.66% ST8CN2L Index 30,230 1.88% GILD US Equity 33,176 2.07% EFTA00292801 Atorus, LLC 2/4/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) Sr * 0 o ,g. ‘, 4.,19 o A . . . . . at te fac9' Se al a an ,_ , _ ,_ ,_ N.‘ e* X 9

om Lo 51 EquityCom Short 20 Credit Lon 15 Credit Short 9 EFTA00292816 Atorus, LLC 2/5/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 1,500,000 1,000,000 500,000 ;OSY (500,000) (1,000,000) M. to e % CV Cftc." . .

dit Long 15 Credit Short 9 Total Long 310 Total Short 146 EFTA00292910 Atorus, LLC 2/12/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornrow'lit's, G20 Gov. Credit) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlltes, G2

Com Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293055 Atorus, LI.0 3/6/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) — EMEA —AMER — Eq 'tyC —G20 Rates Nextposure RHS 2,000,000 1,500,000 5,000,000 4,000,000 3

Com Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00293268 Atorus, Lit 3/21/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Comma('lites, G20 Gov. Credit) 2)300,000 1,300,000 1,000,001 500,003 5,000,000 . -. ARA( EMEA —AMER — EquiCom —G20 R ty

om Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293103 Atorus, LI.0 3/11/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) 2,000,000 1,500,003 1,000,000 500,003 5,000.000 —APAC — EMEA —AMER — Eq 'tyCo —G20 Rates

E•ul om Lon 63 EquityCom Short 9 G20 Rates Lon 14 G20 Rates Short 9 Total Long 359 Total Short 97 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5- $(500,000) $(1,000,000) ■ APAC Long ■ APAC Short

uityCom Long 65 EquityCom Short 7 G20 Rates Long 21 G20 Rates Short 2 Total Long 369 Total Short 67 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 51,000,000 $500,000 $- $(500,000) ■ APAC Long ■ APAC Short

uityCom Long 66 EquityCom Short 6 G20 Rates Long 19 G20 Rates Short 4 Total Long 375 Total Short 65 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) ■ APAC Long ■ APAC Sh

tyCom Long ■ EquityCom Short G20 Rates Long ■ G20 Rates Short EFTA00288625 Atorus, LLC 7/23/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Ewa — — AMER om —G20 Rates NexEposum RIG 2,500,00D 7,000,000 6,000,000 5,000,000 0

, a s, ,,sv• „5 (..p.. ,‘\ ..%. ,,,r ' moolloco) NY 1 - (2,000,000) (1,000,00) (3,000,000) Historical Gross Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288162 Atorus, LIC 4/3/2014 Current Gross Notional Risk by Category 243,900 r 583,025 1

tyCom Long ■ EquityCom Short G20 Rates Long ■ G20 Rates Short EFTA00598575 Atorus, LLC 7/23/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) —APAC — Ewa — — AMER om —G20 Rates NexEposum RIG 2,500,00D 7,000,000 6,000,000 5,000,000 0