Document Mentions (4 shared documents)

EFTA00598573

2 mentions1 same-page

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4,'› <)) NItR Q9 Q9 Q9 /96 t9 19 419 et9 .. Q9 .. Q9 05) • IF. .O5) 19 4 ' 4 ' 4P 4 " ,,, 4 ' 4 4 ' 4 0, 4 ' 4 EFTA00598573 Atorus, LLC 7/23/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th

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 20.00% 0.58 25.00% 2.11 30.00% 3.27 35.00%

EFTA00288463

2 mentions1 same-page

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000 11, •'V 'V 11, O•y 'V 3 3 3 3 3 3 4 b c 9S o 0.% etr 10. 19> etr1,0% eti\ti e 4 A\ .5\ „ 4 4,va At, 4 —Series]. EFTA00288463 Atorus, LLC 6/6/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th P

Box 60% 00% 20% 00% 80% 60% 00% 20% COM EFTA00288467 Atorus, LLC 6/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex4st percentiles) 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 000 —r —i--- r- Percentile No. Vol Days 0.00% -19.92 5.00% -3.53 10.00%

EFTA00288511

2 mentions1 same-page

Page ?Same page

O% O% O% O% O% O% O% O% O% O% O% O% 1.• rt. r le 'V SI. 'V 1 rb A\ 4 b7 ibtv Ir 4 A\ 4 v 1 IV 4 —NAV EFTA00288511 Atorus, LLC 6/12/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th

World Index Rolling 30 Day Realized Volatility - EFTA00288515 Atorus, LLC 6/12/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) BODO 7000 MOO 5000 4000 3000 2000 1000 1 OM 10.00 I I° ed . te efine-ce-meitmem-eeite h h Percentile No. Vol Days 0.00%