Epstein Secrets

.15 9.77 0.93% 6.63 BLT LN Equity (21) (3,166) 29.93 30.12 0.58 1.14% (51.42) BMO CN Equity 12 8,370 65.44 65.53 0.22 0.62% 87.29 BMW GR Equity 630 5,076 98.63 110.88 11.80 1.05% 67.12 BMY US Equity 7,244 13,669 35.71 54.63 45.19 1.17% 232.18 BN FP Equity 82 (3,684)

d Index Rolling 30 Day Realized Volatility - Ator EFTA00293206 Atorus, LLC 3/17/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) Øm 50.00 40.00 30.m 20.00 10.CO om . , . n 9/ 9 /4)9 .9"4:9r1s9V‘,..z,9..4.,. 9 14,, ,,t. (39...4 )9/ 4 9 / 6 / ,‘, 49/ Percenti

7.93 0.58% (1.21) BLT IN Equity 1 (4,374) 32.33 32.32 0.02 0.94% 24.03 BMO CN Equity 1,143 14,492 66.99 72.27 19.16 0.41% 232.34 BMW GR Equity 1,422 5,402 99.96 126.27 35.67 0.74% 12.45 BMY US Equity (10) (750) 47.06 47.70 -1.72 0.80% 4.03 BN FP Equity (15) (2,296)

d Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 8000 7000 MO 50.00 4000 3000 2000 MO OCO 1000 nre—Kri—v-nre—ntcde 1.° 0 h Percentile No. Vol Days 0.00% -9.56 5.00% -

16.72 0.79% 22.90 BLT IN Equity (69) (3,166) 29.93 30.58 -2.05 1.06% (21.68) BMO CN Equity 133 8,370 65.44 66.48 2.79 0.57% 61.47 BMW GR Equity 1,346 5,076 98.63 124.77 21.75 1.22% 84.05 BMY US Equity 6,468 13,669 35.71 52.61 39.98 1.18% 573.88] BN FP Equity (84) (3,6

ndex Rolling 30 Day Realized Volatility - Atorus EFTA00288692 Atorus, LLC 3/26/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 70.00 60.00 50.00 40.00 30.00 20.00 10.00 aco moo 4, 4. 4, 4 # _ # oo _oo # 4 4> dr. dp 4 4, 01* # oo # (3O _ (so