Epstein Secrets

LIC 5/1/2014 Current Gross Notional Risk by Category 242,942 ;36,990 1,239,9 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 o.;), Off~ O1ry O% O1 ry 4, 'II •)) $ 11, '19 4 1 ON Orb 4\ A.c.k eP ,s0 c‘‘ A

(240.38) XLK US Equity 2,334 12,860 30.80 36.39 23.36 0.78% (41.64) XLI US Equity 6,179 16,147 38.20 52.82 57.50 0.67% (33.76) XLP US Equky 610 11,341 41.94 44.20 15.02 0.36% XLY US Equity 1,251 5,441 52.24 64.25 27.10 0.85% 16.71 XLE US Equity 745 9,734 87.06 93.72 12

LIC 4/14/2014 Current Gross Notional Risk by Category 202,927 549,339 1„187,6 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288275 Atorus, LLC 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days b

39.06 41.94 13.91 0.53% XLK US Equity 1,983 12,860 30.80 35.55 19.70 0.78% XLI US Equity 5,490 16,147 38.20 51.19 45.56 0.75% XLP US Equky 322 10,839 41.85 43.09 7.74 0.38% XLY US Equity 2,253 6,572 46.72 62.73 41.85 0.82% XLE US Equity 365 7,840 85.67 89.66 7.04 0.66

IC 5/23/2014 Current Gross Notional Risk by Category 245,530 10:9,045 411 i , • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e dc.' o•Q• e ticb ei 0 0 0 0 e e e -,\AQ• et, tete est e e e •—•Serits1 —Serits2 Rolli

68% (27.51) XLK US Equity 2,731 12,860 30.80 37.34 35.17 0.60% 130.52 XLI US Equity 6,488 16,147 38.20 53.55 72.09 0.56% 144.63 XLP US Equky 630 12,093 42.09 44.28 13.57 0.38% 20.14 XLY US Equity 1,337 5,441 52.24 65.08 37.00 0.66% 53.54 XLE US Equity 789 11,154 87.93 9

6/12/2014 Current Gross Notional Risk by Category 273,001 Ai ly ,485 1,608,23 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288515 Atorus, LLC 6/12/2014 Percentile Distribution of Current MTM Gains In Vol Days by Posit

% 35.96 XLK US Equity 2,966 13,218 30.96 37.91 50.30 0.45% (139.67) XLI US Equity 6,809 16,147 38.20 54.31 80.37 0.52% (308.58) XLP US Equky 753 12,469 42.17 44.72 16.43 0.37% (93.94) XLY US Equity 1,393 9,522 57.37 65.76 26.92 0.54% (139.29) XLE US Equity 1,257 13,308 8

torus, LIC 7/11/2014 Current Gross Notional Risk by Category 322,168 o 647,855 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index a - a 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 11> 11> <.t1 1%,1 Isti e 1311 3/41, 1)' 1)), <!' r, t% so so o o o

.67% (92.04) XLK US Equity 3,399 13,272 30.99 38.92 68.75 0.37% 86.11 XLI US Equity 6,708 16,147 38.20 54.07 90.21 0.46% 131.79 XLP US Equky 913 12,658 42.22 45.26 20.63 0.35% 18.01 XLY US Equity 1,660 12,582 59.54 67.39 28.07 0.47% 46.65 XLE US Equity 1,377 14,057 89.62

it) EFTA00288658 Atorus, LIC 8/4/2014 Current Gross Notional Risk by Category • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 a a a N..% a a a 42, 0.2, a 0.2) j.,_b "r r ar ar ar r ar ^7 r r r

.71% (40.25) XLK US Equity 3,461 13,272 30.99 39.07 51.92 0.50% 119.06 XLI US Equity 4,653 12,917 38.20 51.96 67.22 0.54% 61.08 XLP US Equky 405 13,034 42.30 43.61 7.19 0.43% 43.28 XLY US Equity 1,427 12,582 59.54 66.29 20.18 0.56% 136.57 XLE US Equity 1,219 14,589 89.95

3/26/2014 Current Gross Notional Risk by Category 242,090 1,334,599 r 579,115 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288692 Atorus, LLC 3/26/2010 Percentile Distribution of Current MTM Gains in Vol Days b

(36.82) XLK US Equity 2,196 12,860 30.80 36.06 31.94 0.53% (181.50) XLI US Equity 5,588 16,147 38.20 51.42 59.66 0.58% (221.74) XLP US Equky 229 9,167 41.63 42.67 6.29 0.40% (21.97) XLY US Equity 7,646 20,539 46.72 64.11 70.37 0.53% (226.77) XLE US Equity 160 7,366 85.40

LIC 5/1/2014 Current Gross Notional Risk by Category 242,942 ;36,990 1,239,9 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 o.;), Off~ O1ry O% O1 ry 4, 'II •)) $ 11, '19 4 1 ON Orb 4\ A.c.k eP ,s0 c‘‘ A

(240.38) XLK US Equity 2,334 12,860 30.80 36.39 23.36 0.78% (41.64) XLI US Equity 6,179 16,147 38.20 52.82 57.50 0.67% (33.76) XLP US Equky 610 11,341 41.94 44.20 15.02 0.36% XLY US Equity 1,251 5,441 52.24 64.25 27.10 0.85% 16.71 XLE US Equity 745 9,734 87.06 93.72 12

LIC 4/2/2014 Current Gross Notional Risk by Category 244,053 581,624 1,408,10 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288147 Atorus, LLC 0/2/2010 Percentile Distribution of Current MTM Gains in Vol Days by Positi

US Equity 534 8,712 38.73 41.11 11.72 XLK US Equity 2,505 12,860 30.80 36.80 34.17 XLI US Equity 6,285 16,147 38.20 53.07 63.00 XLP US Equky 310 9,501 41.68 43.04 8.96 XLY US Equity 8,503 20,539 46.72 66.06 69.34 XLE US Equity 389 7,366 85.40 89.91 9.04 XLB US Equity 4,1

4/4/2014 Current Gross Notional Risk by Category 249,068 F 587,702 / 1,420,41 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288179 Atorus, LLC 4/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by Positi

% 53.03 XLK US Equity 2,138 12,860 30.80 35.92 26.55 0.63% (286.69) XLI US Equity 6,061 16,147 38.20 52.54 59.99 0.63% (254.88) XLP US Equky 288 10,170 41.77 42.95 7.94 0.36% (33.98) XLY US Equity 7,884 20,539 46.72 64.65 59.62 0.64% (471.25) XLE US Equity 411 7,840 85.6