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640) INDEXCF Index (21,271) XAU Comdty (23,727) JP_TSY CREDIT (30,073) SHCOMP Index (34,398) SE_TSY CREDIT (44,333) BE_TSY CREDIT 79,771 AU TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 MX_TSY CREDIT 82,898 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,
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
.98 CA_TSY CREDIT 1,815 309,688 1,238.04 1,245.30 2.20 0.27% it (1,225.86) MX_TSY CREDIT 1,988 87,928 221.30 226.30 5.96 0.38% 207.09 AU TSY CREDIT 3,553 81,398 1,506.03 1,571.76 14.42 0.30% 199.91 JP_TSY CREDIT 370 190,579 823.68 825.28 0.86 0.23% 97.23 MY_TSY CREDIT 2,27
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
XCF Index (21,271) 0.37% XAU Comdty (23,727) 0.41% SHCOMP Index (33,248) 0.57% SE_TSY CREDIT (44,333) 0.76% DK_TSY CREDIT 67,396 1.16% AU TSY CREDIT 68,895 1.18% CH_TSY CREDIT 69,857 1.20% STBCNZL Index 73,207 1.26% lE_TSY CREDIT 78,270 1.34% BE_TSY CREDIT 79,771 1.37% AT_TSY
—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
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
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 AU TSY and Position (ex-99pct & ex-Ist

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