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,259 130.68 56.21 18.27 0.76% SIE GR Equity 1,231 8,908 130.68 130.11 19.17 0.72% SLB US Equity 908 6,528 91.06 130.26 17.49 0.80% SMSN LI Equity 437 (7,260) 605.69 90.61 6.50 0.93% SO US Equity (56) (3,605) 42.38 615.87 -3.01 0.52% SPG US Equity (187) (3,014) 160.84 42.39 -8
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
15.30 1.10% 27.34 SIE GR Equity 995 5,345 114.81 136.18 18.03 1.03% 42.13 SLB US Equity 1,501 7,174 81.27 98.28 26.83 0.78% 31.54 SMSN LI Equity (110) (7,500) 642.17 651.61 -1.42 1.04% (155.67) SO US Equity 37 5,537 43.08 43.36 1.23 0.54% 3.54 SPG US Equity 19 4,673 163.56
by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) 4/3/2014 EFTA_R1_02139128 EFTA02714157 Atorus, LLC 4/3/2014 Current Gross Notional Risk by Category • APAC • EMEA • AMER
44.04 51.8078 SI US Equity 1,030 11,201 115.12 125.228 SIE GR Equity 888 8,862 114.02 126.3129 SLB US Equity 671 8,144 81.15 86.5277 SMSN LI Equity 636 (7,221) 643.21 587.7692 SO US Equity 74 (8,966) 41.55 41.3915 SPG US Equity (5) (4,684) 154.46 151.6147 SREN VX Equity 805 9,687
30,226 1.88% GILD US Equity 32,177 2.00% EFTA00292786 Atorus, LLC 2/3/2014 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 (scloAA) (1,000,000) 1,1 \ O % OO XV ar 4\ °S) 1" 4"0 " :9 594 ) . .,) °I "N
11,394 114.69 126.24 12.59 0.80% SIE GR Equity 852 9,013 114.81 125.67 11.17 0.85% SLB US Equity 672 6,635 79.94 88.04 12.43 0.82% SMSN LI Equity 650 (7,308) 644.51 587.15 9.23 0.96% SO US Equity 185 (9,100) 41.73 40.89 4.41 0.46% SPG US Equity (109) (4,752) 151.46 154.93 -3.
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, .)
11,251 114.76 127.61 13.96 0.80% SIE GR Equity 993 8,907 79.97 88.89 13.51 0.82% SLB US Equity 728 6,378 535.09 596.15 13.67 0.83% SMSN LI Equity 541 (7,188) 44.59 41.23 7.63 0.99% SO US Equity 135 (8,909) 160.36 157.93 3.20 0.47% SPG US Equity (92) (3,731) 88.42 90.61 -3.31
C. C . (0C. tOC. 4 a a -‘\ •N N\ poem) (1.030.000) ‘4 - Ne (3,000.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,50)000 2,000,000 1,500,000 1,030,000 501000 — APAC EMEA - AMER — Eq lyCo —C rat EFTA00292879 Atorus, LIC 2/10/20
11,251 114.69 127.38 13.83 0.80% SIE GR Equity 946 8,907 114.81 127.00 12.55 0.85% SLB US Equity 728 6,378 79.97 89.09 14.00 0.82% SMSN LI Equity 541 (7,188) 644.51 596.02 7.80 0.96% SO US Equity 135 (8,909) 41.73 41.10 3.30 0.46% SPG US Equity (73) (4,664) 154.12 156.55 -2.2
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
11,342 114.69 124.51 10.83 0.79% SIE GR Equity 755 8,973 114.68 124.34 9.94 0.85% SLB US Equity 535 6,585 79.94 86.43 10.49 0.77% SMSN LI Equity 788 (7,313) 644.51 575.06 11.67 0.92% SO US Equity 186 (9,078) 41.73 40.88 4.44 0.46% SPG US Equity (62) (4,743) 151.46 153.44 -1.
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
59 114.69 131.05 18.84 0.76% SIE GR Equity 1,241 8,908 114.81 130.81 18.66 0.75% SLB US Equity 1,049 6,528 79.94 92.79 19.27 0.83% SMSN LI Equity 296 (7,260) 644.51 618.26 4.23 0.96% SO US Equity (2) 544 42.50 42.35 .0.70 0.50% SPG US Equity 7 2,618 160.05 160.49 0.37 0.74%
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
,259 130.68 56.21 18.27 0.76% SIE GR Equity 1,231 8,908 130.68 130.11 19.17 0.72% SLB US Equity 908 6,528 91.06 130.26 17.49 0.80% SMSN LI Equity 437 (7,260) 605.69 90.61 6.50 0.93% SO US Equity (56) (3,605) 42.38 615.87 -3.01 0.52% SPG US Equity (187) (3,014) 160.84 42.39 -8
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
15.30 1.10% 27.34 SIE GR Equity 995 5,345 114.81 136.18 18.03 1.03% 42.13 SLB US Equity 1,501 7,174 81.27 98.28 26.83 0.78% 31.54 SMSN LI Equity (110) (7,500) 642.17 651.61 .1.42 1.04% (155.67) SO US Equity 37 5,537 43.08 43.36 1.23 0.54% 3.54 SPG US Equity 19 4,673 163.56
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 SMSN LI Equity and Equity Indices & Commodlites

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATION
MSCI World
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONAU TSY
ORGANIZATIONLargest MTM
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATION
Mao Zedong
PERSONUsted Equities) & Macro
ORGANIZATIONUsted Equities
ORGANIZATIONMCD US Equity
ORGANIZATIONLargest Exposures 99th Percentile
ORGANIZATIONSU CN Equity
ORGANIZATIONKRFT US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONCLI Comdty
ORGANIZATIONEquities) & Macro
ORGANIZATIONSWEOA
ORGANIZATION