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xposure 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) 2/7/2014 EFTA_R1_02065390 EFTA02700206 Atorus, LLC Current Gross Notional Risk by Category 22
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
xposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodikes, G20 Gov. Credit) 2/10/2014 EFTA_R1_02065374 EFTA02700190 Atorus, LLC 2/10/2014 Current Gross Notional Risk by C
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
xposure 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) 2/11/2014 (29* Qrs4.11 1:).Q. ISS.31 t .s:). QrS') (9 Qt.‘' <9 ()S.) CP (9 S g 4,
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 Mao Zedong and MTM Gains(Losse

Ghislaine Maxwell
PERSON
MSCI World
ORGANIZATIONAtorus
PERSONENI IM Equity
ORGANIZATIONSMSN LI Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONUsted Equities) & Macro
ORGANIZATIONUsted Equities
ORGANIZATIONSU CN Equity
ORGANIZATIONEquityCom
ORGANIZATIONLargest MTM
ORGANIZATIONAU TSY
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONAUTSY
ORGANIZATIONROS/A
ORGANIZATIONBMV US Equity
ORGANIZATIONLargest Exposures 99th Percentile
ORGANIZATIONBIL S1 Equity
ORGANIZATIONCELG US Equity
ORGANIZATION