Epstein Secrets

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: 124M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: 6/9/2014 94.94% 41.18% 4.80% 5.85% 5,901,163 (501,638) 5,399,525 1,000,000 1,949,397 Change on D

87 0.59% 10.20 AMGN US Equity 41 7,345 116.07 116.72 0.83 0.68% (58.78) AMT US Equity 1,951 12,212 77.36 89.71 27.16 0.59% (86.20) AMZN US Equity (210) (2,898) 306.51 328.76 -4.46 1.63% (0.97) ANZ AU Equity 673 12,947 #N/A N/A 7.49 0.69% APA US Equity 519 8,740 89.57 94.89 9.

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40% - 50% histor tally 53% 1.00% -0.91%

87 0.59% 10.20 AMGN US Equity 41 7,345 116.07 116.72 0.83 0.68% (58.78) AMT US Equity 1,951 12,212 77.36 89.71 27.16 0.59% (86.20) AMZN US Equity (210) (2,898) 306.51 328.76 4.46 1.63% (0.97) ANZ AU Equity 673 12,947 #N/A N/A 7.49 0.69% APA US Equity 519 8,740 89.57 94.89 9.0

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 53% 0.99% .0.89%

-0.88 0.40% 10.87 AMGN US Equity 292 8,878 116.15 119.98 5.13 0.64% 107.50 AMT US Equity 1,961 13,044 77.99 89.71 33.17 0.45% 4.99 AMZN US Equity (228) (2,898) 306.51 330.63 -6.86 1.15% (52.32) ANZ AU Equity 709 12,947 29.78 31.41 7.73 0.71% (45.55) APA US Equity 1,198 12,393

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex•Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40% - 50% histor tally 52% 0.99% .0.90%

61 0.52% 21.01 AMGN US Equity (1) 8,878 116.15 116.14 -0.01 0.58% 25.14 AMT US Equity 1,658 12,312 77.43 87.86 27.10 0.50% (57.86) AMZN US Equity (184) (2,898) 306.51 325.99 -5.16 1.23% 3.30 ANZ AU Equity 920 12,947 29.78 31.89 9.77 0.73% 98.39 APA US Equity 851 10,988 90.94

Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 53% 0.98% -0.89%

9% (29.59) AMGN US Equity (87) 11,177 117.06 116.16 -1.29 0.60% (93.65) AMT US Equity 2,215 13,269 78.17 91.21 38.36 0.44% (115.39) AMZN US Equity (446) (2,898) 306.51 353.65 -12.57 1.22% 21.92 ANZ AU Equity 625 12,947 29.78 31.21 7.73 0.62% 85.98 APA US Equity 1,121 12,393 91