Epstein Secrets

74.17 308.94 13.99 0.91% 2.30 BLT LN Equity (621) 30.20 30.20 0.00 1.06% 1.37 BMO CN Equity 30 8,370 65.44 65.68 0.55 0.65% 63.63 BMW GR Equity 717 5,076 98.63 112.56 14.79 0.96% 25.42 BMY US Equity 7,754 13,669 35.71 55.97 48.42 1.17% 64.50 BN FP Equity 40 (3,684) 7

ORI./5 Rolling 30 Day Realized Volatility Atorus EFTA00293105 Atorus, LLC 3/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 60.CIO 50.00 40X0 30X0 20X0 10.CIO 0.00 ' ' fl, ' may'Y,I.SP/4"'"4 .7:1/4IPicAnY4n r ofrot, c;£7.4 5/ Percentile 0.00% No. Vo

7.32 4.77 1.02% 17.37 BLT IN Equity 1 (1,362) 32.18 32.16 0.06 1.07% (9.31) BMO CN Equity 403 11,017 66.19 68.61 6.33 0.58% 44.16 BMW GR Equity 1,321 5,212 99.22 124.37 23.94 1.06% (25.53) BMY US Equity 48.24 - BN FP Equity • 1,187 73.99 73.99 0.00 0.74% 9.17 BNP FP

ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288275 Atorus, LLC 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 60.00 50.00 40.00 30.00 20.00 10.00 OA» /Sr s O. tr if). 4 3" n'P'n O. fr 4:rttr <- 0. 9.' O. 4 , ' (" Of SY O. & A O.

8 6.73 0.58% 13.22 BLT IN Equity 52 (4,374) 32.33 31.94 1.49 0.80% (32.82) BMO CN Equity 728 14,492 66.99 70.35 12.94 0.39% 67.76 BMW GR Equity 1,393 5,402 99.96 125.74 34.56 0.75% (54.73) BMY US Equity (10) 185 49.36 46.72 -5.50 1.02% (1.68) BN FP Equity (10) 1,033

1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Series1 EFTA00288483 Atorus, LLC 6/9/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 8000 7000 6000 5000 4000 3000 2000 1000 003 1000 1 nitania, q> 05 Percentile No. Vol Days 0.00% -19.92 5.00% -3.36

2.95 0.86% (14.08) BLT IN Equity (40) (1,279) 32.17 33.17 4.91 0.80% (15.87) BMO CN Equity 522 13,003 66.63 69.30 9.66 0.42% 14.01 BMW GR Equity 1,221 5,212 99.22 122.46 31.02 0.76% 32.50 BMY US Equity 186 3,908 49.86 52.24 4.49 1.06% 18.69 BN FP Equity (15) (566) 71.

' —Series2 Rolling 30 Day Realized Volatility - EFTA00288788 Atorus, LLC 5/13/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) 50.00 50.00 4000 30.00 2000 10.00 OM (.). ..• ' 5» 4. . 4 4 . e»• .3. . 0»• IX Percentile No. Vol Da 0.00% -16.18 5.00

quity 138 1,171 274.17 306.55 11.73 1.01% 17.67 BLT IN Equity - 32.63 1.04% BMO CN Equity 494 9,429 65.81 69.25 8.47 0.62% 108.60 BMW GR Equity 1,418 5,212 99.22 126.21 23.58 1.15% 5.41 BMY US Equity 1,094 2,734 35.71 50.00 35.06 1.14% 45.44 BN FP Equity (87) (2,210)

— ATORUS Rolling 30 Day Realized Volatility - A EFTA00288227 Atorus, LLC 0/9/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) I30.00 50.00 40.00 30.00 20.00 10.00 °CO (;)- .. . 4.5) 4. (42. 4 4 42 16 Di A Percentile No. Vol Da 0.00% -13.68 5