Epstein Secrets

4,521.85 35.51 0.71% SMI Index 7,455 46,103 8,271.65 9,609.28 33.96 0.48% FTSEMIB Index 7,737 25,266 23,118.94 30,198.56 32.38 0.95% PSI2O Index 7,305 24,289 8,026.78 10,440.77 35.90 0.84% ISEQ Index 24,411 40,099 4,246.25 6,831.25 74.77 0.81% ICEXI Index 4,952 37,337 6.

Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00605678 Atorus, LLC 5/1/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlltes, G20 Gov. Credit) —APAC — EMEA —AMER

.54) SMI Index 7,826 49,310 8,386.17 9,717.20 40.42 0.39% 264.19 FTSEMIB Index 5,490 25,266 22,844.83 27,808.71 19.22 1.13% (364.66) PSI2O Index 4,041 24,476 8,057.64 9,388.03 16.05 1.03% 57.83 ISEQ Index 17,634 32,079 4,265.78 6,610.67 58.80 0.93% 228.75 ICEXI Index 2,2

ib 1), I), 1)) 04 %% tit 61.' 0 61.' e• e• es Ne• e• es Ne• e• 4 .st 4 Ate 4s is, 4' 4 Ate 4 is, 4' 4 —Series]. EFTA00288367 Atorus, LLC 5/22/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th

0.12) SMI Index 7,773 51,684 8,403.69 9,667.60 48.06 0.31% 15.12 FTSEMIB Index 7,118 25,266 23,035.16 29,524.51 25.66 1.10% (117.36) PSI2O Index 5,155 24,476 8,025.00 9,715.08 22.87 0.92% (60.17) ISEQ Index 18,404 32,079 4,240.92 6,674.03 69.76 0.82% ICEXI Index 1,037 14

to our winners we have an inherent assymetry in our volatility profile. 1ti i"z y'rf is 4 ($)..04 ve, 4 A\ 4 4444 — Se rieS1 1 EFTA00288431 Atorus, LLC 6/3/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th P

27.14 0.73% (84.80) SMI Index 911 10,740 8,442.28 9,158.53 16.70 0.51% FTSEMIB Index 24 1,404 26,886.83 27,345.71 1.60 1.06% (0.16) PSI2O Index 11,599 (94,327) 8,956.04 7,854.79 8.55 1.44% It (924.24 ISEQ Index 2,138 (59,652) 6,404.62 6,175.04 5.82 0.62% 230.94 ICEXI Ind

a N..% a a a 42, 0.2, a 0.2) j.,_b "r r ar ar ar r ar ^7 r r r Acytteet Al Rolling 30 Day Realized Volatility - EFTA00288659 Atorus, LLC 8/4/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-lst percentiles) MAO €OAO 5000 4000 2000 200

5.19 SMI Index 6,298 44,078 8,219.62 9,394.17 22.72 0.63% (146.63) FTSEMIB Index 6,543 25,266 23,118.99 29,105.64 28.31 0.91% (0.42) PSI2O Index 6,971 24,289 8,026.78 10,330.55 25.87 1.11% (61.82) ISEQ Index 24,394 40,099 4,246.25 6,829.49 60.38 1.01% (409.55) ICEXI Index

30.00 1,200,0130.00 1,000,000.00 600,000.00 600,000.00 11. 11, 'iv <> , , , et. te p sie nrspcb,, , Fes, 4' 4' 4 o›, — NAV EFTA00288704 Atorus, LLC 3/27/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th

4,521.85 35.51 0.71% SMI Index 7,455 46,103 8,271.65 9,609.28 33.96 0.48% FTSEMIB Index 7,737 25,266 23,118.94 30,198.56 32.38 0.95% PSI2O Index 7,305 24,289 8,026.78 10,440.77 35.90 0.84% ISEQ Index 24,411 40,099 4,246.25 6,831.25 74.77 0.81% ICEXI Index 4,952 37,337 6.

V 'V 'V 'V 'V t• e e eeee 171 eeeeeeee AtV 'V 'V #1, „Q. , 'V 'V 4 l <, 4% 4'1 4' is. 4 s 0)\ is. 4 4' —Series1 EFTA00288752 Atorus, LLC 5/1/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th P