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Q9 /96 t9 19 419 et9 .. Q9 .. Q9 05) • IF. .O5) 19 4 ' 4 ' 4P 4 " ,,, 4 ' 4 4 ' 4 0, 4 ' 4 EFTA00598573 Atorus, LLC 7/23/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Noti
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00598577 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
00.00 (so, „ct, ,„9, o4,1, A6» s.$) s,,t• , \v- - - 4% 0, 4, A\ oP 4ste 4% 4' 4' ts. •)›\ —NAV EFTA00293218 Atorus, LLC 3/18/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Noti
A • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - At' EFTA00293222 Atorus, LLC 3/18/2010 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-1st percentiles) 60A0 SOCO 40.00 30.00 20.00 MCO IMO ' N tr e 4Z1/ 4.)/ Qs' Qte 4ZI/ IY .
Q9 /96 t9 19 419 et9 .. Q9 .. Q9 05) • IF. .O5) 19 4 ' 4 ' 4P 4 " ,,, 4 ' 4 4 ' 4 0, 4 ' 4 EFTA00288623 Atorus, LLC 7/23/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Noti
Atv is, 4 <3 1 4:5\ y <7 AC\ c;e N0, 10 <7C\ i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00288627 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20
Entities connected to both Largest Exposures Current and Percentile Distribution of Current MTM

Ghislaine Maxwell
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATION
Emmanuel Macron
PERSONSharpe
ORGANIZATIONBMW GR
ORGANIZATIONComdty
PERSONMCK US Equity
ORGANIZATIONAGN US Equity
ORGANIZATIONUCG IM Equity
ORGANIZATIONEquities) & Macro
ORGANIZATIONPosition (ex-99pct & ex4st
ORGANIZATIONCCL US Equity
ORGANIZATIONeisk„
PERSONCBS US Equity
ORGANIZATIONNexEposum
ORGANIZATION