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dit Long 15 Credit Short 9 Total Long 294 Total Short 161 EFTA_R1_02065389 EFTA02700205 Atorus, LLC Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Go
0.00% 10.29 65.00% 13.63 70.00% 16.47 75.00% 19.54 80.00% 25.26 85.00% 31.56 90.00% 38.38 95.00% 55.13 100.00% 177.31 Percentage of MTM Gains(Losse) % of NAV "Signficant" CO Vol Days) 0.89% Percentage of MTM Gains(losse) % of NAV "Signficant" (>7 Vol Days) 48.13% EFTA_R1_02065392 EFTA02700
dit Long 15 Credit Short 9 Total Long 294 Total Short 161 EFTA_R1_02065373 EFTA02700189 Atorus, LLC Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodikes, G20 Gov
0.00% 10.49 65.00% 13.16 70.00% 16.13 75.00% 19.98 80.00% 24.76 85.00% 31.43 90.00% 36.91 95.00% 52.99 100.00% 174.94 Percentage of MTM Gains(Losse) % of NAV "Signficant" CO Vol Days) 1.22% Percentage of MTM Gains(losse) % of NAV "Signficant" (>7 Vol Days) 48.06% EFTA_R1_02065376 EFTA02700
dit Long 15 Credit Short 9 Total Long 297 Total Short 146 EFTA_R1_02067837 EFTA02700711 Atorus, LLC Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Go
8.43 75.00% 21.44 80.00% 26.36 85.00% 32.77 90.00% 39.40 95.00% 54.19 100.00% 174.45 2/11/2014 —PA Vol Days by Position Percentage of MTM Gains(Losse) % of NAV "Signficant" (<7 Vol Days) 0.81% Percentage of MTM Gains(losse) % of NAV "Signficant" (>7 Vol Days) 49.98% EFTA_R1_02067840 EFTA0270
Entities connected to both Usted Equities) & Macro and MTM Gains(Losse
Atorus
PERSON
Ghislaine Maxwell
PERSON
Mao Zedong
PERSON
MSCI World
ORGANIZATIONUsted Equities
ORGANIZATIONENI IM Equity
ORGANIZATIONSMSN LI Equity
ORGANIZATIONSU CN Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONLargest MTM
ORGANIZATIONAUTSY
ORGANIZATIONROS/A
ORGANIZATIONEquityCom
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONLargest Exposures 99th Percentile
ORGANIZATIONBMV US Equity
ORGANIZATIONBIL S1 Equity
ORGANIZATION