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A‘ ,c)\ <,‘N — NAV EFTA_R1_02065371 EFTA02700187 Atorus, LLC 2/10/2014 Largest Exposures 99th Percentile 1st Percentile (€) cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security I Notional % of Total Notional Security MTM Gain %Total NAV 22 Positions 23.91%1 52 Posit
1,510 94.56 95.01 0.42 1.12% MCD US Equity (10) (6,970) 172.66 172.90 -0.29 0.49% MCK US Equity 120 1,745 30.85 32.97 6.06 1.14% MOLZ US Equity 1,943 13,059 48.53 55.75 19.30 0.77% MDT US Equity 5,771 20,438 37.83 48.51 32.22 0.88% MET US Equity 781 7,746 16.53 18.19 9.97
nsiG N. it. 5 A\ 4 N. 4 A\ 4 N. -NAV EFTA00292814 Atorus, LLC 2/5/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.53% 53 Position
(1,376) 172.99 175.89 -1.57 1.07% MCD US Equity 114 (7,032) 94.88 93.33 3.89 0.42% MCK US Equity 71 1,775 161.77 168.27 3.73 1.08% MOLZ US Equity 1,647 13,773 28.68 32.11 16.95 0.71% MOT US Equity 5,408 20,749 43.22 54.49 31.09 0.84% MET US Equity 546 7,625 44.37 47.54 7.39
, 'rid 4 At° c5P '1,‘ A\ 4 — NAV EFTA00293426 Atorus, LLC 2/27/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 22 Positions 23.16% 53 Positions
1.21 0.94% 14.67 MCD US Equity (5) (6,973) 94.88 94.94 -0.15 0.47% 87.56 MCK US Equity 134 1,886 162.57 174.15 9.27 0.77% (16.65) MOLZ US Equity 2,443 13,641 28.68 33.82 22.51 0.80% (75.88) MDT US Equity 7,152 20,811 43.22 58.08 43.28 0.79% 110.21 MET US Equity 978 7,556 44.
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