,438.85 2.91 0.44% JP_TSY CREDIT 860 (59,678) 822.10 810.26 3.75 0.38% MY_TSY CREDIT 1,239 (92,252)
es Short 9 Total Long 359 Total Short 97 EFTA00292991 Atorus, LLC 2/24/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 1,500,000 1,000,000 5,000,000 -----APAC El$tiEA -----AMER 4,000,000 3,000,000 2,000,000 500,000 1,000,000 11
73 758.98 0.23 0.14% CA_TSY CREDIT 6,511 (97,153) 1,269.31 1,184.25 18.61 0.36% MX_TSY CREDIT 112 (13,747) 209.03 207.32 1.42 0.58% AU TSY CREDIT 849 (79,133) 1,457.62 1,441.97 2.26 0.48% JP_TSY CREDIT 771 (59,678) 822.10 811.48 3.15 0.41% MY_TSY CREDIT 1,531 (92,252) 16
s Short 9 Total Long 344 Total Short 112 EFTA00293396 Atorus, LLC 2/19/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) — EMEA —AMER Eq 'WC., —G20 Rates --aNexEposure MIS 2,000,000 1400,000 1,000,000 5,000.000 0,000.000 3,030.000 2,030.00
x (62,472) SXOP Index (69,139) NO_TSY CREDIT (70,342) SXRP Index (80,697) DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 CO1 Comdty (89,512) AU TSY CREDIT 90,775 P512O Index (94,327) IBOV Index 94,594 US_TSY CREDIT 100,443 GB_TSY CREDIT 108,101 JP_TSY CREDIT (120,012) MX_TSY CREDIT 1
uityCom Short 17 G20 Rates Long 19 G20 Rates Short 4 Total Long 330 Total Short 55 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $ $(500,000) $(1,000,000) 1 ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short
SY CREDIT (53,153) 0.72% SE_TSY CREDIT (55,965) 0.76% NL_TSY CREDIT 82,865 1.13% DE TSY CREDIT 84,524 1.15% FI_TSY CREDIT 85,645 1.17% AU TSY CREDIT 88,899 1.21% CO1 Comdty (89,512) 1.22% P512O Index (94,327) 1.29% US_TSY CREDIT 100,443 1.37% GB_TSY CREDIT 101,774 1.39% MX_TS
yCom Short G20 Rates Long ■ G20 Rates Short EFTA00288609 Atorus, LLC 7/17/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) K 14 ) ...'. rl 1IIIM r•J ri .-I g o CV .., 1'f) CV .-1 o CV .., in y n CS ..... 00000 IN ...., ..... ch
5) CA_TSY CREDIT 6,442 (97,153) 1,269.35 1,185.18 17.13 0.39% (102.37) MX_TSY CREDIT (210) 35,256 214.37 213.10 -1.61 0.37% (111.47) AU TSY CREDIT (149) 29,999 1,483.26 1,475.91 -1.22 0.41% (43.82) JP_TSY CREDIT 1,739 (59,678) 822.10 798.15 10.08 0.29% 164.23 MY_TSY CREDIT
uityCom Short 11 G20 Rates Long 16 G20 Rates Short 7 Total Long 344 Total Short 94 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) $(1,000,000) ■ ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■
Entities connected to both AU TSY and Equity Indices & Commodlites

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONMSCI World Change
ORGANIZATIONEquityCom
ORGANIZATIONSMSN LI Equity
ORGANIZATIONLargest Exposures Current
ORGANIZATIONLargest MTM
ORGANIZATIONSharpe
ORGANIZATIONMCD US Equity
ORGANIZATIONBMW GR
ORGANIZATIONSAS LN Equity
ORGANIZATION
Mao Zedong
PERSONEMEA Long
ORGANIZATIONAMZN US Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONSWEOA
ORGANIZATIONBG/ LN Equity
ORGANIZATION