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3.04 -0.31 1.01% (99.26) FP FP Equity 652 9,941 60.51 64.48 8.56 0.77% (12.55) G IM Equity 261 4,486 21.32 22.56 5.99 0.97% 15.39 GE US Equity 2,106 13,140 22.32 25.89 18.34 0.87% (52.22) GILD US Equity 32,253 13,861 24.02 79.93 194.96 1.19% 256.01 GIS US Equity 420 13,333
ORI./5 Rolling 30 Day Realized Volatility Atorus EFTA00293105 Atorus, LLC 3/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 60.CIO 50.00 40X0 30X0 20X0 10.CIO 0.00 ' ' fl, ' may'Y,I.SP/4"'"4 .7:1/4IPicAnY4n r ofrot, c;£7.4 5/ Percentile 0.00% No. Vo
4.03 1.34% (24.32) FP FP Equity 1,961 14,528 62.63 71.09 19.38 0.70% (183.49) G IM Equity 171 5,607 21.99 22.67 4.33 0.71% (56.72) GE US Equity 2,685 13,140 22.32 26.88 38.97 0.52% 86.14 GILD US Equity 156 4,205 77.50 80.38 2.42 1.54% 9.24 GIS US Equity 1,737 21,315 50.27
' —Series2 Rolling 30 Day Realized Volatility - EFTA00288788 Atorus, LLC 5/13/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 50.00 50.00 4000 30.00 2000 10.00 OM (.). ..• ' 5» 4. . 4 4 . e»• .3. . 0»• IX Percentile No. Vol Da 0.00% -16.18 5.00
32.76 -1.22 0.96% 82.67 FP FP Equity 936 11,013 60.83 65.99 11.59 0.73% 30.44 G IM Equity 186 3,588 21.32 22.42 6.38 0.81% 7.86 GE US Equity 2,078 13,140 22.32 25.85 20.86 0.76% (35.07) GILD US Equity 17,045 8,316 24.02 73.27 139.32 1.47% 1,039.83 GIS US Equity 700 15,048
ld Index Rolling 30 Day Realized Volatility - Ator EFTA00288131 Atorus, LLC 0/1/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco 10.0b 4, 4. 4. 4 # SP # _PP .4 4 4> 4. # VP OP SP V_Ø_ 4 4 1* # _ CP #
Entities connected to both GE US Equity and Position (ex-99pct & ex-lst

Ghislaine Maxwell
PERSONAtorus
PERSONMSCI World Change
ORGANIZATION
MSCI World
ORGANIZATIONAU TSY
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONENI IM Equity
ORGANIZATION
Emmanuel Macron
PERSONEquityCom
ORGANIZATIONBMW GR
ORGANIZATIONLargest Exposures Current
ORGANIZATION
Mao Zedong
PERSONMCD US Equity
ORGANIZATIONTYC US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONSWEOA
ORGANIZATIONNSC US Equity
ORGANIZATIONEquityCorn
ORGANIZATIONBCS US Equity
ORGANIZATIONBIIB US Equity
ORGANIZATION