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Historical Net Exposure 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) 6/9/2014 2,910000 2.000.000 1,910000 1.000.000 ØA00 ,c9 cis, <9 <9' c9 <9 <9 c9 Q."
45.10% EquityCom 47.16% G20 Rates 8.04% largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Galn %Total NAV 19.54% 44 Positions 26.00% 0.13% AZN US Equity 5,751 0.29% 0.13% AZN LN Equity 5,811 0.30% 0.15% P5120 Index 6,084 0.31%
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 Gov. Credit) 3/17/2014 2,500,000 1.500.030 1,000,000 S03,000 eQ. et Q. Q9 Q9 419 •f.) ..tssv
ates Long 0.033% G20 Rates Short -0.008% Largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Galn %Total NAV 26.69%l 50 Positions 30.23% 0.28% XLI US Equity 5,824 0.32% 0.35% UTX US Equity 5,986 0.33% 0.39% SMI Index 6,057 0.33% 0
11Q. 'St % 1 '' c,' ‘ O % 0.5 OG 4& :. .3L1.‘ OQ % (1.000.0001 eb4 .0___ \ 4 11. (3000.0001 Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Gov. Credit) - APAC - EMEA -AMER - ECIPAPCOM - G20 Patin (29 ' gZS> 4 Z9 . (9 (s. Q . Q,4`
ates Long 0.049% G20 Rates Short -0.042% Largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Galn %Total NAV 26.96% 40 Positions 26.24% 0.39% BMY US Equity 6,610 0.36% 0.43% HEX Index 6,727 0.37% 0.45% ROG VX Equity 6,881 0.38% 0.
Historical Net Exposure 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) 4/14/2014 EFTA_R1_02131683 EFTA02712684 Atorus, LLC Current Gross Notional Risk by Cate
ates Long -0.236% G20 Rates Short 0.017% largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Galn %Total NAV 20.70% 42 Positions 24.60% 0.16% NOVN VX Equity 5,656 0.32% 0.18% HON US Equity 5,796 0.33% 0.24% ASE Index 5,847 0.34% 0
Entities connected to both Usted Equities and MTM Galn
Usted Equities) & Macro
ORGANIZATIONAtorus
PERSON
Ghislaine Maxwell
PERSON
Mao Zedong
PERSON
MSCI World
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONSU CN Equity
ORGANIZATIONENI IM Equity
ORGANIZATIONSMSN LI Equity
ORGANIZATIONITUB4 8Z
ORGANIZATIONWIP US Equity
ORGANIZATIONGE US Equity
ORGANIZATIONMCD US Equity
ORGANIZATIONITUB4 8Z Equity
ORGANIZATIONK GR Equity
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONEquityCom
ORGANIZATIONNSC US Equity
ORGANIZATIONBMW GR
ORGANIZATIONROS/A
ORGANIZATION