5
Shared Docs
5
Same-Page
5 / 5
Mentions
xposure 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 Category 20
oncurrently adding to our winners we have an inherent assymetry in our volatility profile. EFTA_R1_02131880 EFTA02712681 Atorus, LLC 4/14/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Security Notional 22 Positions TGT US Equity (8,574) 941 HK Equity (9,455) XAG
■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288257 Atorus, LLC 4/11/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Comrnodiltes, G20 Gov. Credit) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20
000.00 600,000.00 600,000.00 ,o4). oesq. °G. op, oG G 44 44 e59. „ 4 A\ .5\ 4- 4 4 A\-- 4 „ 4 —NAV EFTA00288255 Atorus, LLC 4/11/2014 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
■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288433 Atorus, LLC 6/3/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) 6,000.000 5,000,000 4,000,000 "°" 30 2,000,000 1,000,000 —APAC — EWA —AMER — EqurtyCom —G2
e an inherent assymetry in our volatility profile. 1ti i"z y'rf is 4 ($)..04 ve, 4 A\ 4 4444 — Se rieS1 1 EFTA00288431 Atorus, LLC 6/3/2014 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
■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288561 Atorus, LLC 7/1/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) - APAC — EMEA — AMER — EquityCom -G20 Rates NexEposule RIG 2,500,000 2,000,000 7,000,00
I) eb GGGG 444 sti oes eeeeo o o o o o o Alt A% et. 1. 1, It sP 4' 4 sr sr 0, 4 sr 4' s 4 s‘ —NAV EFTA00288559 Atorus, LLC 7/1/2014 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
■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288786 Atorus, LLC 5/13/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) 4) 3) e e ,p, Q. ,(s• \ .0 .0 l°0 40 i° ,iP lP i? dit,11,(0' \ \ \ \ \ \ - \„- \," \ c>? %
O 4.4, 4 4 4 4 NIk 1\1ci9 c5' 6) IP 15' c5' c5) ci5) c5' c5> ci5) c5) 15' 0, 4P 4 # 4 se —Series]. EFTA00288784 Atorus, LLC 5/13/2014 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
Entities connected to both Mao Zedong and Largest Exposures Current

Ghislaine Maxwell
PERSON
Emmanuel Macron
PERSONAtorus
PERSON
MSCI World
ORGANIZATIONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
ORGANIZATIONSMSN LI Equity
ORGANIZATIONSharpe
ORGANIZATIONGE US Equity
ORGANIZATIONBMW GR
ORGANIZATIONMCD US Equity
ORGANIZATIONNSC US Equity
ORGANIZATIONSAS LN Equity
ORGANIZATIONBCS US Equity
ORGANIZATIONPosition (ex-99pct & ex-lst
ORGANIZATIONEquity Indices & Commodlites
ORGANIZATIONAMZN US Equity
ORGANIZATION